# EDGAR Filing Document

**Accession Number:** 0001557794
**File Stem:** 0001410368-26-018632
**Filing Date:** 2026-2
**Character Count:** 3433313
**Document Hash:** cc16d1f8dbd98070107ad0e12a012d2a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018632.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018632

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Blackstone Alternative Investment Funds
- **CENTRAL INDEX KEY:** 0001557794

**ORGANIZATION NAME:**
- **EIN:** 300748288
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22743
- **FILM NUMBER:** 26684372

**BUSINESS ADDRESS:**
- **STREET 1:** 345 PARK AVENUE
- **STREET 2:** 28TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10154
- **BUSINESS PHONE:** 212-583-5000

**MAIL ADDRESS:**
- **STREET 1:** 345 PARK AVENUE
- **STREET 2:** 28TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10154

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Blackstone Investor Solutions Funds
- **DATE OF NAME CHANGE:** 20120907

## Series and Classes Contracts Data

### Blackstone Alternative Multi-Strategy Fund (Series ID: S000045538)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000141764 | Class I        |  |
| C000145025 | Class D Shares |  |
| C000145027 | Class Y Shares |  |

## Nport-Ex

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
|  **INVESTMENT IN SECURITIES — 91.5%** |  |  |
|  **COMMON STOCK — 31.3%** |  |  |
|  **Africa — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Energy — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Kosmos Energy Ltd. (a) | 14500 | $13157 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Platinum Group Metals Ltd. (a) | 900 | 2124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sasol Ltd., ADR (a) | 1300 | 8463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd., ADR (a) | 17800 | 253650 |
|  |  | 264237 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunication Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; IHS Holding Ltd. (a) | 12100 | 90266 |
|  **Total Africa** |  | **367660** |
|  **Asia — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles & Components — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; NIO, Inc., ADR (a) | 54500 | 277950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Niu Technologies, ADR (a) | 400 | 1212 |
|  |  | 279162 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd., ADR | 2300 | 68540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. (b) | 9600 | 152362 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, Inc. (b) | 1400 | 51093 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc. (b) | 2400 | 77187 |
|  |  | 349182 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Capital Goods — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BioNexus Gene Lab Corp. (a) | 3 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp; China Yuchai International Ltd. | 400 | 14200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fujikura Ltd. (a),(b) | 3000 | 332686 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greenland Technologies Holding Corp. (a) | 100 | 62 |
|  |  | 346960 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial & Professional Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cre8 Enterprise Ltd., Class A (a) | 100 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunrise New Energy Co., Ltd., Class A (a),(c) | 27 | 26 |
|  |  | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Atour Lifestyle Holdings Ltd., ADR | 100 | 3940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gaotu Techedu, Inc., ADR (a) | 200 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Golden Heaven Group Holdings Ltd. (a) | 7 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jiade Ltd., Class A (a) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Oriental Education & Technology Group, Inc., ADR | 10 | 550 |
| &nbsp;&nbsp;&nbsp;&nbsp; TAL Education Group, ADR (a) | 5100 | 55641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trip.com Group Ltd., ADR | 500 | 35955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wah Fu Education Group Ltd. (a) | 800 | 1232 |
|  |  | 97796 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futu Holdings Ltd., ADR (a) | 3500 | 574735 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange Group, Inc. (b) | 19000 | 202798 |
| &nbsp;&nbsp;&nbsp;&nbsp; LexinFintech Holdings Ltd., ADR | 23200 | 75864 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Lufax Holding Ltd., ADR (a) | 200 | $512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Solowin Holdings, Class A (a) | 11 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp; X Financial, ADR | 600 | 3360 |
|  |  | 857314 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Energy — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BKV Corp. (a) | 9783 | 265608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Leishen Energy Holding Co., Ltd. (a) | 29 | 127 |
| &nbsp;&nbsp;&nbsp;&nbsp; OMS Energy Technologies, Inc. (a) | 500 | 2200 |
| &nbsp;&nbsp;&nbsp;&nbsp; PTL Ltd., Class A (a) | 7 | 1 |
|  |  | 267936 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food & Staples Retailing — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Meiwu Technology Co. Ltd. (a) | 50 | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food, Beverage & Tobacco — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Tobacco, Inc. (b) | 4900 | 176117 |
| &nbsp;&nbsp;&nbsp;&nbsp; RLX Technology, Inc., ADR | 1000 | 2330 |
|  |  | 178447 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CN Energy Group, Inc., Class A (a) | 2 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silvercorp Metals, Inc. | 26900 | 224346 |
|  |  | 224347 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media & Entertainment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GD Culture Group Ltd. (a) | 6 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grindr, Inc. (a) | 600 | 8124 |
| &nbsp;&nbsp;&nbsp;&nbsp; HUYA, Inc., ADR (a) | 5300 | 15264 |
| &nbsp;&nbsp;&nbsp;&nbsp; iQIYI, Inc., ADR (a) | 41600 | 79872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nintendo Co., Ltd. (b) | 3800 | 256555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pop Culture Group Co. Ltd., Class A (a) | 40 | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp., ADR | 4000 | 40880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhihu, Inc., ADR (a) | 34 | 111 |
|  |  | 400849 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals, Biotechnology & Life Sciences — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; WaVe Life Sciences Ltd. (a) | 18966 | 322422 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retailing — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ATRenew, Inc., ADR (a) | 1200 | 6360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc., ADR (a) | 9500 | 25270 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coupang, Inc. (a),(b) | 55132 | 1300564 |
| &nbsp;&nbsp;&nbsp;&nbsp; J-Long Group Ltd., Class A (a) | 45 | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sea Ltd., ADR (a) | 27500 | 3508175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Lifestyle Co., Ltd., ADR | 10 | 31 |
|  |  | 4840668 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Semiconductors & Semiconductor Equipment — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Daqo New Energy Corp., ADR (a) | 6000 | 177000 |
| &nbsp;&nbsp;&nbsp;&nbsp; JinkoSolar Holding Co., Ltd., ADR | 1100 | 28391 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kulicke & Soffa Industries, Inc. | 100 | 4556 |
| &nbsp;&nbsp;&nbsp;&nbsp; Magnachip Semiconductor Corp. (a) | 4200 | 10710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silicon Motion Technology Corp., ADR | 700 | 64890 |
| &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV | 2300 | 59662 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co., Ltd., ADR | 20040 | 6089956 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; United Microelectronics Corp., ADR | 26400 | $207504 |
|  |  | 6642669 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Agora, Inc., ADR (a) | 500 | 2035 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vnet Group, Inc., ADR (a) | 33800 | 285948 |
|  |  | 287983 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Hardware & Equipment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Canaan, Inc., ADR (a) | 49900 | 34431 |
| &nbsp;&nbsp;&nbsp;&nbsp; LG Display Co. Ltd., ADR (a) | 300 | 1263 |
|  |  | 35694 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunication Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; VEON Ltd., ADR (a) | 400 | 21028 |
|  **Total Asia** |  | **15152576** |
|  **Europe — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles & Components — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ferrari NV (b) | 2546 | 946128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Garrett Motion, Inc. | 2700 | 47061 |
|  |  | 993189 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Capital Goods — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Holdings NV | 7400 | 1063824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Generation Essentials Group, Class A (a) | 24 | 25 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luxfer Holdings PLC, ADR (a) | 2100 | 28413 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rheinmetall AG (b) | 454 | 828275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens AG (b) | 8165 | 2286823 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy AG (a),(b) | 5266 | 738759 |
| &nbsp;&nbsp;&nbsp;&nbsp; T1 Energy, Inc. (a) | 17700 | 118236 |
|  |  | 5064355 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Durables & Apparel — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA (b) | 1174 | 253174 |
| &nbsp;&nbsp;&nbsp;&nbsp; Moncler SpA (b) | 648 | 41421 |
|  |  | 294595 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financials — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Coincheck Group NV (a) | 22 | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp; Klarna Group PLC (a) | 20310 | 587162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marex Group PLC | 67673 | 2595936 |
| &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (a),(b) | 1713 | 79329 |
| &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (Switzerland) (a),(b) | 26314 | 1215038 |
|  |  | 4477521 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Energy — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Eni SpA (b) | 2652 | 50271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Equinor ASA (b) | 7832 | 184693 |
| &nbsp;&nbsp;&nbsp;&nbsp; FLEX LNG Ltd. (a) | 700 | 17465 |
| &nbsp;&nbsp;&nbsp;&nbsp; KNOT Offshore Partners LP | 3500 | 36225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scorpio Tankers, Inc. | 500 | 25415 |
| &nbsp;&nbsp;&nbsp;&nbsp; StealthGas, Inc. (a) | 3300 | 23166 |
|  |  | 337235 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Equipment & Services — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Medtronic PLC | 75864 | 7287496 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; OneMedNet Corp. (a) | 31 | $34 |
| &nbsp;&nbsp;&nbsp;&nbsp; Virax Biolabs Group Ltd. (a),(d) | 24 | 8 |
|  |  | 7287538 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Orion SA | 400 | 2112 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media & Entertainment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Criteo SA, ADR (a) | 2000 | 41220 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals, Biotechnology & Life Sciences — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Achilles Therapeutics PLC, ADR (a),(e) | 1700 | 2516 |
| &nbsp;&nbsp;&nbsp;&nbsp; ADC Therapeutics SA (a) | 1191 | 4204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amarin Corp. PLC, ADR (a) | 685 | 9559 |
| &nbsp;&nbsp;&nbsp;&nbsp; Argenx SE, ADR (a) | 900 | 756855 |
| &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC, ADR (b) | 6696 | 615563 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atai Beckley NV (a) | 48315 | 197608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bicycle Therapeutics PLC, ADR (a) | 1700 | 12036 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioNTech SE, ADR (a) | 47 | 4475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass Pathways PLC, ADR (a) | 13400 | 92460 |
| &nbsp;&nbsp;&nbsp;&nbsp; CRISPR Therapeutics AG (a) | 500 | 26220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galderma Group AG (b) | 1671 | 340270 |
| &nbsp;&nbsp;&nbsp;&nbsp; Immunocore Holdings PLC, ADR (a) | 3900 | 135369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mereo Biopharma Group PLC, ADR (a) | 3800 | 1584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pharvaris NV (a) | 800 | 22200 |
| &nbsp;&nbsp;&nbsp;&nbsp; ProQR Therapeutics NV (a) | 7500 | 15150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prothena Corp. PLC (a) | 5300 | 50615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silence Therapeutics PLC, ADR (a) | 1300 | 7904 |
| &nbsp;&nbsp;&nbsp;&nbsp; uniQure NV (a) | 13700 | 327841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zura Bio Ltd. (a) | 2700 | 14148 |
|  |  | 2636577 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retailing — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Jumia Technologies AG, ADR (a) | 11900 | 148631 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Semiconductors & Semiconductor Equipment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | 40 | 42794 |
| &nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies AG (b) | 10130 | 441982 |
| &nbsp;&nbsp;&nbsp;&nbsp; NXP Semiconductors NV (b) | 800 | 173648 |
|  |  | 658424 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Endava PLC, ADR (a) | 200 | 1264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materialise NV, ADR (a) | 300 | 1665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nebius Group NV (a) | 18966 | 1587549 |
|  |  | 1590478 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Hardware & Equipment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; TE Connectivity PLC (b) | 2927 | 665922 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Ship Lease, Inc., Class A | 6500 | 227760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryanair Holdings PLC, ADR | 50 | 3610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Safe Bulkers, Inc. | 3400 | 16388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Star Bulk Carriers Corp. | 724 | 13915 |
|  |  | 261673 |
|  **Total Europe** |  | **24459470** |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
|  **Middle East — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles & Components — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, Inc., Class A (a) | 47500 | $495900 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Capital Goods — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Nano Dimension Ltd., ADR (a) | 3300 | 5082 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Energy — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Frontline PLC | 100 | 2182 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Equipment & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brainsway Ltd., ADR (a) | 700 | 13314 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Household & Personal Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Oddity Tech Ltd., Class A (a) | 1100 | 44198 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media & Entertainment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Taboola.com Ltd. (a) | 24800 | 114328 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals, Biotechnology & Life Sciences — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Compugen Ltd. (a) | 4900 | 7497 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galmed Pharmaceuticals Ltd. (a) | 272 | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kamada Ltd. (a) | 700 | 4942 |
| &nbsp;&nbsp;&nbsp;&nbsp; Purple Biotech Ltd., ADR (a) | 100 | 66 |
|  |  | 12709 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Semiconductors & Semiconductor Equipment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Camtek Ltd. (a) | 3000 | 319035 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor Ltd. (a) | 100 | 11742 |
| &nbsp;&nbsp;&nbsp;&nbsp; Valens Semiconductor Ltd. (a) | 2900 | 4118 |
|  |  | 334895 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alarum Technologies Ltd., ADR (a) | 200 | 1716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cognyte Software Ltd. (a) | 1000 | 9400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hub Cyber Security Ltd. (a) | 40 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp; Radware Ltd. (a) | 100 | 2409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wix.com Ltd. (a) | 2800 | 290892 |
|  |  | 304433 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Hardware & Equipment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AudioCodes Ltd. | 1400 | 12222 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunication Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkcell Iletisim Hizmetleri AS, ADR | 1700 | 9299 |
|  **Total Middle East** |  | **1348562** |
|  **North America — 30.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles & Components — 0.7%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Adient PLC (a) | 700 | 13419 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Axle & Manufacturing Holdings, Inc. (a) | 834 | 5346 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Co. (b) | 152366 | 1999042 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Co. (b) | 45053 | 3663710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gentherm, Inc. (a) | 100 | 3637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harley-Davidson, Inc. | 20700 | 424143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Holley, Inc. (a) | 2100 | 8673 |
| &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of America, Inc. (a) | 800 | 9872 |
| &nbsp;&nbsp;&nbsp;&nbsp; QuantumScape Corp. (a) | 6400 | 66688 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rivian Automotive, Inc., Class A (a) | 268800 | 5298048 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Stoneridge, Inc. (a) | 3900 | $22581 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. (a) | 34423 | 15480711 |
|  |  | 26995870 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — 3.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, Inc. | 1800 | 35118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ameris Bancorp | 182048 | 13520705 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arrow Financial Corp. | 522 | 16391 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union Bankshares Corp. | 305383 | 10780020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avidbank Holdings, Inc. (a) | 9046 | 240262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, Inc. | 64746 | 1248950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. (b) | 26052 | 1432860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Hawaii Corp. | 2000 | 136740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin Bancorp | 600 | 15606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT Butterfield & Son Ltd. | 100 | 4982 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor Bankshares | 200 | 6210 |
| &nbsp;&nbsp;&nbsp;&nbsp; BayCom Corp. | 200 | 5880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beacon Financial Corp. | 3675 | 96910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge Bankshares, Inc. (a) | 1500 | 6405 |
| &nbsp;&nbsp;&nbsp;&nbsp; BOK Financial Corp. | 400 | 47384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater Bancshares, Inc. (a) | 600 | 10518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Business First Bancshares, Inc. | 400 | 10456 |
| &nbsp;&nbsp;&nbsp;&nbsp; Camden National Corp. | 300 | 13014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank Group, Inc. | 100 | 4257 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal Financial, Inc. (a) | 10600 | 72186 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central BanCo, Inc., Class A | 108110 | 2607613 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific Financial Corp. | 2200 | 68552 |
| &nbsp;&nbsp;&nbsp;&nbsp; ChoiceOne Financial Services, Inc. | 100 | 2952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc. (b) | 4244 | 495232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc. (b) | 9247 | 540117 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial Corp. (a) | 300 | 34377 |
| &nbsp;&nbsp;&nbsp;&nbsp; CoastalSouth Bancshares, Inc. (a) | 19303 | 448795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colony Bankcorp, Inc. | 900 | 16038 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | 243632 | 6809515 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, Inc. (a) | 100 | 1554 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commerce Bancshares, Inc. | 3215 | 168273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Community Trust Bancorp, Inc. | 100 | 5650 |
| &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne Bancorp, Inc. | 742 | 19455 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cullen/Frost Bankers, Inc. | 700 | 88641 |
| &nbsp;&nbsp;&nbsp;&nbsp; CVB Financial Corp. | 7072 | 131539 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp, Inc. | 174676 | 3741560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | 50079 | 922956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Farmers National Banc Corp. | 800 | 10656 |
| &nbsp;&nbsp;&nbsp;&nbsp; FB Financial Corp. | 60684 | 3386167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | 57925 | 2711469 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, Inc. | 500 | 15585 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Bank | 200 | 3292 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Busey Corp. | 33 | 785 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Community Bankshares, Inc. (a) | 200 | 6746 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Community Corp. | 1000 | 29650 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Financial Corp. | 100 | 6042 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Foundation, Inc. (a) | 491771 | 3029309 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; First Horizon Corp. | 744078 | $17783464 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Internet Bancorp | 200 | 4174 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Interstate BancSystem, Inc., Class A | 144462 | 4998385 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Western Financial, Inc. (a) | 35044 | 939530 |
| &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital Bancorp (a) | 600 | 22581 |
| &nbsp;&nbsp;&nbsp;&nbsp; Flushing Financial Corp. | 17055 | 258724 |
| &nbsp;&nbsp;&nbsp;&nbsp; FS Bancorp, Inc. | 100 | 4117 |
| &nbsp;&nbsp;&nbsp;&nbsp; German American Bancorp, Inc. | 100 | 3918 |
| &nbsp;&nbsp;&nbsp;&nbsp; Great Southern Bancorp, Inc. | 100 | 6156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Financial Corp. | 1400 | 37842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial Corp. | 1700 | 40205 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hingham Institution For Savings | 18752 | 5324818 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust Bancshares, Inc. | 200 | 8588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hope Bancorp, Inc. | 16300 | 178648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Horizon Bancorp, Inc. | 1700 | 28832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank Corp. | 600 | 19518 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | 26000 | 8377720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial Corp. | 11300 | 83733 |
| &nbsp;&nbsp;&nbsp;&nbsp; KeyCorp | 4000 | 82560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Live Oak Bancshares, Inc. | 1500 | 51525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank Corp. | 300 | 14430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metrocity Bankshares, Inc. | 100 | 2654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank Holding Corp. | 300 | 22908 |
| &nbsp;&nbsp;&nbsp;&nbsp; Midland States Bancorp, Inc. | 1100 | 23287 |
| &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne Financial Group, Inc. | 300 | 11550 |
| &nbsp;&nbsp;&nbsp;&nbsp; MVB Financial Corp. | 100 | 2583 |
| &nbsp;&nbsp;&nbsp;&nbsp; NB Bancorp, Inc. | 500 | 9910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northfield Bancorp, Inc. | 3200 | 36576 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northpointe Bancshares, Inc. | 19027 | 319273 |
| &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial Corp. | 3200 | 57440 |
| &nbsp;&nbsp;&nbsp;&nbsp; OFG Bancorp | 100 | 4098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orrstown Financial Services, Inc. | 87 | 3082 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, Inc. | 500 | 35500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peapack-Gladstone Financial Corp. | 600 | 16710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp, Inc. | 100 | 3003 |
| &nbsp;&nbsp;&nbsp;&nbsp; Preferred Bank | 400 | 37772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Primis Financial Corp. | 52099 | 724697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prosperity Bancshares, Inc. | 30115 | 2081248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Provident Financial Services, Inc. | 43 | 849 |
| &nbsp;&nbsp;&nbsp;&nbsp; RBB Bancorp | 400 | 8256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Renasant Corp. | 1097 | 38636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking Corp. of Florida | 396495 | 12457873 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sierra Bancorp | 200 | 6536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Simmons First National Corp., Class A | 7000 | 131950 |
| &nbsp;&nbsp;&nbsp;&nbsp; SmartFinancial, Inc. | 9391 | 347373 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Plains Financial, Inc. | 400 | 15520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern First Bancshares, Inc. (a) | 100 | 5152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Missouri Bancorp, Inc. | 100 | 5912 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southside Bancshares, Inc. | 2000 | 60780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southstate Bank Corp. | 6123 | 576236 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stellar Bancorp, Inc. | 179632 | 5557814 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital Bancshares, Inc. (a) | 2339 | 211773 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Tompkins Financial Corp. | 100 | $7252 |
| &nbsp;&nbsp;&nbsp;&nbsp; TriCo Bancshares | 23037 | 1091263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp. | 51827 | 2550407 |
| &nbsp;&nbsp;&nbsp;&nbsp; TrustCo Bank Corp. | 520 | 21492 |
| &nbsp;&nbsp;&nbsp;&nbsp; UMB Financial Corp. | 20 | 2301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial Corp. | 900 | 29466 |
| &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial Holdings, Inc. | 1829 | 33690 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust Bancorp, Inc. | 1000 | 29550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co. (b) | 5375 | 500950 |
| &nbsp;&nbsp;&nbsp;&nbsp; West BanCorp, Inc. | 200 | 4438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westamerica BanCorp | 900 | 43047 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zions Bancorp NA | 9600 | 561984 |
|  |  | 118969633 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Capital Goods — 4.5%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3D Systems Corp. (a) | 29100 | 51507 |
| &nbsp;&nbsp;&nbsp;&nbsp; AeroVironment, Inc. (a) | 11379 | 2752466 |
| &nbsp;&nbsp;&nbsp;&nbsp; Air Lease Corp. | 22300 | 1432329 |
| &nbsp;&nbsp;&nbsp;&nbsp; Albany International Corp., Class A | 200 | 10140 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alliance Laundry Holdings, Inc. (a) | 56898 | 1157874 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allient, Inc. | 300 | 16125 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Superconductor Corp. (a) | 300 | 8634 |
| &nbsp;&nbsp;&nbsp;&nbsp; AMETEK, Inc. | 90700 | 18621617 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amprius Technologies, Inc. (a) | 6100 | 48129 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, Inc. | 1400 | 50974 |
| &nbsp;&nbsp;&nbsp;&nbsp; Applied Industrial Technologies, Inc. | 580 | 148927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Archer Aviation, Inc., Class A (a) | 568979 | 4278722 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atkore, Inc. | 400 | 25300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atmus Filtration Technologies, Inc. | 30 | 1557 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ballard Power Systems, Inc. (a) | 66100 | 167894 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beta Technologies, Inc., Class A (a) | 52408 | 1478430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bloom Energy Corp., Class A (a),(b) | 51835 | 4503943 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, Inc. (a) | 600 | 36858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boeing Co. (a) | 200 | 43424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boise Cascade Co. | 400 | 29440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar, Inc. | 60 | 34372 |
| &nbsp;&nbsp;&nbsp;&nbsp; CECO Environmental Corp. (a) | 2400 | 143640 |
| &nbsp;&nbsp;&nbsp;&nbsp; Centuri Holdings, Inc. (a) | 76864 | 1940816 |
| &nbsp;&nbsp;&nbsp;&nbsp; ChargePoint Holdings, Inc. (a) | 25 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleancore Solutions, Inc., Class B (a) | 30 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commercial Vehicle Group, Inc. (a) | 5500 | 7920 |
| &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping Holdings, Inc. (a) | 700 | 4697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Core & Main, Inc., Class A (a),(b) | 10403 | 540644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cummins, Inc. | 31 | 15824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Donaldson Co., Inc. | 3400 | 301444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eaton Corp. PLC | 20 | 6370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enovix Corp. (a) | 10600 | 77486 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eos Energy Enterprises, Inc. (a) | 54900 | 629154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Firefly Aerospace, Inc. (a) | 28449 | 636404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fluence Energy, Inc. (a) | 28900 | 571642 |
| &nbsp;&nbsp;&nbsp;&nbsp; FreightCar America, Inc. (a) | 200 | 2214 |
| &nbsp;&nbsp;&nbsp;&nbsp; FTC Solar, Inc. (a) | 0 | 164 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; FuelCell Energy, Inc. (a) | 10421 | $76177 |
| &nbsp;&nbsp;&nbsp;&nbsp; GE Vernova, Inc. | 8680 | 5672988 |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Industrial Co. | 700 | 20454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gorman-Rupp Co. (The) | 400 | 19100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Graco, Inc. | 77113 | 6320953 |
| &nbsp;&nbsp;&nbsp;&nbsp; GrafTech International Ltd. (a) | 130 | 2016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock Corp. (a) | 4600 | 60352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Griffon Corp. | 500 | 36825 |
| &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. | 4580 | 1482042 |
| &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp., Class A | 66000 | 16660380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, Inc. | 161000 | 31409490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hubbell, Inc. | 40 | 17764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hudson Technologies, Inc. (a) | 1700 | 11645 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hyliion Holdings Corp. (a) | 400 | 736 |
| &nbsp;&nbsp;&nbsp;&nbsp; Insteel Industries, Inc. | 200 | 6334 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intuitive Machines, Inc. (a) | 1800 | 29214 |
| &nbsp;&nbsp;&nbsp;&nbsp; iPower, Inc. (a) | 3 | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp; ITT, Inc. | 47415 | 8226977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Karat Packaging, Inc. | 100 | 2257 |
| &nbsp;&nbsp;&nbsp;&nbsp; Karman Holdings, Inc. (a) | 66381 | 4857098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, Inc. (a) | 47415 | 3599273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lockheed Martin Corp. | 26880 | 13001050 |
| &nbsp;&nbsp;&nbsp;&nbsp; LSI Industries, Inc. | 100 | 1832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Manitowoc Co., Inc. (The) (a) | 3500 | 41965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Matrix Service Co. (a) | 100 | 1170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Microvast Holdings, Inc. (a) | 2500 | 7000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miller Industries, Inc. | 300 | 11211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Power, Inc. (a) | 1500 | 3420 |
| &nbsp;&nbsp;&nbsp;&nbsp; NPK International, Inc. (a) | 1800 | 21456 |
| &nbsp;&nbsp;&nbsp;&nbsp; NuScale Power Corp. (a) | 23707 | 335928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nuvve Holding Corp. (a) | 1 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; NWPX Infrastructure, Inc. (a) | 400 | 24996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Owens Corning | 2000 | 223820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palladyne AI Corp. (a) | 33 | 141 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plug Power, Inc. (a) | 162400 | 319928 |
| &nbsp;&nbsp;&nbsp;&nbsp; RBC Bearings, Inc. (a) | 45000 | 20179350 |
| &nbsp;&nbsp;&nbsp;&nbsp; Redwire Corp. (a) | 37932 | 288283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. | 40 | 15563 |
| &nbsp;&nbsp;&nbsp;&nbsp; SES AI Corp. (a) | 54300 | 97740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Simpson Manufacturing Co., Inc. | 50000 | 8073500 |
| &nbsp;&nbsp;&nbsp;&nbsp; StandardAero, Inc. (a) | 71122 | 2039779 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stem, Inc. (a) | 100 | 1505 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunrun, Inc. (a) | 50985 | 938124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Symbotic, Inc. (a) | 19324 | 1149778 |
| &nbsp;&nbsp;&nbsp;&nbsp; Textron, Inc. | 100 | 8717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group Holdings, Inc. (a) | 1300 | 48308 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tigo Energy, Inc. (a) | 1800 | 2484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Titan International, Inc. (a) | 1100 | 8613 |
| &nbsp;&nbsp;&nbsp;&nbsp; Titan Machinery, Inc. (a) | 1000 | 15040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trex Co., Inc. (a) | 6800 | 238544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinity Industries, Inc. | 100 | 2644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tutor Perini Corp. | 2000 | 134040 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Ultralife Corp. (a) | 400 | $2288 |
| &nbsp;&nbsp;&nbsp;&nbsp; V2X, Inc. (a) | 18966 | 1034595 |
| &nbsp;&nbsp;&nbsp;&nbsp; Voyager Technologies, Inc., Class A (a) | 34963 | 913933 |
| &nbsp;&nbsp;&nbsp;&nbsp; VSE Corp. | 5690 | 983061 |
| &nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. | 2200 | 741290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westwater Resources, Inc. (a) | 10700 | 8025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Willis Lease Finance Corp. | 800 | 108512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Worthington Enterprises, Inc. | 100 | 5157 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xos, Inc. (a) | 700 | 1267 |
|  |  | 169323412 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial & Professional Services — 1.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ACCO Brands Corp. | 6300 | 23499 |
| &nbsp;&nbsp;&nbsp;&nbsp; ACV Auctions, Inc., Class A (a) | 1400 | 11228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alight, Inc., Class A | 12400 | 24180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Andersen Group, Inc., Class A (a) | 219700 | 5696821 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bitcoin Depot, Inc. (a) | 3200 | 4128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boyd Group, Inc. | 3793 | 604225 |
| &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, Inc. (a) | 9000 | 114030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cintas Corp. | 10400 | 1955928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Civeo Corp. | 25 | 572 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clean Harbors, Inc. (a) | 1400 | 328272 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conduent, Inc. (a) | 300 | 576 |
| &nbsp;&nbsp;&nbsp;&nbsp; Copart, Inc. (a) | 208500 | 8162775 |
| &nbsp;&nbsp;&nbsp;&nbsp; CRA International, Inc. | 1400 | 280973 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ennis, Inc. | 1100 | 19811 |
| &nbsp;&nbsp;&nbsp;&nbsp; Equifax, Inc. | 40 | 8679 |
| &nbsp;&nbsp;&nbsp;&nbsp; ExlService Holdings, Inc. (a) | 12800 | 543232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Exponent, Inc. | 4000 | 277840 |
| &nbsp;&nbsp;&nbsp;&nbsp; FiscalNote Holdings, Inc. (a) | 1000 | 1470 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fiverr International Ltd. (a) | 4800 | 94848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, Inc. (a) | 1500 | 12180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Franklin Covey Co. (a) | 600 | 10068 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fuel Tech, Inc. (a) | 700 | 1092 |
| &nbsp;&nbsp;&nbsp;&nbsp; GEE Group, Inc. (a) | 5200 | 1014 |
| &nbsp;&nbsp;&nbsp;&nbsp; GEO Group, Inc. (a) | 600 | 9672 |
| &nbsp;&nbsp;&nbsp;&nbsp; GFL Environmental, Inc. | 28449 | 1221885 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBEX Holdings Ltd. (a) | 1600 | 61088 |
| &nbsp;&nbsp;&nbsp;&nbsp; ICF International, Inc. | 500 | 42650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Insperity, Inc. | 4200 | 162624 |
| &nbsp;&nbsp;&nbsp;&nbsp; KBR, Inc. | 600 | 24120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., Class A | 5900 | 51920 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kforce, Inc. | 100 | 3092 |
| &nbsp;&nbsp;&nbsp;&nbsp; ManpowerGroup, Inc. | 2800 | 83244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Millennium Corp. (a),(b),(e) | 60879 | 2891752 |
| &nbsp;&nbsp;&nbsp;&nbsp; MillerKnoll, Inc. | 100 | 1828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mistras Group, Inc. (a) | 400 | 5060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paychex, Inc. | 500 | 56090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paycom Software, Inc. | 1400 | 223104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paylocity Holding Corp. (a) | 1800 | 274500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Planet Labs PBC (a) | 24800 | 489056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Quad/Graphics, Inc. | 2400 | 15048 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; RCM Technologies, Inc. (a) | 500 | $10222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Republic Services, Inc. | 4600 | 974878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Robert Half, Inc. | 4100 | 111356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rollins, Inc. | 37932 | 2276679 |
| &nbsp;&nbsp;&nbsp;&nbsp; ShiftPixy, Inc. (a),(e) | 1 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; TrueBlue, Inc. (a) | 700 | 3185 |
| &nbsp;&nbsp;&nbsp;&nbsp; TTEC Holdings, Inc. (a) | 9800 | 35280 |
| &nbsp;&nbsp;&nbsp;&nbsp; UL Solutions, Inc., Class A | 75864 | 5982635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Veralto Corp. | 1 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verisk Analytics, Inc., Class A (b) | 9605 | 2148542 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, Inc. | 3900 | 683904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Willdan Group, Inc. (a) | 1400 | 145124 |
|  |  | 36166086 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Durables & Apparel — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Algorhythm Holdings, Inc. (a) | 5 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allbirds, Inc., Class A (a) | 95 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Deckers Outdoor Corp. (a) | 6600 | 684222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Figs, Inc., Class A (a) | 4400 | 49984 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fossil Group, Inc. (a) | 10800 | 40608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Helen of Troy Ltd. (a) | 1200 | 25500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furnishings Corp. | 300 | 3387 |
| &nbsp;&nbsp;&nbsp;&nbsp; JAKKS Pacific, Inc. | 200 | 3376 |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson Outdoors, Inc., Class A | 300 | 12735 |
| &nbsp;&nbsp;&nbsp;&nbsp; KB Home | 2100 | 118461 |
| &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing Corp. (a) | 500 | 9760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Leggett & Platt, Inc. | 10600 | 116600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp., Class A | 1603 | 164788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., Class A | 22600 | 468724 |
| &nbsp;&nbsp;&nbsp;&nbsp; LGI Homes, Inc. (a) | 100 | 4296 |
| &nbsp;&nbsp;&nbsp;&nbsp; M/I Homes, Inc. (a) | 300 | 38385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meritage Homes Corp. | 1700 | 111860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries, Inc. (a) | 1600 | 174880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Newell Brands, Inc. | 1100 | 4092 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oxford Industries, Inc. | 800 | 27360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peloton Interactive, Inc., Class A (a) | 9600 | 59136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Polaris, Inc. | 3500 | 221375 |
| &nbsp;&nbsp;&nbsp;&nbsp; Purple Innovation, Inc. (a) | 1200 | 829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ralph Lauren Corp. | 1500 | 530415 |
| &nbsp;&nbsp;&nbsp;&nbsp; Smith & Wesson Brands, Inc. | 9000 | 88830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sturm Ruger & Co., Inc. | 1400 | 45710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of Cos., Inc. | 200 | 1936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toll Brothers, Inc. | 500 | 67610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tri Pointe Homes, Inc. (a) | 1600 | 50352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc., Class A (a) | 3000 | 14910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unifi, Inc. (a) | 1800 | 6300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, Inc. (a) | 1200 | 4332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vince Holding Corp. (a) | 100 | 408 |
|  |  | 3151556 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — 0.7%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ADT, Inc. | 98830 | 797558 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adtalem Global Education, Inc. (a) | 1600 | 165552 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Airbnb, Inc., Class A (a) | 74800 | $10151856 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amesite, Inc. (a) | 33 | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Rock Coffee Bar, Inc., Class A (a) | 18966 | 421993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bloomin' Brands, Inc. | 16300 | 100571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bright Horizons Family Solutions, Inc. (a) | 4800 | 486720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, Inc. | 900 | 38070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chegg, Inc. (a) | 20400 | 18972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, Inc. (a) | 10900 | 403300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels International, Inc. | 2900 | 276254 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dine Brands Global, Inc. | 400 | 12856 |
| &nbsp;&nbsp;&nbsp;&nbsp; DoorDash, Inc., Class A (a),(b) | 3093 | 700503 |
| &nbsp;&nbsp;&nbsp;&nbsp; Duolingo, Inc. (a) | 3460 | 607230 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco Holdings, Inc. (a) | 300 | 3138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frontdoor, Inc. (a) | 300 | 17307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand Vacations, Inc. (a) | 14224 | 636524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hilton Worldwide Holdings, Inc. | 20 | 5745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jack in the Box, Inc. | 600 | 11370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kura Sushi USA, Inc., Class A (a) | 1400 | 73262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group Holdings, Inc. (a) | 16200 | 430596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational Services Corp. (a) | 600 | 14490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lindblad Expeditions Holdings, Inc. (a) | 2100 | 30282 |
| &nbsp;&nbsp;&nbsp;&nbsp; McGraw Hill, Inc. (a) | 56898 | 938817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Navan, Inc., Class A (a) | 18966 | 323939 |
| &nbsp;&nbsp;&nbsp;&nbsp; Perdoceo Education Corp. | 200 | 5866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Education Partners, Inc. (a) | 9483 | 287335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands International, Inc. | 66381 | 4529176 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rush Street Interactive, Inc. (a) | 9700 | 188471 |
| &nbsp;&nbsp;&nbsp;&nbsp; Strategic Education, Inc. | 300 | 24060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stride, Inc. (a) | 5400 | 350622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweetgreen, Inc., Class A (a) | 1700 | 11492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vail Resorts, Inc. (b) | 1198 | 159094 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viking Holdings Ltd. (a) | 34683 | 2476713 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wingstop, Inc. (b) | 446 | 106367 |
|  |  | 24806163 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financials — 3.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Acadian Asset Management, Inc. | 35471 | 1667137 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial Corp. | 400 | 9008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc. | 300 | 13587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Annaly Capital Management, Inc. | 50 | 1118 |
| &nbsp;&nbsp;&nbsp;&nbsp; ARMOUR Residential REIT, Inc. | 940 | 16629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aurelion, Inc. (a) | 20 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bain Capital Specialty Finance, Inc. | 1500 | 20865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkt Holdings, Inc. (a) | 1860 | 18674 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., Class B (a),(b) | 132 | 66350 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackRock TCP Capital Corp. | 6701 | 36655 |
| &nbsp;&nbsp;&nbsp;&nbsp; BrightSpire Capital, Inc. | 4200 | 23520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bullish (a) | 33984 | 1286974 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp. (b) | 6683 | 1619692 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital Southwest Corp. | 9096 | 201476 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp. (The) | 118400 | 11829344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cherry Hill Mortgage Investment Corp. | 2000 | 5100 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Chime Financial, Inc., Class A (a) | 28449 | $716061 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chimera Investment Corp. | 498 | 6190 |
| &nbsp;&nbsp;&nbsp;&nbsp; CME Group, Inc. | 440 | 120155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cohen & Steers, Inc. | 100 | 6278 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, Inc. | 94830 | 2861021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance Corp. (a) | 200 | 88692 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dynex Capital, Inc. | 32300 | 452523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ellington Financial, Inc. | 12 | 163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Etoro Group Ltd., Class A (a) | 18966 | 666276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, Inc. (a) | 31 | 2360 |
| &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., Class A (a) | 12700 | 246634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Information Services, Inc. (b) | 24553 | 1631792 |
| &nbsp;&nbsp;&nbsp;&nbsp; Figure Technology Solutions, Inc., Class A (a) | 46429 | 1896160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fiserv, Inc. (a) | 6600 | 443322 |
| &nbsp;&nbsp;&nbsp;&nbsp; Flywire Corp. (a) | 43735 | 619288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Digital, Inc., Class A (a) | 237175 | 5303233 |
| &nbsp;&nbsp;&nbsp;&nbsp; GCM Grosvenor, Inc., Class A | 52966 | 599575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gemini Space Station, Inc., Class A (a) | 20391 | 202279 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gladstone Investment Corp. | 299 | 4177 |
| &nbsp;&nbsp;&nbsp;&nbsp; Granite Point Mortgage Trust, Inc. | 5200 | 12480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., Class A (a) | 9000 | 115290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hercules Capital, Inc. | 3900 | 73398 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc., Class A | 59300 | 3813583 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc. (b) | 1242 | 201154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Invesco Mortgage Capital, Inc. | 1700 | 14297 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, Inc., Class A | 100 | 10665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson Group PLC | 10196 | 485024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferson Capital, Inc. | 17072 | 381389 |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR & Co., Inc. (b) | 3616 | 460968 |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR Real Estate Finance Trust, Inc. | 6500 | 53430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ladder Capital Corp., Class A | 11000 | 120890 |
| &nbsp;&nbsp;&nbsp;&nbsp; LendingTree, Inc. (a) | 100 | 5309 |
| &nbsp;&nbsp;&nbsp;&nbsp; loanDepot, Inc., Class A (a) | 2700 | 5589 |
| &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial Holdings, Inc. | 4742 | 1693700 |
| &nbsp;&nbsp;&nbsp;&nbsp; MarketAxess Holdings, Inc. | 96328 | 17459450 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marqeta, Inc., Class A (a) | 416955 | 1980536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., Class A | 19940 | 11383347 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medallion Financial Corp. | 1300 | 13377 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miami International Holdings, Inc. (a) | 161843 | 7182592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mogo, Inc. (a) | 3 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morningstar, Inc. | 3100 | 673661 |
| &nbsp;&nbsp;&nbsp;&nbsp; MSC Income Fund, Inc. | 2000 | 26280 |
| &nbsp;&nbsp;&nbsp;&nbsp; MSCI, Inc., Class A | 2280 | 1308104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nasdaq, Inc. | 94830 | 9210838 |
| &nbsp;&nbsp;&nbsp;&nbsp; Navient Corp. | 1100 | 14300 |
| &nbsp;&nbsp;&nbsp;&nbsp; NCR Atleos Corp. (a) | 100 | 3811 |
| &nbsp;&nbsp;&nbsp;&nbsp; NewtekOne, Inc. | 28302 | 321228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Trust Corp. | 22652 | 3094037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nuveen Churchill Direct Lending Corp. | 1100 | 14674 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oaktree Specialty Lending Corp. | 31 | 395 |
| &nbsp;&nbsp;&nbsp;&nbsp; OFS Capital Corp. | 1800 | 8568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Onity Group, Inc. (a) | 94 | 4304 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Open Lending Corp., Class A (a) | 18400 | $28520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial Corp. (a) | 8700 | 46023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer Holdings, Inc., Class A (a) | 600 | 43374 |
| &nbsp;&nbsp;&nbsp;&nbsp; OppFi, Inc. (a) | 6000 | 62760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orchid Island Capital, Inc. | 16500 | 118800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Capital BDC, Inc. | 1400 | 17066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payoneer Global, Inc. (a) | 31400 | 176468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paysafe Ltd. (a) | 675 | 5461 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paysign, Inc. (a) | 2600 | 13390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Piper Sandler Cos. | 13866 | 4710419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prospect Capital Corp. | 103600 | 268324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regional Management Corp. | 200 | 7750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rithm Property Trust, Inc. | 266 | 4410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc., Class A (a) | 80136 | 1551433 |
| &nbsp;&nbsp;&nbsp;&nbsp; Runway Growth Finance Corp. | 5300 | 47329 |
| &nbsp;&nbsp;&nbsp;&nbsp; S&P Global, Inc. | 12 | 6271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, Inc., Class A (a) | 10553 | 664523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silvercrest Asset Management Group, Inc., Class A | 300 | 4557 |
| &nbsp;&nbsp;&nbsp;&nbsp; SLR Investment Corp. | 800 | 12368 |
| &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, Inc. (a) | 458989 | 12016332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Starwood Property Trust, Inc. | 95530 | 1720495 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stellus Capital Investment Corp. | 1300 | 16484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sui Group Holdings Ltd. (a) | 17300 | 28891 |
| &nbsp;&nbsp;&nbsp;&nbsp; TPG RE Finance Trust, Inc. | 12800 | 110208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tradeweb Markets, Inc., Class A | 21537 | 2316089 |
| &nbsp;&nbsp;&nbsp;&nbsp; TriplePoint Venture Growth BDC Corp., Class B | 4100 | 26814 |
| &nbsp;&nbsp;&nbsp;&nbsp; UWM Holdings Corp. | 56000 | 245280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc., Class A | 18269 | 6407121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waterstone Financial, Inc. | 300 | 4965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wealthfront Corp. (a) | 111853 | 1520082 |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Union Co. | 28500 | 265335 |
| &nbsp;&nbsp;&nbsp;&nbsp; WhiteHorse Finance, Inc. | 2000 | 13900 |
| &nbsp;&nbsp;&nbsp;&nbsp; WisdomTree, Inc. | 100 | 1219 |
|  |  | 125311445 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Energy — 0.5%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Abundia Global Impact Group, Inc. (a) | 40 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy Corp., Class A (a),(b) | 1533 | 372151 |
| &nbsp;&nbsp;&nbsp;&nbsp; CNX Resources Corp. (a) | 3500 | 128695 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crescent Energy Co., Class A | 25 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp; CVR Energy, Inc. (a) | 2400 | 61056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Delek U.S. Holdings, Inc. | 11800 | 349988 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denison Mines Corp. (a) | 71000 | 188860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Devon Energy Corp. | 17 | 623 |
| &nbsp;&nbsp;&nbsp;&nbsp; Diamondback Energy, Inc. (b) | 7194 | 1081474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Diversified Energy Co. | 1500 | 21720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dorian LPG Ltd. (a) | 1900 | 46246 |
| &nbsp;&nbsp;&nbsp;&nbsp; DT Midstream, Inc. | 2100 | 251328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Encore Energy Corp. (a) | 5800 | 14384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Fuels, Inc. (a) | 100 | 1454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Vault Holdings, Inc. (a) | 600 | 2766 |
| &nbsp;&nbsp;&nbsp;&nbsp; EQT Corp. (b) | 12268 | 657565 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Flowco Holdings, Inc., Class A | 13276 | $248792 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy Technologies, Inc. (a) | 400 | 14780 |
| &nbsp;&nbsp;&nbsp;&nbsp; FutureFuel Corp. | 4800 | 15312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Green Plains, Inc. (a) | 14500 | 142100 |
| &nbsp;&nbsp;&nbsp;&nbsp; HF Sinclair Corp. | 2000 | 92160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Infinity Natural Resources, Inc., Class A (a) | 9483 | 139685 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan, Inc. | 1700 | 46733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Gas Services, Inc. | 98230 | 3673802 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum Corp. | 6000 | 975780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nabors Industries Ltd. (a) | 400 | 21720 |
| &nbsp;&nbsp;&nbsp;&nbsp; NACCO Industries, Inc., Class A | 100 | 4904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services Group, Inc. | 400 | 13460 |
| &nbsp;&nbsp;&nbsp;&nbsp; North American Construction Group Ltd. | 1600 | 22992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. (a) | 400 | 2452 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oil States International, Inc. (a) | 400 | 2708 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ovintiv, Inc. | 18 | 705 |
| &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific Holdings, Inc. (a) | 2400 | 84336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI Energy, Inc. | 1585 | 9684 |
| &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., Class A | 17200 | 466464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peabody Energy Corp. | 200 | 5940 |
| &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding Corp. (a) | 5000 | 47550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ring Energy, Inc. (a) | 13900 | 12093 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, ADR (b) | 10636 | 781533 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC (b) | 38128 | 1412416 |
| &nbsp;&nbsp;&nbsp;&nbsp; SLB Ltd. (b) | 4583 | 175896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc., Class A | 5400 | 248238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources Corp. (b) | 6593 | 1216409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transocean Ltd. (a) | 242233 | 1000422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Uranium Energy Corp. (a) | 14224 | 166136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ur-Energy, Inc. (a) | 1900 | 2641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Valero Energy Corp. | 3200 | 520928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Venture Global, Inc., Class A | 10500 | 71610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. | 900 | 7506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viper Energy, Inc., Class A (b) | 54141 | 2091467 |
| &nbsp;&nbsp;&nbsp;&nbsp; W&T Offshore, Inc. | 18400 | 29992 |
| &nbsp;&nbsp;&nbsp;&nbsp; WaterBridge Infrastructure LLC, Class A (a) | 47415 | 948774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weatherford International PLC (b) | 5392 | 421978 |
|  |  | 18318697 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Activate Energy Acquisition Corp. (a) | 33230 | 332300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Curo Group Holdings Corp. (a),(b) | 24194 | 189512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Curo Group Holdings LLC (a),(b) | 621609 | 4869063 |
| &nbsp;&nbsp;&nbsp;&nbsp; PennantPark Investment Corp. | 11000 | 65560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Social Commerce Partners Corp. (a) | 22848 | 228480 |
|  |  | 5684915 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food & Staples Retailing — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 20 | 17247 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dollar General Corp. | 500 | 66385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., Class A | 300 | 20565 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maison Solutions, Inc., Class A (a) | 46 | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by Vitamin Cottage, Inc., Class C | 900 | 22545 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, Inc., Class A | 200 | $7079 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weis Markets, Inc. | 1100 | 70499 |
|  |  | 204334 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food, Beverage & Tobacco — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; B&G Foods, Inc., Class A | 17500 | 75250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Campbell's Co. | 62900 | 1753023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Co. (b) | 143 | 9997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conagra Brands, Inc. | 85600 | 1481736 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dole PLC | 11400 | 170886 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Mills, Inc. | 4899 | 227804 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial Group, Inc. (The) (a) | 19900 | 21293 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hormel Foods Corp. | 54400 | 1289280 |
| &nbsp;&nbsp;&nbsp;&nbsp; J.M. Smucker Co. | 400 | 39124 |
| &nbsp;&nbsp;&nbsp;&nbsp; JBS NV, Class A (a),(b) | 40813 | 588523 |
| &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & Son, Inc. (a) | 1500 | 105900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kraft Heinz Co. (b) | 116 | 2813 |
| &nbsp;&nbsp;&nbsp;&nbsp; Laird Superfood, Inc. (a) | 400 | 888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston Holdings, Inc. (b) | 2093 | 87676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lifeway Foods, Inc. (a) | 100 | 2423 |
| &nbsp;&nbsp;&nbsp;&nbsp; Limoneira Co. | 400 | 5050 |
| &nbsp;&nbsp;&nbsp;&nbsp; MGP Ingredients, Inc. | 2100 | 51030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors Beverage Co., Class B | 5300 | 247404 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Beverage Corp. (a) | 2600 | 82914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Post Holdings, Inc. (a) | 8300 | 822115 |
| &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods Co. (a) | 1300 | 26104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Smithfield Foods, Inc. | 83039 | 1854261 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tootsie Roll Industries, Inc. | 45 | 1648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turning Point Brands, Inc. | 300 | 32520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tyson Foods, Inc., Class A | 5500 | 322410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Corp. | 1800 | 94950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Village Farms International, Inc. (a) | 12300 | 44895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vita Coco Co., Inc. (The) (a) | 1800 | 95418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vital Farms, Inc. (a) | 6800 | 217192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zevia PBC, Class A (a) | 4000 | 9280 |
|  |  | 9763807 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Equipment & Services — 1.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare Co., Inc. (a) | 3200 | 45408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accuray, Inc. (a) | 700 | 577 |
| &nbsp;&nbsp;&nbsp;&nbsp; agilon health, Inc. (a) | 12800 | 8815 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphatec Holdings, Inc. (a) | 22400 | 471296 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Well Corp., Class A (a) | 635 | 3118 |
| &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare Services, Inc. (a) | 5300 | 83528 |
| &nbsp;&nbsp;&nbsp;&nbsp; AngioDynamics, Inc. (a) | 2100 | 26964 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ardent Health, Inc. (a) | 200 | 1766 |
| &nbsp;&nbsp;&nbsp;&nbsp; Artivion, Inc. (a) | 1600 | 72976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Assure Holdings Corp. (a) | 0 | 80 |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI Physical Therapy, Inc. (a),(b),(e) | 894 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI Physical Therapy, Inc. (a),(b),(e) | 214905 | 290122 |
| &nbsp;&nbsp;&nbsp;&nbsp; AtriCure, Inc. (a) | 3900 | 154284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avanos Medical, Inc. (a) | 600 | 6738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aveanna Healthcare Holdings, Inc. (a) | 100 | 817 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Axogen, Inc. (a) | 1200 | $39276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beta Bionics, Inc. (a) | 1100 | 33517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Billiontoone, Inc., Class A (a) | 4276 | 349948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bioventus, Inc., Class A (a) | 600 | 4464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific Corp. (a) | 134500 | 12824575 |
| &nbsp;&nbsp;&nbsp;&nbsp; BrightSpring Health Services, Inc. (a) | 56898 | 2130830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior Living, Inc. (a) | 8509 | 91812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cardinal Health, Inc. | 3000 | 616500 |
| &nbsp;&nbsp;&nbsp;&nbsp; CareCloud, Inc. (a) | 500 | 1460 |
| &nbsp;&nbsp;&nbsp;&nbsp; Centene Corp. (a) | 61300 | 2522495 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ceribell, Inc. (a) | 2900 | 63597 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cerus Corp. (a) | 19000 | 39140 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chemed Corp. | 100 | 42786 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cigna Group (b) | 811 | 223212 |
| &nbsp;&nbsp;&nbsp;&nbsp; ClearPoint Neuro, Inc. (a) | 900 | 12312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Community Health Systems, Inc. (a) | 30400 | 94848 |
| &nbsp;&nbsp;&nbsp;&nbsp; CorVel Corp. (a) | 200 | 13534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cosmos Health, Inc. (a) | 47 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp; DaVita, Inc. (a),(b) | 11 | 1250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Definitive Healthcare Corp. (a) | 1500 | 4305 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dexcom, Inc. (a) | 3200 | 212384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Electromed, Inc. (a) | 1800 | 52416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health Corp. | 100 | 10614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enhabit, Inc. (a) | 300 | 2766 |
| &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., Class A (a) | 2000 | 8000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fractyl Health, Inc. (a) | 19800 | 43560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Genetics, Inc. (a) | 2100 | 55167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glaukos Corp. (a) | 900 | 101619 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardant Health, Inc. (a) | 35786 | 3655182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Pharmacy Services, Inc., Class A (a) | 18966 | 570687 |
| &nbsp;&nbsp;&nbsp;&nbsp; HealthStream, Inc. | 2300 | 53061 |
| &nbsp;&nbsp;&nbsp;&nbsp; HeartFlow, Inc. (a) | 18966 | 552859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hinge Health, Inc., Class A (a) | 37932 | 1761941 |
| &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem Holdings, Inc. (a) | 500 | 4485 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inogen, Inc. (a) | 400 | 2688 |
| &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences Holdings Corp. (a) | 2800 | 34776 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. (a),(b) | 25034 | 14178256 |
| &nbsp;&nbsp;&nbsp;&nbsp; iRadimed Corp. | 400 | 38912 |
| &nbsp;&nbsp;&nbsp;&nbsp; iSpecimen, Inc. (a) | 26 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kestra Medical Technologies Ltd. (a) | 18966 | 502978 |
| &nbsp;&nbsp;&nbsp;&nbsp; LeMaitre Vascular, Inc. | 200 | 16220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lumexa Imaging Holdings, Inc. (a) | 116302 | 2151587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, Inc. (a) | 8600 | 1492444 |
| &nbsp;&nbsp;&nbsp;&nbsp; National HealthCare Corp. | 100 | 13709 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Research Corp. | 100 | 1877 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neuronetics, Inc. (a) | 1800 | 2484 |
| &nbsp;&nbsp;&nbsp;&nbsp; NeuroPace, Inc. (a) | 200 | 3088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Novocure Ltd. (a) | 1300 | 16809 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicell, Inc. (a) | 2000 | 90600 |
| &nbsp;&nbsp;&nbsp;&nbsp; OPKO Health, Inc. (a) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Owens & Minor, Inc. (a) | 9400 | 26320 |
| &nbsp;&nbsp;&nbsp;&nbsp; PACS Group, Inc. (a) | 1200 | 46068 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennant Group, Inc. (a) | 1300 | $36595 |
| &nbsp;&nbsp;&nbsp;&nbsp; PROCEPT BioRobotics Corp. (a) | 100 | 3146 |
| &nbsp;&nbsp;&nbsp;&nbsp; Quipt Home Medical Corp. (a) | 300 | 1059 |
| &nbsp;&nbsp;&nbsp;&nbsp; RxSight, Inc. (a) | 9000 | 93780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schrodinger, Inc. (a) | 5800 | 103704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Select Medical Holdings Corp. | 1100 | 16335 |
| &nbsp;&nbsp;&nbsp;&nbsp; SI-BONE, Inc. (a) | 1700 | 33524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sight Sciences, Inc. (a) | 1200 | 9516 |
| &nbsp;&nbsp;&nbsp;&nbsp; Simulations Plus, Inc. (a) | 200 | 3646 |
| &nbsp;&nbsp;&nbsp;&nbsp; SiNtx Technologies, Inc. (a) | 43 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems Technology, Inc. (a) | 300 | 8700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tandem Diabetes Care, Inc. (a) | 14800 | 325304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare Corp. (a),(b) | 2340 | 465005 |
| &nbsp;&nbsp;&nbsp;&nbsp; TransMedics Group, Inc. (a) | 5200 | 632580 |
| &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 20 | 6602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Varex Imaging Corp. (a) | 3800 | 44270 |
| &nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, Inc., Class A (a) | 120 | 26788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viemed Healthcare, Inc. (a) | 1600 | 11888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waystar Holding Corp. (a) | 56898 | 1863409 |
|  |  | 49665955 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Household & Personal Products — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BellRing Brands, Inc. (a) | 5100 | 136323 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet Co., Class A (a) | 100 | 2919 |
| &nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., Inc. | 5200 | 436020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clorox Co. | 5200 | 524316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coty, Inc., Class A (a) | 10200 | 31416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal Care Co. | 6700 | 114235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, Inc. | 1000 | 19890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., Inc., Class A (b) | 19214 | 2012090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Herbalife Ltd. (a) | 10000 | 128900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kenvue, Inc. (b) | 93301 | 1609443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. (b) | 37153 | 3748366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medifast, Inc. (a) | 1100 | 11748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine Products, Inc. (a) | 600 | 12948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, Inc., Class A | 10000 | 96200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Olaplex Holdings, Inc. (a) | 3800 | 5092 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands Holdings, Inc. | 3000 | 177240 |
| &nbsp;&nbsp;&nbsp;&nbsp; USANA Health Sciences, Inc. (a) | 400 | 7852 |
|  |  | 9074998 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Insurance — 1.5%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Accelerant Holdings, Class A (a) | 37932 | 620188 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Coastal Insurance Corp., Class C (a) | 600 | 7578 |
| &nbsp;&nbsp;&nbsp;&nbsp; AMERISAFE, Inc. | 193 | 7413 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arch Capital Group Ltd. (a) | 114000 | 10934880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ategrity Specialty Holdings LLC (a) | 100 | 2101 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bowhead Specialty Holdings, Inc. (a) | 10112 | 288596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brown & Brown, Inc. | 35561 | 2834212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chubb Ltd. (b) | 70 | 21848 |
| &nbsp;&nbsp;&nbsp;&nbsp; CNA Financial Corp. | 1800 | 85932 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crawford & Co., Class A | 300 | 3375 |
| &nbsp;&nbsp;&nbsp;&nbsp; eHealth, Inc. (a) | 5700 | 26220 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Exzeo Group, Inc. (a) | 28449 | $689888 |
| &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, Inc. | 700 | 21595 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hagerty, Inc., Class A (a) | 1300 | 17472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hearthside Equity (a),(b) | 215636 | 3252438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance Holdings, Inc. (a) | 2200 | 64372 |
| &nbsp;&nbsp;&nbsp;&nbsp; James River Group Holdings, Inc. | 6500 | 41340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kemper Corp. | 1700 | 68918 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingstone Cos., Inc. | 400 | 6732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinsale Capital Group, Inc. | 23046 | 9013752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lemonade, Inc. (a) | 7527 | 535772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., Inc. | 3300 | 612216 |
| &nbsp;&nbsp;&nbsp;&nbsp; MBIA, Inc. (a) | 100 | 716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercury General Corp. | 2000 | 188120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc., Class A (a) | 40000 | 574800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Progressive Corp. | 44600 | 10156312 |
| &nbsp;&nbsp;&nbsp;&nbsp; RLI Corp. (a) | 168750 | 10796625 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyward Specialty Insurance Group, Inc. (a) | 3600 | 183996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information Services Corp. | 4742 | 333173 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trupanion, Inc. (a) | 200 | 7474 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Fire Group, Inc. | 200 | 7270 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance Holdings, Inc. | 4300 | 145340 |
| &nbsp;&nbsp;&nbsp;&nbsp; W R Berkley Corp. (a) | 50000 | 3506000 |
|  |  | 55056664 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.6%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AdvanSix, Inc. | 1000 | 17300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Albemarle Corp. | 6600 | 933504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Algoma Steel Group, Inc. | 300 | 1230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alto Ingredients, Inc. (a) | 6800 | 19584 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Battery Technology Co. (a) | 3900 | 13026 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard Corp. (a) | 2600 | 9932 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amrize Ltd. (a) | 1700 | 91936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ardagh Metal Packaging SA | 100 | 410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ascent Industries Co. (a) | 100 | 1619 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aspen Aerogels, Inc. (a) | 200 | 566 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aura Minerals, Inc. | 3000 | 151245 |
| &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. | 233000 | 1050830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Balchem Corp. | 1200 | 184032 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barrick Mining Corp. | 1900 | 82745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Celanese Corp. (b) | 2026 | 85659 |
| &nbsp;&nbsp;&nbsp;&nbsp; Centerra Gold, Inc. | 1300 | 18681 |
| &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, Inc. | 2400 | 185616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleveland-Cliffs, Inc. (a) | 6500 | 86320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. (a) | 8901 | 158705 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crown Holdings, Inc. | 5400 | 556038 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dow, Inc. | 20500 | 479290 |
| &nbsp;&nbsp;&nbsp;&nbsp; DuPont de Nemours, Inc. (b) | 11817 | 475044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical Co. | 6000 | 382980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver Corp. (a) | 16600 | 156040 |
| &nbsp;&nbsp;&nbsp;&nbsp; FMC Corp. | 800 | 11096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortuna Mining Corp. (a) | 300 | 2943 |
| &nbsp;&nbsp;&nbsp;&nbsp; Franco-Nevada Corp. | 5400 | 1119312 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 2800 | $142212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galiano Gold, Inc. (a) | 3100 | 7843 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gold Resource Corp. (a) | 4600 | 3809 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gold Royalty Corp. (a) | 15300 | 61812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging Holding Co. | 7100 | 106926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntsman Corp. | 11200 | 112000 |
| &nbsp;&nbsp;&nbsp;&nbsp; i-80 Gold Corp. (a) | 33200 | 48472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innospec, Inc. | 700 | 53578 |
| &nbsp;&nbsp;&nbsp;&nbsp; Integra Resources Corp. (a) | 2100 | 8421 |
| &nbsp;&nbsp;&nbsp;&nbsp; IT Tech Packaging, Inc. (a) | 3700 | 809 |
| &nbsp;&nbsp;&nbsp;&nbsp; Koppers Holdings, Inc. | 400 | 10832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Linde PLC | 32500 | 13857675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lithium Americas Corp. (a) | 5215 | 22737 |
| &nbsp;&nbsp;&nbsp;&nbsp; Magnera Corp. (a) | 221 | 3346 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mativ Holdings, Inc. | 100 | 1215 |
| &nbsp;&nbsp;&nbsp;&nbsp; McEwen, Inc. (a) | 2900 | 53679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metalla Royalty & Streaming Ltd. (a) | 4800 | 37344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metallus, Inc. (a) | 200 | 3432 |
| &nbsp;&nbsp;&nbsp;&nbsp; MP Materials Corp. (a) | 4200 | 212184 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Found Gold Corp. (a) | 2600 | 7722 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Dynasty Minerals Ltd. (a) | 34900 | 68753 |
| &nbsp;&nbsp;&nbsp;&nbsp; O-I Glass, Inc. (a) | 8800 | 129888 |
| &nbsp;&nbsp;&nbsp;&nbsp; OR Royalties, Inc. | 9100 | 322049 |
| &nbsp;&nbsp;&nbsp;&nbsp; Origin Materials, Inc. (a) | 300 | 64 |
| &nbsp;&nbsp;&nbsp;&nbsp; Osisko Development Corp. (a) | 5600 | 19544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | 100 | 5181 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, Inc., Class A (a) | 12100 | 217800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | 100 | 2516 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scotts Miracle-Gro Co. | 600 | 35010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sensient Technologies Corp. | 200 | 18790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sherwin-Williams Co. (b) | 2160 | 699905 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silgan Holdings, Inc. | 1300 | 52481 |
| &nbsp;&nbsp;&nbsp;&nbsp; Solstice Advanced Materials, Inc. (a) | 800 | 38864 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Copper Corp. | 60 | 8608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stepan Co. | 200 | 9472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. (a) | 1400 | 7924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tredegar Corp. (a) | 600 | 4308 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious Metals Corp. | 3800 | 126236 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tronox Holdings PLC, Class A | 500 | 2085 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Antimony Corp. (a) | 9000 | 45180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vista Gold Corp. (a) | 2100 | 4137 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vox Royalty Corp. | 100 | 474 |
|  |  | 22851000 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media & Entertainment — 1.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Advantage Solutions, Inc. (a) | 500 | 440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc., Class C (b) | 4634 | 1454149 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc., Class A (b) | 8020 | 2510260 |
| &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., Class A (a) | 5800 | 55216 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bumble, Inc., Class A (a) | 18700 | 66759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cineverse Corp. (a) | 19 | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc. (a) | 1800 | 3978 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; DoubleVerify Holdings, Inc. (a) | 400 | $4576 |
| &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp., Class A (a) | 37932 | 4123208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Entravision Communications Corp., Class A | 700 | 2051 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eventbrite, Inc., Class A (a) | 13000 | 57850 |
| &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co. (The), Class A (a) | 3800 | 15162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp., Class A | 400 | 29228 |
| &nbsp;&nbsp;&nbsp;&nbsp; fuboTV, Inc. (a) | 67700 | 170604 |
| &nbsp;&nbsp;&nbsp;&nbsp; Getty Images Holdings, Inc. (a) | 39 | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp; iHeartMedia, Inc., Class A (a) | 1200 | 4992 |
| &nbsp;&nbsp;&nbsp;&nbsp; IMAX Corp. (a) | 800 | 29568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Learfield Communications LLC (a),(b),(e) | 91802 | 10281824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Live Holdings, Inc., Class A (a),(b) | 2909 | 237084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Live Holdings, Inc., Class C (a),(b) | 4706 | 391351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty Formula One, Class C (a),(b) | 5131 | 505455 |
| &nbsp;&nbsp;&nbsp;&nbsp; LQR House, Inc. (a) | 29 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc., Class A (b) | 2052 | 1354505 |
| &nbsp;&nbsp;&nbsp;&nbsp; MNTN, Inc., Class A (a) | 9983 | 119197 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netflix, Inc. (a) | 500 | 46880 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Times Co., Class A | 23700 | 1645254 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nextdoor Holdings, Inc. (a) | 10200 | 21420 |
| &nbsp;&nbsp;&nbsp;&nbsp; NIQ Global Intelligence PLC (a) | 56898 | 938248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pinterest, Inc., Class A (a) | 37300 | 965697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Playstudios, Inc. (a) | 4400 | 2867 |
| &nbsp;&nbsp;&nbsp;&nbsp; Playtika Holding Corp. | 24100 | 95195 |
| &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., Class A (a) | 1800 | 15966 |
| &nbsp;&nbsp;&nbsp;&nbsp; ROBLOX Corp., Class A (a),(b) | 146547 | 11874704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Roku, Inc. (a) | 22900 | 2484421 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sirius XM Holdings, Inc. | 6081 | 121590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skillz, Inc. (a) | 200 | 862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snap, Inc., Class A (a) | 191900 | 1548633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sphere Entertainment Co. (a) | 2600 | 247208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology SA (a) | 20 | 11614 |
| &nbsp;&nbsp;&nbsp;&nbsp; System1, Inc. (a) | 20 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive Software, Inc. (a),(b) | 5105 | 1307033 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teads Holding Co. (a) | 1600 | 1126 |
| &nbsp;&nbsp;&nbsp;&nbsp; TechTarget, Inc. (a) | 900 | 4860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thryv Holdings, Inc. (a) | 200 | 1210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Townsquare Media, Inc., Class A | 2300 | 11822 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trade Desk, Inc., Class A (a) | 96800 | 3674528 |
| &nbsp;&nbsp;&nbsp;&nbsp; Travelzoo (a) | 1200 | 8544 |
| &nbsp;&nbsp;&nbsp;&nbsp; TrueCar, Inc. (a) | 400 | 904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. (b) | 165 | 18772 |
| &nbsp;&nbsp;&nbsp;&nbsp; ZipRecruiter, Inc., Class A (a) | 3300 | 12870 |
|  |  | 46479881 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals, Biotechnology & Life Sciences — 1.8%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10X Genomics, Inc., Class A (a) | 16000 | 260960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4D Molecular Therapeutics, Inc. (a) | 4400 | 33000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aardvark Therapeutics, Inc. (a) | 200 | 2625 |
| &nbsp;&nbsp;&nbsp;&nbsp; AbCellera Biologics, Inc. (a) | 65700 | 224694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Absci Corp. (a) | 1300 | 4537 |
| &nbsp;&nbsp;&nbsp;&nbsp; ACADIA Pharmaceuticals, Inc. (a) | 2000 | 53420 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Achieve Life Sciences, Inc. (a) | 3000 | $14910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aclaris Therapeutics, Inc. (a) | 3600 | 10836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Acrivon Therapeutics, Inc. (a) | 5696 | 13727 |
| &nbsp;&nbsp;&nbsp;&nbsp; Actinium Pharmaceuticals, Inc. (a) | 3114 | 4235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Acumen Pharmaceuticals, Inc. (a) | 6300 | 13293 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adaptive Biotechnologies Corp. (a) | 400 | 6496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adicet Bio, Inc. (a) | 1889 | 15905 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agenus, Inc. (a) | 25 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agios Pharmaceuticals, Inc. (a) | 400 | 10888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Akebia Therapeutics, Inc. (a) | 3400 | 5474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aldeyra Therapeutics, Inc. (a) | 500 | 2590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alector, Inc. (a) | 13200 | 20592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alkermes PLC (a) | 3700 | 103526 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allogene Therapeutics, Inc. (a) | 49400 | 67678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alnylam Pharmaceuticals, Inc. (a) | 25840 | 10275276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Altimmune, Inc. (a) | 10900 | 39349 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alto Neuroscience, Inc. (a) | 1400 | 24920 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alumis, Inc. (a) | 512 | 4997 |
| &nbsp;&nbsp;&nbsp;&nbsp; ALX Oncology Holdings, Inc. (a) | 11300 | 12769 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amgen, Inc. | 5520 | 1806751 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amicus Therapeutics, Inc. (a) | 1400 | 19936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amylyx Pharmaceuticals, Inc. (a) | 6100 | 73688 |
| &nbsp;&nbsp;&nbsp;&nbsp; AN2 Therapeutics, Inc. (a) | 3000 | 3420 |
| &nbsp;&nbsp;&nbsp;&nbsp; AnaptysBio, Inc. (a) | 5100 | 247248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anavex Life Sciences Corp. (a) | 19600 | 69776 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, Inc. (a) | 1600 | 15376 |
| &nbsp;&nbsp;&nbsp;&nbsp; Annovis Bio, Inc. (a) | 400 | 1384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apellis Pharmaceuticals, Inc. (a) | 500 | 12560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apogee Therapeutics, Inc. (a) | 9483 | 715777 |
| &nbsp;&nbsp;&nbsp;&nbsp; AquaBounty Technologies, Inc. (a) | 200 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aquestive Therapeutics, Inc. (a) | 3900 | 25194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcturus Therapeutics Holdings, Inc. (a) | 6200 | 38006 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcutis Biotherapeutics, Inc. (a) | 800 | 23232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ardelyx, Inc. (a) | 17600 | 102608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arvinas, Inc. (a) | 9800 | 116228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Assertio Holdings, Inc. (a) | 743 | 6739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atea Pharmaceuticals, Inc. (a) | 11900 | 42483 |
| &nbsp;&nbsp;&nbsp;&nbsp; aTyr Pharma, Inc. (a) | 11500 | 9006 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aurinia Pharmaceuticals, Inc. (a) | 15100 | 240845 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avalo Therapeutics, Inc. (a) | 400 | 7264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Axsome Therapeutics, Inc. (a) | 2300 | 420072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aytu BioPharma, Inc. (a) | 200 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Cos., Inc. (a) | 9700 | 67415 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beam Therapeutics, Inc. (a) | 5200 | 144144 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCardia, Inc. (a) | 47 | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. (a) | 44100 | 343980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biofrontera, Inc. (a) | 14 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biohaven Ltd. (a) | 4100 | 46289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biomea Fusion, Inc. (a) | 2300 | 2852 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioVie, Inc. (a) | 10 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp; BNB Plus Corp. (a) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bridgebio Pharma, Inc. (a) | 28883 | 2209261 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Bright Minds Biosciences, Inc. (a) | 9483 | $740053 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. | 69200 | 3732648 |
| &nbsp;&nbsp;&nbsp;&nbsp; C4 Therapeutics, Inc. (a) | 18700 | 35717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cabaletta Bio, Inc. (a) | 13200 | 28908 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capricor Therapeutics, Inc. (a) | 18966 | 547359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cardiff Oncology, Inc. (a) | 4700 | 13207 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cardiol Therapeutics, Inc., Class A (a) | 100 | 95 |
| &nbsp;&nbsp;&nbsp;&nbsp; CareDx, Inc. (a) | 400 | 7536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caribou Biosciences, Inc. (a) | 19100 | 30369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caris Life Sciences, Inc. (a) | 93899 | 2533395 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cartesian Therapeutics, Inc. (a) | 40 | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cassava Sciences, Inc. (a) | 10600 | 20988 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cellectar Biosciences, Inc. (a) | 1 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; CEL-SCI Corp. (a) | 45 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp; Centessa Pharmaceuticals PLC, ADR (a) | 9483 | 237170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Century Therapeutics, Inc. (a) | 19100 | 19001 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citius Pharmaceuticals, Inc. (a) | 38 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp; Climb Bio, Inc. (a) | 2100 | 8400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Codexis, Inc. (a) | 100 | 163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cogent Biosciences, Inc. (a) | 6638 | 235782 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coherus Oncology, Inc. (a) | 3700 | 5254 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crescent Biopharma, Inc. (a) | 200 | 2372 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cullinan Therapeutics, Inc. (a) | 800 | 8280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cytokinetics, Inc. (a) | 1800 | 114372 |
| &nbsp;&nbsp;&nbsp;&nbsp; CytomX Therapeutics, Inc. (a) | 4600 | 19596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp. (b) | 4655 | 1065623 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dare Bioscience, Inc. (a) | 100 | 193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denali Therapeutics, Inc. (a) | 400 | 6604 |
| &nbsp;&nbsp;&nbsp;&nbsp; Design Therapeutics, Inc. (a) | 2200 | 20636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dianthus Therapeutics, Inc. (a) | 100 | 4121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Disc Medicine, Inc. (a) | 6638 | 527124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dynavax Technologies Corp. (a) | 15100 | 232238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dyne Therapeutics, Inc. (a) | 6638 | 129839 |
| &nbsp;&nbsp;&nbsp;&nbsp; Editas Medicine, Inc. (a) | 19000 | 38950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enanta Pharmaceuticals, Inc. (a) | 3700 | 58349 |
| &nbsp;&nbsp;&nbsp;&nbsp; Equillium, Inc. (a) | 300 | 465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ernexa Therapeutics, Inc. (a) | 49 | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp; Esperion Therapeutics, Inc. (a) | 52500 | 194250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Evommune, Inc. (a) | 14224 | 243515 |
| &nbsp;&nbsp;&nbsp;&nbsp; Exagen, Inc. (a) | 2400 | 14592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fate Therapeutics, Inc. (a) | 25300 | 24860 |
| &nbsp;&nbsp;&nbsp;&nbsp; FibroGen, Inc. (a) | 185 | 1624 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forte Biosciences, Inc. (a) | 29 | 791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortress Biotech, Inc. (a) | 220 | 805 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum Therapeutics, Inc. (a) | 9483 | 107253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Generation Bio Co. (a) | 50 | 284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Geron Corp. (a) | 1600 | 2112 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gossamer Bio, Inc. (a) | 43400 | 134540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences Holdings, Inc. (a) | 400 | 14968 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harvard Bioscience, Inc. (a) | 9800 | 6554 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heron Therapeutics, Inc. (a) | 7300 | 9490 |
| &nbsp;&nbsp;&nbsp;&nbsp; High Tide, Inc. (a) | 2400 | 6360 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Humacyte, Inc. (a) | 2300 | $2209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hyperion DeFi, Inc. (a) | 49 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp; iBio, Inc. (a) | 1100 | 2123 |
| &nbsp;&nbsp;&nbsp;&nbsp; ImmunityBio, Inc. (a) | 9302 | 18418 |
| &nbsp;&nbsp;&nbsp;&nbsp; IN8bio, Inc. (a) | 500 | 1170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innoviva, Inc. (a) | 700 | 13993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inotiv, Inc. (a) | 600 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inovio Pharmaceuticals, Inc. (a) | 1108 | 1928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Insilico Medicine Cayman TopCo (a) | 32049 | 152942 |
| &nbsp;&nbsp;&nbsp;&nbsp; Insmed, Inc. (a),(b) | 16885 | 2938665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intellia Therapeutics, Inc. (a) | 25400 | 228346 |
| &nbsp;&nbsp;&nbsp;&nbsp; Invivyd, Inc. (a) | 12700 | 31369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ionis Pharmaceuticals, Inc. (a) | 35600 | 2816316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Iovance Biotherapeutics, Inc. (a) | 46300 | 126399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ironwood Pharmaceuticals, Inc. (a) | 35500 | 119635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jade Biosciences, Inc. (a) | 5 | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp; Janux Therapeutics, Inc. (a) | 800 | 11040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kairos Pharma Ltd. (a) | 35 | 25 |
| &nbsp;&nbsp;&nbsp;&nbsp; Karyopharm Therapeutics, Inc. (a) | 1367 | 10061 |
| &nbsp;&nbsp;&nbsp;&nbsp; Keros Therapeutics, Inc. (a) | 1800 | 36648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kiniksa Pharmaceuticals International PLC, Class A (a) | 1200 | 49500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Sciences, Inc. (a) | 3400 | 95064 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kura Oncology, Inc. (a) | 500 | 5195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kymera Therapeutics, Inc. (a) | 13490 | 1049657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kyverna Therapeutics, Inc. (a) | 700 | 6580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Larimar Therapeutics, Inc. (a) | 1333 | 5079 |
| &nbsp;&nbsp;&nbsp;&nbsp; Legend Biotech Corp., ADR (a) | 5900 | 128266 |
| &nbsp;&nbsp;&nbsp;&nbsp; LENZ Therapeutics, Inc. (a) | 228 | 3648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lexeo Therapeutics, Inc. (a) | 500 | 4965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lexicon Pharmaceuticals, Inc. (a) | 1100 | 1265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liquidia Corp. (a) | 2900 | 100021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lite Strategy, Inc. (a) | 2600 | 3432 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lyell Immunopharma, Inc. (a) | 145 | 4463 |
| &nbsp;&nbsp;&nbsp;&nbsp; MacroGenics, Inc. (a) | 13900 | 22379 |
| &nbsp;&nbsp;&nbsp;&nbsp; MannKind Corp. (a) | 1800 | 10206 |
| &nbsp;&nbsp;&nbsp;&nbsp; MapLight Therapeutics, Inc. (a) | 17803 | 312710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maravai LifeSciences Holdings, Inc., Class A (a) | 13800 | 44850 |
| &nbsp;&nbsp;&nbsp;&nbsp; MaxCyte, Inc. (a) | 1500 | 2325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maze Therapeutics, Inc. (a) | 9483 | 392881 |
| &nbsp;&nbsp;&nbsp;&nbsp; MediciNova, Inc. (a) | 100 | 131 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medpace Holdings, Inc. (a) | 700 | 393155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Merck & Co., Inc. (b) | 21642 | 2278037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metagenomi, Inc. (a) | 2600 | 4212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Milestone Pharmaceuticals, Inc. (a) | 10900 | 22018 |
| &nbsp;&nbsp;&nbsp;&nbsp; MiMedx Group, Inc. (a) | 100 | 677 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mind Medicine MindMed, Inc. (a) | 42673 | 571391 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mineralys Therapeutics, Inc. (a) | 5300 | 192337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mirum Pharmaceuticals, Inc. (a) | 2800 | 221172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Moderna, Inc. (a) | 85900 | 2533191 |
| &nbsp;&nbsp;&nbsp;&nbsp; MoonLake Immunotherapeutics (a) | 1100 | 14498 |
| &nbsp;&nbsp;&nbsp;&nbsp; Myriad Genetics, Inc. (a) | 5600 | 34440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Natera, Inc. (a) | 1700 | 389453 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Nektar Therapeutics (a) | 4160 | $175885 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neumora Therapeutics, Inc. (a) | 18800 | 33652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neurocrine Biosciences, Inc. (a) | 9100 | 1290653 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nkarta, Inc. (a) | 8200 | 15170 |
| &nbsp;&nbsp;&nbsp;&nbsp; NovaBay Pharmaceuticals, Inc. (a) | 31 | 175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nuvalent, Inc., Class A (a) | 4742 | 476998 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nuvation Bio, Inc. (a) | 6200 | 55552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ocugen, Inc. (a) | 2100 | 2835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ocular Therapeutix, Inc. (a) | 800 | 9712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omeros Corp. (a) | 4600 | 79005 |
| &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (a) | 1800 | 3330 |
| &nbsp;&nbsp;&nbsp;&nbsp; OnKure Therapeutics, Inc., Class A (a) | 470 | 1363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Opus Genetics, Inc. (a) | 100 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp; Organigram Global, Inc. (a) | 425 | 714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Organon & Co. | 16500 | 118305 |
| &nbsp;&nbsp;&nbsp;&nbsp; ORIC Pharmaceuticals, Inc. (a) | 100 | 818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ovid therapeutics, Inc. (a) | 3000 | 4890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pacific Biosciences of California, Inc. (a) | 9200 | 17204 |
| &nbsp;&nbsp;&nbsp;&nbsp; PepGen, Inc. (a) | 38 | 247 |
| &nbsp;&nbsp;&nbsp;&nbsp; Perrigo Co. PLC | 900 | 12528 |
| &nbsp;&nbsp;&nbsp;&nbsp; Perspective Therapeutics, Inc. (a) | 12310 | 33852 |
| &nbsp;&nbsp;&nbsp;&nbsp; Phio Pharmaceuticals Corp. (a) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pliant Therapeutics, Inc. (a) | 13500 | 16470 |
| &nbsp;&nbsp;&nbsp;&nbsp; PMV Pharmaceuticals, Inc. (a) | 11000 | 13750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Precision BioSciences, Inc. (a) | 1819 | 7567 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prelude Therapeutics, Inc. (a) | 5800 | 16820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prime Medicine, Inc. (a) | 2600 | 9022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Puma Biotechnology, Inc. (a) | 300 | 1785 |
| &nbsp;&nbsp;&nbsp;&nbsp; Q32 Bio, Inc. (a) | 7 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp; Quanterix Corp. (a) | 1445 | 9190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Quince Therapeutics, Inc. (a) | 100 | 335 |
| &nbsp;&nbsp;&nbsp;&nbsp; RAPT Therapeutics, Inc. (a) | 412 | 13954 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, Inc. | 16000 | 12349920 |
| &nbsp;&nbsp;&nbsp;&nbsp; REGENXBIO, Inc. (a) | 100 | 1440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Relay Therapeutics, Inc. (a) | 21300 | 180198 |
| &nbsp;&nbsp;&nbsp;&nbsp; Relmada Therapeutics, Inc. (a) | 3900 | 18837 |
| &nbsp;&nbsp;&nbsp;&nbsp; Replimune Group, Inc. (a) | 100 | 972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Revolution Medicines, Inc. (a) | 1555 | 123856 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Pharmaceuticals, Inc. (a) | 23800 | 83538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sana Biotechnology, Inc. (a) | 1300 | 5291 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sangamo Therapeutics, Inc. (a) | 72900 | 30618 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sarepta Therapeutics, Inc. (a) | 23000 | 494960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seer, Inc. (a) | 5100 | 9333 |
| &nbsp;&nbsp;&nbsp;&nbsp; SELLAS Life Sciences Group, Inc. (a) | 1633 | 6156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shattuck Labs, Inc. (a) | 3200 | 11680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sionna Therapeutics, Inc. (a) | 9483 | 390131 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skye Bioscience, Inc. (a) | 300 | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sotera Health Co. (a) | 48215 | 850513 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spero Therapeutics, Inc. (a) | 3100 | 7223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spyre Therapeutics, Inc. (a) | 18966 | 621326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spyre Therapeutics, Inc. (a) | 4700 | 153972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Structure Therapeutics, Inc., ADR (a) | 9483 | 659543 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Summit Therapeutics, Inc. (a),(b) | 15 | $262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sutro Biopharma, Inc. (a) | 770 | 8909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Syndax Pharmaceuticals, Inc. (a) | 9600 | 201696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taysha Gene Therapies, Inc. (a) | 300 | 1650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tempus AI, Inc. (a) | 1600 | 94480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tenaya Therapeutics, Inc. (a) | 4700 | 3344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terns Pharmaceuticals, Inc. (a) | 3793 | 153237 |
| &nbsp;&nbsp;&nbsp;&nbsp; TG Therapeutics, Inc. (a) | 5000 | 149050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Theravance Biopharma, Inc. (a) | 4400 | 82324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Theriva Biologics, Inc. (a) | 31 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; TransCode Therapeutics, Inc. (a) | 1 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; Travere Therapeutics, Inc. (a) | 13800 | 527298 |
| &nbsp;&nbsp;&nbsp;&nbsp; TScan Therapeutics, Inc. (a) | 4500 | 4500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tvardi Therapeutics, Inc. (a) | 122 | 525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tyra Biosciences, Inc. (a) | 600 | 15774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ultragenyx Pharmaceutical, Inc. (a) | 7100 | 163300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upstream Bio, Inc. (a) | 9483 | 257463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vanda Pharmaceuticals, Inc. (a) | 13000 | 114660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventyx Biosciences, Inc. (a) | 7600 | 68628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verastem, Inc. (a) | 5708 | 44066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verrica Pharmaceuticals, Inc. (a) | 190 | 1579 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viking Therapeutics, Inc. (a) | 24800 | 872464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vir Biotechnology, Inc. (a) | 6900 | 41607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viridian Therapeutics, Inc. (a) | 18966 | 590222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vistagen Therapeutics, Inc. (a) | 1447 | 958 |
| &nbsp;&nbsp;&nbsp;&nbsp; Voyager Therapeutics, Inc. (a) | 300 | 1179 |
| &nbsp;&nbsp;&nbsp;&nbsp; VYNE Therapeutics, Inc. (a) | 3800 | 2204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Werewolf Therapeutics, Inc. (a) | 2100 | 1330 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical Services, Inc. | 40 | 11006 |
| &nbsp;&nbsp;&nbsp;&nbsp; Whitehawk Therapeutics, Inc. (a) | 200 | 484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xencor, Inc. (a) | 9300 | 142383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xenon Pharmaceuticals, Inc. (a) | 2100 | 94122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xeris Biopharma Holdings, Inc. (a) | 12564 | 98627 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xilio Therapeutics, Inc. (a) | 100 | 64 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zentalis Pharmaceuticals, Inc. (a) | 15800 | 21330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zymeworks, Inc. (a) | 100 | 2633 |
|  |  | 66830703 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Acadia Realty Trust | 100 | 2054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agree Realty Corp. | 25200 | 1815156 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Assets Trust, Inc. | 300 | 5679 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Healthcare REIT, Inc. | 18966 | 892540 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp., Class A | 100 | 17557 |
| &nbsp;&nbsp;&nbsp;&nbsp; Armada Hoffler Properties, Inc. | 400 | 2648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brandywine Realty Trust | 7100 | 20732 |
| &nbsp;&nbsp;&nbsp;&nbsp; COPT Defense Properties | 900 | 25020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cousins Properties, Inc. | 300 | 7734 |
| &nbsp;&nbsp;&nbsp;&nbsp; CTO Realty Growth, Inc. | 200 | 3682 |
| &nbsp;&nbsp;&nbsp;&nbsp; Easterly Government Properties, Inc. | 180 | 3814 |
| &nbsp;&nbsp;&nbsp;&nbsp; Empire State Realty Trust, Inc., Class A | 100 | 652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Equinix, Inc. | 720 | 551635 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Essential Properties Realty Trust, Inc. | 47932 | $1421663 |
| &nbsp;&nbsp;&nbsp;&nbsp; Farmland Partners, Inc. | 5300 | 51357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Four Corners Property Trust, Inc. | 12200 | 281332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Franklin Street Properties Corp. | 800 | 757 |
| &nbsp;&nbsp;&nbsp;&nbsp; Getty Realty Corp. | 400 | 10948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gladstone Land Corp. | 1500 | 13725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Net Lease, Inc. | 1694 | 14568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrial Logistics Properties Trust | 99 | 548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lineage, Inc. | 37932 | 1327620 |
| &nbsp;&nbsp;&nbsp;&nbsp; LTC Properties, Inc. | 1800 | 61884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medical Properties Trust, Inc. | 36800 | 184000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Millrose Properties, Inc., Class A | 10988 | 328212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Modiv Industrial, Inc. | 100 | 1439 |
| &nbsp;&nbsp;&nbsp;&nbsp; NETSTREIT Corp. | 18300 | 322812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omega Healthcare Investors, Inc. | 7400 | 328116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orion Properties, Inc. | 1700 | 3842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pebblebrook Hotel Trust | 3900 | 44148 |
| &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Realty Trust, Inc., Class A | 200 | 1668 |
| &nbsp;&nbsp;&nbsp;&nbsp; Postal Realty Trust, Inc., Class A | 3000 | 48420 |
| &nbsp;&nbsp;&nbsp;&nbsp; RLJ Lodging Trust | 3500 | 26075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Strawberry Fields REIT, Inc. | 700 | 9170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventas, Inc. | 14362 | 1111332 |
| &nbsp;&nbsp;&nbsp;&nbsp; VICI Properties, Inc. | 27 | 759 |
|  |  | 8943298 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate Management & Development — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Avalon GloboCare Corp. (a) | 3 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc., Class A (a) | 6700 | 70819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Douglas Elliman, Inc. (a) | 2800 | 6636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forestar Group, Inc. (a) | 1100 | 27093 |
| &nbsp;&nbsp;&nbsp;&nbsp; FRP Holdings, Inc. (a) | 300 | 6837 |
| &nbsp;&nbsp;&nbsp;&nbsp; Landbridge Co. LLC, Class A | 28539 | 1398126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marcus & Millichap, Inc. | 200 | 5458 |
| &nbsp;&nbsp;&nbsp;&nbsp; Offerpad Solutions, Inc. (a) | 3800 | 4598 |
| &nbsp;&nbsp;&nbsp;&nbsp; Opendoor Technologies, Inc. (a) | 61700 | 359711 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seritage Growth Properties, Class A (a) | 700 | 2275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. (a) | 100 | 6823 |
|  |  | 1888379 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retailing — 0.9%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, Inc., Class A (a) | 1000 | 3930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1stdibs.com, Inc. (a) | 3200 | 19168 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. (a),(b) | 68879 | 15898651 |
| &nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, Inc. (a) | 17674 | 446445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arko Corp. | 1600 | 7264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brilliant Earth Group, Inc., Class A | 1200 | 2100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Burlington Stores, Inc. (a),(b) | 530 | 153091 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caleres, Inc. | 1100 | 13387 |
| &nbsp;&nbsp;&nbsp;&nbsp; Camping World Holdings, Inc., Class A | 3300 | 32109 |
| &nbsp;&nbsp;&nbsp;&nbsp; CarMax, Inc. (a) | 31100 | 1201704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carvana Co. (a) | 3540 | 1493951 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cato Corp. (The), Class A (a) | 1500 | 4635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chewy, Inc., Class A (a) | 44000 | 1454200 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Citi Trends, Inc. (a) | 500 | $20780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, Inc., Class A | 9200 | 68356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Destination XL Group, Inc. (a) | 100 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting Goods, Inc. (b) | 3286 | 650529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Five Below, Inc. (a) | 2900 | 546244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gap, Inc. | 15200 | 389120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gold.com, Inc. | 999 | 34016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Groupon, Inc. (a) | 22 | 387 |
| &nbsp;&nbsp;&nbsp;&nbsp; GrowGeneration Corp. (a) | 1100 | 1650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc. (b) | 7237 | 2490252 |
| &nbsp;&nbsp;&nbsp;&nbsp; J Jill, Inc. | 100 | 1372 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kohl's Corp. | 2000 | 40820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Leslie's, Inc. (a) | 50 | 83 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. (b) | 2014 | 485696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monro, Inc. | 300 | 6012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Newegg Commerce, Inc. (a) | 5 | 254 |
| &nbsp;&nbsp;&nbsp;&nbsp; Outdoor Holding Co. (a) | 1000 | 1710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pattern Group, Inc., Class A (a) | 28449 | 328301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & Wellness Co., Inc. (a) | 40000 | 112400 |
| &nbsp;&nbsp;&nbsp;&nbsp; QVC Group, Inc. (a) | 992 | 10376 |
| &nbsp;&nbsp;&nbsp;&nbsp; RealReal, Inc. (The) (a) | 25600 | 403968 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rent the Runway, Inc., Class A (a) | 125 | 989 |
| &nbsp;&nbsp;&nbsp;&nbsp; RH (a) | 2000 | 358300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ross Stores, Inc. (b) | 13198 | 2377488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sleep Number Corp. (a) | 700 | 5922 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, Inc., Class A | 100 | 6186 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sportsman's Warehouse Holdings, Inc. (a) | 6500 | 9490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stitch Fix, Inc., Class A (a) | 100 | 525 |
| &nbsp;&nbsp;&nbsp;&nbsp; ThredUp, Inc., Class A (a) | 10200 | 65178 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tilly's, Inc., Class A (a) | 2300 | 4577 |
| &nbsp;&nbsp;&nbsp;&nbsp; TJX Cos., Inc. | 26200 | 4024582 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wayfair, Inc., Class A (a) | 23500 | 2359635 |
|  |  | 35535925 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Semiconductors & Semiconductor Equipment — 1.9%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc. (a),(b) | 71954 | 15409669 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aehr Test Systems (a) | 300 | 6057 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega Semiconductor Ltd. (a) | 1600 | 31696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ambiq Micro, Inc. (a) | 9483 | 270266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, Inc. | 700 | 27636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amtech Systems, Inc. (a) | 999 | 12537 |
| &nbsp;&nbsp;&nbsp;&nbsp; ARM Holdings PLC, ADR (a) | 7900 | 863549 |
| &nbsp;&nbsp;&nbsp;&nbsp; Astera Labs, Inc. (a) | 17500 | 2911300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atomera, Inc. (a) | 600 | 1326 |
| &nbsp;&nbsp;&nbsp;&nbsp; AXT, Inc. (a) | 1700 | 27795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. (b) | 8842 | 3060216 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Solar, Inc. (a) | 8500 | 202045 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cohu, Inc. (a) | 1900 | 44213 |
| &nbsp;&nbsp;&nbsp;&nbsp; Credo Technology Group Holding Ltd. (a) | 7500 | 1079175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Diodes, Inc. (a) | 200 | 9868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy, Inc. (a) | 28700 | 919835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Everspin Technologies, Inc. (a) | 1600 | 14848 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; First Solar, Inc. (a),(b) | 380 | $99267 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLOBALFOUNDRIES, Inc. (a) | 10300 | 359676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. (a) | 134600 | 4966740 |
| &nbsp;&nbsp;&nbsp;&nbsp; inTEST Corp. (a) | 1100 | 8217 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lam Research Corp. | 4200 | 718956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, Inc. (b) | 1185 | 100701 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maxeon Solar Technologies Ltd. (a) | 21 | 58 |
| &nbsp;&nbsp;&nbsp;&nbsp; MaxLinear, Inc. (a) | 10500 | 183015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology, Inc. | 300 | 19116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 47900 | 13671139 |
| &nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp. (b) | 103426 | 19288949 |
| &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor Corp. (a) | 38000 | 2057700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qnity Electronics, Inc., Class WI (b) | 11688 | 954325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qorvo, Inc. (a),(b) | 4 | 338 |
| &nbsp;&nbsp;&nbsp;&nbsp; QuickLogic Corp. (a) | 100 | 601 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rigetti Computing, Inc. (a) | 9483 | 210049 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | 21000 | 1331610 |
| &nbsp;&nbsp;&nbsp;&nbsp; SolarEdge Technologies, Inc. (a) | 13100 | 377935 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synaptics, Inc. (a) | 200 | 14804 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teradyne, Inc. | 1500 | 290340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, Inc. | 1700 | 294933 |
| &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, Inc. (a) | 30 | 857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wolfspeed, Inc. (a) | 100 | 1741 |
|  |  | 69843098 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 2.9%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8x8, Inc. (a) | 10600 | 20882 |
| &nbsp;&nbsp;&nbsp;&nbsp; A10 Networks, Inc. | 4300 | 76067 |
| &nbsp;&nbsp;&nbsp;&nbsp; ACI Worldwide, Inc. (a) | 135297 | 6468550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adobe, Inc. (a) | 36760 | 12865632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, Inc. (a) | 24800 | 2163800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alarm.com Holdings, Inc. (a) | 100 | 5102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alkami Technology, Inc. (a) | 153681 | 3545421 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amdocs Ltd. | 2186 | 175995 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Bitcoin Corp., Class A (a) | 1140 | 1938 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amplitude, Inc., Class A (a) | 5700 | 66006 |
| &nbsp;&nbsp;&nbsp;&nbsp; Appian Corp., Class A (a) | 1300 | 46046 |
| &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., Class A (a),(b) | 459 | 309283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asana, Inc., Class A (a) | 14800 | 202908 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlassian Corp., Class A (a) | 26700 | 4329138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avax One Technology Ltd. (a) | 1 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp; AvePoint, Inc. (a) | 4500 | 62505 |
| &nbsp;&nbsp;&nbsp;&nbsp; Backblaze, Inc., Class A (a) | 3700 | 17242 |
| &nbsp;&nbsp;&nbsp;&nbsp; C3.ai, Inc., Class A (a) | 5400 | 72792 |
| &nbsp;&nbsp;&nbsp;&nbsp; CCC Intelligent Solutions Holdings, Inc. (a) | 189660 | 1507797 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cerence, Inc. (a) | 7000 | 74830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cipher Mining, Inc. (a) | 43600 | 643536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Circle Internet Group, Inc. (a) | 31707 | 2514365 |
| &nbsp;&nbsp;&nbsp;&nbsp; CISO Global, Inc. (a) | 8 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cloudflare, Inc., Class A (a) | 46800 | 9226620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commerce.com, Inc. (a) | 400 | 1648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commvault Systems, Inc. (a) | 1400 | 175504 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Core Scientific, Inc. (a),(b) | 22831 | $332419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A (a) | 40 | 18750 |
| &nbsp;&nbsp;&nbsp;&nbsp; CS Disco, Inc. (a) | 200 | 1552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc., Class A (a) | 100 | 13599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Digital Turbine, Inc. (a) | 6600 | 33000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Docebo, Inc. (a) | 200 | 4440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Docusign, Inc. (a) | 1000 | 68400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dropbox, Inc., Class A (a) | 15400 | 428120 |
| &nbsp;&nbsp;&nbsp;&nbsp; D-Wave Quantum, Inc. (a) | 9483 | 247980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dynatrace, Inc. (a) | 4100 | 177694 |
| &nbsp;&nbsp;&nbsp;&nbsp; eGain Corp. (a) | 1400 | 14406 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elastic NV (a) | 8000 | 603520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., Class A (a) | 5700 | 8607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fair Isaac Corp. (a),(b) | 1102 | 1863063 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fastly, Inc., Class A (a) | 25700 | 261626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Figma, Inc., Class A (a) | 78815 | 2945317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Five9, Inc. (a) | 1600 | 32080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortinet, Inc. (a) | 13300 | 1056153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Freshworks, Inc., Class A (a) | 800 | 9800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Globant SA (a) | 1600 | 104592 |
| &nbsp;&nbsp;&nbsp;&nbsp; GoDaddy, Inc., Class A (a) | 29700 | 3685176 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guidewire Software, Inc. (a) | 200 | 40202 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hackett Group, Inc. (The) | 5600 | 109928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hive Digital Technologies Ltd. (a) | 52200 | 134676 |
| &nbsp;&nbsp;&nbsp;&nbsp; HubSpot, Inc. (a) | 7800 | 3130140 |
| &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc., Class A (a) | 5538 | 139502 |
| &nbsp;&nbsp;&nbsp;&nbsp; InterDigital, Inc. | 600 | 191028 |
| &nbsp;&nbsp;&nbsp;&nbsp; JFrog Ltd. (a) | 1400 | 87444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Klaviyo, Inc., Class A (a) | 25900 | 840973 |
| &nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. (b) | 10349 | 5004983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monday.com Ltd. (a) | 1800 | 265608 |
| &nbsp;&nbsp;&nbsp;&nbsp; MongoDB, Inc. (a),(b) | 1223 | 513281 |
| &nbsp;&nbsp;&nbsp;&nbsp; N-able, Inc. (a) | 1700 | 12716 |
| &nbsp;&nbsp;&nbsp;&nbsp; NCR Voyix Corp. (a) | 61471 | 627004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netskope, Inc., Class A (a) | 84833 | 1487971 |
| &nbsp;&nbsp;&nbsp;&nbsp; ON24, Inc. (a) | 1800 | 14328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Onestream, Inc. (a) | 47415 | 871488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ooma, Inc. (a) | 1200 | 14076 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pagaya Technologies Ltd., Class A (a) | 13800 | 288420 |
| &nbsp;&nbsp;&nbsp;&nbsp; PagerDuty, Inc. (a) | 2800 | 36708 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palantir Technologies, Inc., Class A (a) | 71800 | 12762450 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pivotal Software, Inc. (a),(e) | 31000 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Porch Group, Inc. (a) | 700 | 6391 |
| &nbsp;&nbsp;&nbsp;&nbsp; PTC, Inc. (a) | 1400 | 243894 |
| &nbsp;&nbsp;&nbsp;&nbsp; Q2 Holdings, Inc. (a) | 86194 | 6219759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rackspace Technology, Inc. (a) | 7200 | 6991 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rapid7, Inc. (a) | 6700 | 101840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rimini Street, Inc. (a) | 200 | 776 |
| &nbsp;&nbsp;&nbsp;&nbsp; RingCentral, Inc., Class A (a) | 1299 | 37515 |
| &nbsp;&nbsp;&nbsp;&nbsp; Riot Platforms, Inc. (a) | 14900 | 188783 |
| &nbsp;&nbsp;&nbsp;&nbsp; Riskified Ltd., Class A (a) | 800 | 3976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rubrik, Inc., Class A (a) | 3200 | 244736 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; SailPoint, Inc. (a) | 94830 | $1918411 |
| &nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. (a) | 44160 | 6764870 |
| &nbsp;&nbsp;&nbsp;&nbsp; ServiceTitan, Inc., Class A (a) | 28449 | 3029819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snowflake, Inc., Class A (a),(b) | 1681 | 368744 |
| &nbsp;&nbsp;&nbsp;&nbsp; SoundThinking, Inc. (a) | 300 | 2409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sprout Social, Inc., Class A (a) | 11600 | 130732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synchronoss Technologies, Inc. (a) | 700 | 5992 |
| &nbsp;&nbsp;&nbsp;&nbsp; TaoWeave, Inc. (a) | 1 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp; Telos Corp. (a) | 9900 | 50490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tenable Holdings, Inc. (a) | 6800 | 160004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terawulf, Inc. (a) | 48400 | 556116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Twilio, Inc., Class A (a),(b) | 2874 | 408798 |
| &nbsp;&nbsp;&nbsp;&nbsp; UiPath, Inc., Class A (a) | 23500 | 385165 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unity Software, Inc. (a) | 100 | 4417 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upland Software, Inc. (a) | 5000 | 7150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Varonis Systems, Inc. (a) | 9500 | 311600 |
| &nbsp;&nbsp;&nbsp;&nbsp; VeriSign, Inc. | 13294 | 3229777 |
| &nbsp;&nbsp;&nbsp;&nbsp; Veritone, Inc. (a) | 1900 | 8835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Via Transportation, Inc., Class A (a) | 4742 | 137565 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zscaler, Inc. (a) | 2900 | 652268 |
|  |  | 108244658 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Hardware & Equipment — 2.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aeva Technologies, Inc. (a) | 1240 | 16467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amphenol Corp., Class A | 145000 | 19595300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. (b) | 51350 | 13960011 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arista Networks, Inc. (a) | 7100 | 930313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avnet, Inc. | 1200 | 57696 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDW Corp. | 300 | 40860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cognex Corp. | 600 | 21588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coherent Corp. (a) | 37932 | 7001109 |
| &nbsp;&nbsp;&nbsp;&nbsp; CommScope Holding Co., Inc. (a) | 16100 | 291893 |
| &nbsp;&nbsp;&nbsp;&nbsp; CompoSecure, Inc., Class A (a) | 6800 | 131104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Comtech Telecommunications Corp. (a) | 3400 | 17986 |
| &nbsp;&nbsp;&nbsp;&nbsp; CPI Card Group, Inc. (a) | 200 | 2936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dell Technologies, Inc., Class C | 100 | 12588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastman Kodak Co. (a) | 800 | 6768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Evolv Technologies Holdings, Inc. (a) | 38400 | 274944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frequency Electronics, Inc. (a) | 300 | 16152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co. | 46200 | 1109724 |
| &nbsp;&nbsp;&nbsp;&nbsp; HP, Inc. | 16600 | 369848 |
| &nbsp;&nbsp;&nbsp;&nbsp; IonQ, Inc. (a) | 9483 | 425502 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jabil, Inc. (b) | 2446 | 557737 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lantronix, Inc. (a) | 3800 | 22268 |
| &nbsp;&nbsp;&nbsp;&nbsp; LightPath Technologies, Inc., Class A (a) | 400 | 4320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lumentum Holdings, Inc. (a) | 1100 | 405449 |
| &nbsp;&nbsp;&nbsp;&nbsp; Methode Electronics, Inc. | 4900 | 32536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions, Inc. | 5400 | 2069928 |
| &nbsp;&nbsp;&nbsp;&nbsp; MultiSensor AI Holdings, Inc. (a) | 47 | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neonode, Inc. (a) | 1700 | 2958 |
| &nbsp;&nbsp;&nbsp;&nbsp; One Stop Systems, Inc. (a) | 500 | 3590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ouster, Inc. (a) | 30 | 649 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; PC Connection, Inc. | 400 | $23104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pure Storage, Inc., Class A (a) | 600 | 40206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ralliant Corp. | 200 | 10182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sandisk Corp. (a) | 54532 | 12944806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scantech AI Systems, Inc. (a) | 25 | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teledyne Technologies, Inc. (a) | 34200 | 17466966 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viavi Solutions, Inc. (a) | 7800 | 138996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vishay Intertechnology, Inc. | 4000 | 57960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Digital Corp. (b) | 7070 | 1217949 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xerox Holdings Corp. | 27600 | 65412 |
|  |  | 79347881 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunication Services — 0.6%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AST SpaceMobile, Inc. (a) | 18966 | 1377501 |
| &nbsp;&nbsp;&nbsp;&nbsp; AT&T, Inc. (b) | 20766 | 515827 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., Class A (a) | 2200 | 33990 |
| &nbsp;&nbsp;&nbsp;&nbsp; BCE, Inc. | 2900 | 69078 |
| &nbsp;&nbsp;&nbsp;&nbsp; GCI Liberty, Inc., Class C (a) | 300 | 11163 |
| &nbsp;&nbsp;&nbsp;&nbsp; IDT Corp., Class B | 700 | 35847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Iridium Communications, Inc. | 2500 | 43450 |
| &nbsp;&nbsp;&nbsp;&nbsp; NII Holdings, Inc. (a),(e) | 50677 | 13176 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spok Holdings, Inc. | 200 | 2638 |
| &nbsp;&nbsp;&nbsp;&nbsp; T-Mobile U.S., Inc. (b) | 92840 | 18850234 |
|  |  | 20952904 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation — 0.4%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alaska Air Group, Inc. (a) | 4700 | 236410 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Airlines Group, Inc. (a) | 140800 | 2158464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific Kansas City Ltd. | 80000 | 5890400 |
| &nbsp;&nbsp;&nbsp;&nbsp; CH Robinson Worldwide, Inc. (b) | 6133 | 985941 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSX Corp. (b) | 637 | 23091 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frontier Group Holdings, Inc. (a) | 15600 | 73476 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeromexico SAB de CV, ADR (a) | 28449 | 624740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heartland Express, Inc. | 9800 | 88494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hertz Global Holdings, Inc. (a) | 10000 | 51400 |
| &nbsp;&nbsp;&nbsp;&nbsp; JetBlue Airways Corp. (a) | 80000 | 364000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Joby Aviation, Inc. (a) | 189660 | 2503512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lyft, Inc., Class A (a) | 19177 | 371458 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marten Transport Ltd. | 5299 | 60303 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norfolk Southern Corp. (b) | 83 | 23964 |
| &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. | 12500 | 1960000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Radiant Logistics, Inc. (a) | 1000 | 6330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seanergy Maritime Holdings Corp. | 430 | 3969 |
| &nbsp;&nbsp;&nbsp;&nbsp; SkyWest, Inc. (a) | 1100 | 110451 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sun Country Airlines Holdings, Inc. (a) | 400 | 5756 |
| &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. (a) | 900 | 45369 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. (a) | 5500 | 615010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics Holdings, Inc. | 300 | 4557 |
|  |  | 16207095 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Artesian Resources Corp., Class A | 400 | 12644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | 9300 | 645606 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy Corp. (b) | 265 | $93617 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortis, Inc. | 1100 | 57134 |
| &nbsp;&nbsp;&nbsp;&nbsp; IDACORP, Inc. | 5093 | 644570 |
| &nbsp;&nbsp;&nbsp;&nbsp; MDU Resources Group, Inc. | 28449 | 555324 |
| &nbsp;&nbsp;&nbsp;&nbsp; OGE Energy Corp. | 28449 | 1214772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oklo, Inc. (a) | 9483 | 680500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Otter Tail Corp. | 1100 | 88891 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle West Capital Corp. | 4300 | 381410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portland General Electric Co. | 5100 | 244749 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unitil Corp. | 400 | 19376 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vistra Corp. (b) | 111 | 17908 |
| &nbsp;&nbsp;&nbsp;&nbsp; XPLR Infrastructure LP (a) | 2200 | 22000 |
|  |  | 4678501 |
|  **Total North America** |  | **1134296858** |
|  **Oceania — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Energy — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Heidmar Maritime Holdings Corp. (a) | 38 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Petroleum, Inc. (a) | 40 | 145 |
|  |  | 175 |
|  **Total Oceania** |  | **175** |
|  **South America — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA, ADR | 37100 | 123543 |
| &nbsp;&nbsp;&nbsp;&nbsp; Itau Unibanco Holding SA, ADR | 200 | 1432 |
| &nbsp;&nbsp;&nbsp;&nbsp; NU Holdings Ltd., Class A (a) | 162800 | 2725272 |
|  |  | 2850247 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Afya Ltd., Class A | 2700 | 41607 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dlocal Ltd. (a) | 40832 | 577364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pagseguro Digital Ltd., Class A | 800 | 7712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vinci Compass Investments Ltd. | 200 | 2608 |
|  |  | 587684 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food, Beverage & Tobacco — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Adecoagro SA | 600 | 4758 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Equipment & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Establishment Labs Holdings, Inc. (a) | 2700 | 196776 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aris Mining Corp. (a) | 3100 | 50313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cia Siderurgica Nacional SA, ADR (a) | 2200 | 3520 |
| &nbsp;&nbsp;&nbsp;&nbsp; ERO Copper Corp. (a) | 1100 | 31119 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nexa Resources SA (a) | 3900 | 34515 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vale SA, ADR | 1500 | 19545 |
|  |  | 139012 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group SA, ADR | 23266 | $1256597 |
|  **Total South America** |  | **5076681** |
|  **TOTAL COMMON STOCK<br>(COST $1,077,877,124)** |  | **1180701982** |
|  **PREFERRED STOCK — 0.1%** |  |  |
|  **North America — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Equipment & Services — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI Physical Therapy, Inc. (a),(b),(e) | 3039 | 2013337 |
|  **Total North America** |  | **2013337** |
|  **TOTAL PREFERRED STOCK<br>(COST $3,008,610)** |  | **2013337** |
|  | **Principal<br>Amount** |  |
|  **ASSET-BACKED SECURITIES — 5.8%** |  |  |
|  **Europe — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2A, Class D1, 3 mo. TSFR + 3.70%, 7.60%, 07/15/37 (b),(d),(f) | $1000000 | 1000302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-4A, Class ER, 3 mo. TSFR + 6.40%, 10.29%, 10/16/37 (b),(d),(f) | 1300000 | 1290474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canyon Capital CLO Ltd., Series 2022-2A, Class D2R, 3 mo. TSFR + 4.00%,<br>7.90%, 04/15/38 (b),(d),(f) | 2000000 | 1989930 |
| &nbsp;&nbsp;&nbsp;&nbsp; CarVal CLO IX-C Ltd., Series 2024-1A, Class E, 3 mo. TSFR + 6.75%,<br>10.63%, 04/20/37 (b),(d),(f) | 1000000 | 1000679 |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR CLO 43 Ltd., Series 2022-43A, Class ER, 3 mo. TSFR + 7.97%,<br>11.87%, 01/15/36 (b),(d),(f) | 2000000 | 1994472 |
| &nbsp;&nbsp;&nbsp;&nbsp; MidOcean Credit CLO XV Ltd., Series 2024-15A, Class D, 3 mo. TSFR + 3.35%,<br>7.22%, 07/21/37 (b),(d),(f) | 2000000 | 2008746 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pikes Peak CLO 17 Ltd., Series 2024-17A, Class E, 3 mo. TSFR + 5.75%,<br>9.65%, 01/15/38 (b),(d),(f) | 1500000 | 1497526 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pikes Peak CLO Ltd., Series 2023-14A, Class ER, 3 mo. TSFR + 6.00%,<br>9.88%, 07/20/38 (b),(d),(f) | 1000000 | 1008504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Storm King Park CLO Ltd., Series 2022-1A, Class ER, 3 mo. TSFR + 6.15%,<br>10.05%, 10/15/37 (b),(d),(f) | 1687000 | 1667718 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vibrant CLO XVI Ltd., Series 2023-16A, Class DR, 3 mo. TSFR + 7.06%,<br>10.96%, 07/15/36 (b),(d),(f) | 1000000 | 989062 |
|  **Total Europe** |  | **14447413** |
|  **North America — 5.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Abry Liquid Credit CLO Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class D, 3 mo. TSFR + 3.15%, 6.83%, 01/15/39 (b),(d),(f) | 1500000 | 1500000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class D, 3 mo. TSFR + 3.25%, 7.20%, 10/20/38 (b),(d),(f) | 1500000 | 1502628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class E, 3 mo. TSFR + 6.00%, 9.95%, 10/20/38 (b),(d),(f) | 2000000 | 1999772 |
| &nbsp;&nbsp;&nbsp;&nbsp; ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASP6, Class A2C, 1 mo. TSFR + .43%, 4.17%, 12/25/36 (b),(f) | 2230555 | 681836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class F, 6.94%, 09/15/33 (b),(d) | 674181 | 676625 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anchorage Capital CLO 26 Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-26A, Class D2R, 3 mo. TSFR + 4.75%, 8.63%, 03/19/38 (b),(d),(f) | 500000 | 504672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-26A, Class ER, 3 mo. TSFR + 6.25%, 10.13%, 03/19/38 (b),(d),(f) | 500000 | 506385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anchorage Capital CLO 33 Ltd., Series 2025-33A, Class D2, 3 mo. TSFR + 4.50%, 8.77%, 10/20/38 (b),(d),(f) | 2000000 | 2023490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apidos CLO LIII Ltd., Series 2025-53A, Class E, 3 mo. TSFR + 6.43%,<br>10.31%, 07/20/38 (b),(d),(f) | 1125000 | 1133762 |
| &nbsp;&nbsp;&nbsp;&nbsp; ARES LIV CLO Ltd., Series 2019-54A, Class ER2, 3 mo. TSFR + 6.00%,<br>9.90%, 07/15/38 (b),(d),(f) | 1000000 | 1003356 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; ARES Loan Funding VIII Ltd., Series 2024-ALF8, Class E, 3 mo. TSFR + 5.25%,<br>9.12%, 01/24/38 (b),(d),(f) | $1000000 | $1002782 |
| &nbsp;&nbsp;&nbsp;&nbsp; ARES LVI CLO Ltd., Series 2020-56A, Class ER2, 3 mo. TSFR + 5.35%,<br>9.21%, 01/25/38 (b),(d),(f) | 2000000 | 1992290 |
| &nbsp;&nbsp;&nbsp;&nbsp; ARES LXI CLO Ltd., Series 2021-61A, Class DR, 3 mo. TSFR + 3.90%,<br>7.78%, 04/20/37 (b),(d),(f) | 1000000 | 1005023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Avenue Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2A, Class D, 3 mo. TSFR + 4.75%, 8.63%, 04/20/37 (b),(d),(f) | 2500000 | 2501568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4A, Class E, 3 mo. TSFR + 6.15%, 10.04%, 10/15/38 (b),(d),(f) | 2500000 | 2464488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Balboa Bay Loan Funding Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 3 mo. TSFR + 1.95%, 6.23%, 07/20/38 (b),(d),(f) | 3100000 | 3109470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class E, 3 mo. TSFR + 6.25%, 10.13%, 07/20/37 (b),(d),(f) | 1000000 | 1003930 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barings CLO Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-3A, Class ER, 3 mo. TSFR + 5.00%, 8.92%, 10/15/38 (b),(d),(f) | 1000000 | 1002603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5A, Class E, 3 mo. TSFR + 5.00%, 8.97%, 10/15/38 (b),(d),(f) | 2000000 | 2002446 |
| &nbsp;&nbsp;&nbsp;&nbsp; BCAPB LLC Trust, Series 2007-AB1, Class A1, 1 mo. TSFR + .41%,<br>4.31%, 03/25/37 (b),(f) | 631646 | 219179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XL Ltd., Series 2025-40A, Class E, 3 mo. TSFR + 5.25%,<br>9.50%, 07/25/38 (b),(d),(f) | 1000000 | 1001420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXVI Ltd., Series 2022-26A, Class ER, 3 mo. TSFR + 6.00%,<br>9.88%, 07/20/37 (b),(d),(f) | 1000000 | 998823 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlueMountain CLO XXIX Ltd., Series 2020-29A, Class ER, 3 mo. TSFR + 7.12%,<br>10.98%, 07/25/34 (b),(d),(f) | 1000000 | 983232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bridge Street CLO IV Ltd., Series 2024-1A, Class E, 3 mo. TSFR + 6.99%,<br>10.87%, 04/20/37 (b),(d),(f) | 1000000 | 1001251 |
| &nbsp;&nbsp;&nbsp;&nbsp; Broad River BSL Funding CLO Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1A, Class DR, 3 mo. TSFR + 3.36%, 7.25%, 07/20/34 (b),(d),(f) | 1400000 | 1396268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1A, Class ER, 3 mo. TSFR + 6.76%, 10.65%, 07/20/34 (b),(d),(f) | 2000000 | 1972582 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bryant Park Funding Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-23A, Class D1, 3 mo. TSFR + 3.85%, 7.70%, 05/15/37 (b),(d),(f) | 1250000 | 1251101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-21A, Class D2R, 3 mo. TSFR + 3.90%, 7.81%, 10/18/38 (b),(d),(f) | 2000000 | 1996352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-23A, Class D2, 3 mo. TSFR + 5.05%, 8.90%, 05/15/37 (b),(d),(f) | 2000000 | 2004958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-20A, Class ER, 3 mo. TSFR + 6.75%, 10.65%, 04/15/38 (b),(d),(f) | 1000000 | 1013395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-22A, Class E, 3 mo. TSFR + 7.13%, 11.03%, 04/15/37 (b),(d),(f) | 1250000 | 1253375 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlyle U.S. CLO Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-8A, Class E, 3 mo. TSFR + 5.50%, 9.36%, 01/25/37 (b),(d),(f) | 1350000 | 1353762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class E, 3 mo. TSFR + 5.70%, 9.56%, 04/25/38 (b),(d),(f) | 1000000 | 1007363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-5A, Class E, 3 mo. TSFR + 7.90%, 11.76%, 01/27/36 (b),(d),(f) | 1500000 | 1497209 |
| &nbsp;&nbsp;&nbsp;&nbsp; CarMax Select Receivables Trust, Series 2025-B, Class E, 6.89%, 09/15/32 (b),(d) | 342000 | 339314 |
| &nbsp;&nbsp;&nbsp;&nbsp; CBAMR Ltd., Series 2019-9A, Class ER, 3 mo. TSFR + 7.05%, 10.95%, 07/15/37 (b),(d),(f) | 1000000 | 1000502 |
| &nbsp;&nbsp;&nbsp;&nbsp; Centex Home Equity Loan Trust, Series 2004-D, Class BF, 6.40%, 09/25/34 (b),(g) | 343182 | 315684 |
| &nbsp;&nbsp;&nbsp;&nbsp; CFG Investments Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class B, 9.16%, 03/25/36 (b),(d) | 251000 | 257268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class C, 12.72%, 03/25/36 (b),(d) | 400000 | 416985 |
| &nbsp;&nbsp;&nbsp;&nbsp; CIFC Funding Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1A, Class D2R, 3 mo. TSFR + 3.65%, 7.55%, 10/15/38 (b),(d),(f) | 2500000 | 2504047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-5A, Class ER, 3 mo. TSFR + 5.10%, 9.00%, 01/15/38 (b),(d),(f) | 1000000 | 1001753 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio Services Auto Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-A, Class E, 7.65%, 08/16/32 (b),(d) | 1671000 | 1708643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-B, Class E, 7.95%, 03/15/33 (b),(d) | 2080000 | 2160192 |
| &nbsp;&nbsp;&nbsp;&nbsp; CoreVest American Finance Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3, Class XA, 1.99%, 10/15/52 (b),(d),(f),(h) | 1050289 | 1968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-4, Class XB, 2.43%, 12/15/52 (b),(d),(f),(h) | 758418 | 40908 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class XA, 2.81%, 04/15/53 (b),(d),(f),(h) | $397301 | $3609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class XA, 2.92%, 07/15/54 (b),(d),(f),(h) | 473340 | 11878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class E, 4.56%, 03/15/50 (b),(d),(f) | 125000 | 118185 |
| &nbsp;&nbsp;&nbsp;&nbsp; CPS Auto Receivables Trust, Series 2024-D, Class E, 7.13%, 06/15/32 (b),(d) | 1000000 | 1018206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class C, 10.16%, 01/20/31 (b),(d) | 189255 | 193512 |
| &nbsp;&nbsp;&nbsp;&nbsp; CTM CLO Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class D1, 3 mo. TSFR + 3.00%, 6.91%, 10/20/38 (b),(d),(f) | 3000000 | 3002097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class E, 3 mo. TSFR + 6.75%, 11.08%, 07/15/38 (b),(d),(f) | 2000000 | 2026280 |
| &nbsp;&nbsp;&nbsp;&nbsp; CWABS Asset-Backed Certificates Trust, Series 2005-10, Class MF2, 4.12%, 02/25/36 (b),(f) | 268571 | 283764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elmwood CLO 31 Ltd., Series 2024-7A, Class D2, 3 mo. TSFR + 4.20%,<br>8.08%, 07/17/37 (b),(d),(f) | 750000 | 752861 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elmwood CLO 32 Ltd., Series 2024-8A, Class D2, 3 mo. TSFR + 4.20%,<br>8.08%, 10/18/37 (b),(d),(f) | 400000 | 401568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elmwood CLO 42 Ltd., Series 2025-5A, Class E, 3 mo. TSFR + 6.50%,<br>10.78%, 03/31/38 (b),(d),(f) | 2000000 | 2041358 |
| &nbsp;&nbsp;&nbsp;&nbsp; Empower CLO Ltd., Series 2022-1A, Class ER, 3 mo. TSFR + 5.90%,<br>9.78%, 10/20/37 (b),(d),(f) | 500000 | 490130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Exeter Automobile Receivables Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5A, Class E, 7.15%, 06/15/33 (b),(d) | 1867000 | 1874403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-5A, Class E, 7.22%, 05/17/32 (b),(d) | 1414000 | 1466875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class E, 7.48%, 09/15/32 (b),(d) | 1974000 | 2034359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class E, 7.89%, 08/15/31 (b),(d) | 1426000 | 1492199 |
| &nbsp;&nbsp;&nbsp;&nbsp; FIGRE Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE5, Class F, 8.17%, 08/25/55 (b),(d),(f) | 415000 | 411452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HE4, Class F, 8.48%, 09/25/54 (b),(d),(f) | 251000 | 261075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE1, Class F, 8.53%, 01/25/55 (b),(d),(f) | 364000 | 374912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HE5, Class F, 8.63%, 10/25/54 (b),(d),(f) | 251000 | 260033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HE2, Class F, 8.73%, 03/25/55 (b),(d),(f) | 506000 | 522671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Flatiron CLO 32 Ltd., Series 2025-32A, Class D2, 3 mo. TSFR + 4.10%,<br>8.42%, 10/22/38 (b),(d),(f) | 500000 | 505323 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Washington CLO Ltd., Series 2021-2A, Class E, 3 mo. TSFR + 6.87%,<br>10.76%, 10/20/34 (b),(d),(f) | 1500000 | 1460654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galaxy 30 CLO Ltd., Series 2022-30A, Class ER, 3 mo. TSFR + 5.90%,<br>9.80%, 01/15/38 (b),(d),(f) | 1000000 | 990174 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galaxy 31 CLO Ltd., Series 2023-31A, Class ER, 3 mo. TSFR + 5.50%,<br>9.40%, 07/15/38 (b),(d),(f) | 1000000 | 989937 |
| &nbsp;&nbsp;&nbsp;&nbsp; Garnet CLO 2 Ltd., Series 2025-2A, Class E, 3 mo. TSFR + 5.25%,<br>9.33%, 10/20/38 (b),(d),(f) | 1000000 | 997481 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLS Auto Receivables Issuer Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3A, Class E, 6.52%, 08/16/32 (b),(d) | 1400000 | 1378909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4A, Class E, 7.17%, 12/15/32 (b),(d) | 1153000 | 1168447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class E, 7.19%, 03/15/32 (b),(d) | 1045000 | 1073492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3A, Class E, 7.25%, 06/16/31 (b),(d) | 813000 | 834370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-4A, Class E, 7.51%, 08/15/31 (b),(d) | 1666000 | 1733186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class E, 7.73%, 06/15/32 (b),(d) | 1921000 | 1997928 |
| &nbsp;&nbsp;&nbsp;&nbsp; GoldenTree Loan Management U.S. CLO 15 Ltd., Series 2022-15A, Class ER2, 3 mo. TSFR + 5.00%, 8.86%, 10/20/38 (b),(d),(f) | 1000000 | 1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goodleap Sustainable Home Solutions Trust, Series 2023-3C, Class B, 7.80%, 07/20/55 (b),(d) | 361000 | 242290 |
| &nbsp;&nbsp;&nbsp;&nbsp; GreenSky Home Improvement Trust, Series 2024-1, Class E, 9.00%, 06/25/59 (b),(d) | 685611 | 714931 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greywolf CLO II Ltd., Series 2013-1A, Class C1RR, 3 mo. TSFR + 3.61%,<br>7.51%, 04/15/34 (b),(d),(f) | 1000000 | 998278 |
| &nbsp;&nbsp;&nbsp;&nbsp; GSAA Home Equity Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-5, Class M2, 4.30%, 06/25/34 (b),(g) | 294105 | 246561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-8, Class 2A3B, 1 mo. TSFR + .67%, 4.41%, 05/25/36 (b),(f) | 1527000 | 292625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-6, Class AF3, 5.73%, 03/25/36 (b),(f) | 756031 | 216149 |
| &nbsp;&nbsp;&nbsp;&nbsp; GSAA Trust, Series 2005-7, Class M1, 5.36%, 05/25/35 (b),(g) | 323827 | 255101 |
| &nbsp;&nbsp;&nbsp;&nbsp; HalseyPoint CLO 4 Ltd., Series 2021-4A, Class E, 3 mo. TSFR + 6.97%,<br>10.86%, 04/20/34 (b),(d),(f) | 1500000 | 1454708 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; HalseyPoint CLO 5 Ltd., Series 2021-5A, Class E, 3 mo. TSFR + 7.20%,<br>11.04%, 01/30/35 (b),(d),(f) | $1000000 | $979627 |
| &nbsp;&nbsp;&nbsp;&nbsp; HalseyPoint CLO II Ltd., Series 2020-2A, Class ER, 3 mo. TSFR + 7.50%,<br>11.38%, 07/20/37 (b),(d),(f) | 1500000 | 1485924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harvest U.S. CLO Ltd., Series 2025-1A, Class E, 3 mo. TSFR + 5.35%,<br>9.23%, 04/18/38 (b),(d),(f) | 1000000 | 1002310 |
| &nbsp;&nbsp;&nbsp;&nbsp; HPS Loan Management Ltd., Series 2019-15A, Class ER2, 3 mo. TSFR + 5.50%,<br>9.42%, 10/22/38 (b),(d),(f) | 1000000 | 996198 |
| &nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Mortgage Acquisition Trust, Series 2006-HE2, Class M2, 1 mo. TSFR + .59%, 3.88%, 07/25/36 (b),(f) | 433604 | 427148 |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR CLO 49 Ltd., Series 49A, Class ER, 3 mo. TSFR + 6.82%, 10.70%, 10/20/37 (b),(d),(f) | 2000000 | 1988836 |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR CLO 58 Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-58A, Class D2, 3 mo. TSFR + 4.05%, 8.03%, 10/15/38 (b),(d),(f) | 1000000 | 1000231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-58A, Class E, 3 mo. TSFR + 5.30%, 9.28%, 10/15/38 (b),(d),(f) | 1500000 | 1503351 |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR CLO 60 Ltd., Series 2024-60A, Class E, 3 mo. TSFR + 6.10%,<br>10.00%, 01/15/38 (b),(d),(f) | 1000000 | 1009232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Menlo CLO I Ltd., Series 2024-1X, Class E, 3 mo. TSFR + 6.25%,<br>10.13%, 01/20/38 (b),(c),(f) | 500000 | 505394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-H1, Class 2A2, 1 mo. TSFR + 3.61%, 7.35%, 10/25/37 (b),(f) | 708486 | 618784 |
| &nbsp;&nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-RM5, Class A2B, 1 mo. TSFR + .35%, 4.09%, 10/25/37 (b),(f) | 1455841 | 209229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-RM5, Class A2C, 1 mo. TSFR + .47%, 4.21%, 10/25/37 (b),(f) | 2120682 | 296569 |
| &nbsp;&nbsp;&nbsp;&nbsp; MidOcean Credit CLO XI Ltd., Series 2022-11A, Class ER2, 3 mo. TSFR + 6.00%,<br>9.88%, 01/18/36 (b),(d),(f) | 1000000 | 986100 |
| &nbsp;&nbsp;&nbsp;&nbsp; MidOcean Credit CLO XIII Ltd., Series 2023-13A, Class D, 3 mo. TSFR + 5.09%,<br>8.96%, 01/21/37 (b),(d),(f) | 1000000 | 999096 |
| &nbsp;&nbsp;&nbsp;&nbsp; MidOcean Credit CLO XIX, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-19A, Class D2, 3 mo. TSFR + 3.90%, 7.78%, 07/20/36 (b),(d),(f) | 2000000 | 1988676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-19A, Class E, 3 mo. TSFR + 6.25%, 10.13%, 07/20/36 (b),(d),(f) | 1000000 | 984751 |
| &nbsp;&nbsp;&nbsp;&nbsp; MidOcean Credit CLO XVIII LLC, Series 2025-18A, Class E, 3 mo. TSFR + 5.40%,<br>9.72%, 10/18/35 (b),(d),(f) | 1000000 | 985790 |
| &nbsp;&nbsp;&nbsp;&nbsp; MidOcean Credit CLO XXI, Series 2025-21A, Class E, 3 mo. TSFR + 5.00%,<br>8.86%, 10/20/38 (b),(d),(f) | 1000000 | 990399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley IXIS Real Estate Capital Trust, Series 2006-2, Class A3, 1 mo. TSFR + .26%, 4.00%, 11/25/36 (b),(f) | 761199 | 249738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Mortgage Loan Trust, Series 2006-17XS, Class A3A, 6.15%, 10/25/46 (b),(g) | 822006 | 207403 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class ER2, 3 mo. TSFR + 5.15%, 9.03%, 01/20/39 (b),(d),(f) | 1000000 | 993074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 56 Ltd., Series 2024-56A, Class E, 3 mo. TSFR + 5.75%, 9.62%, 07/24/37 (b),(d),(f) | 1000000 | 1004959 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Mountain CLO 2 Ltd., Series CLO-2A, Class ER, 3 mo. TSFR + 5.70%,<br>9.60%, 01/15/38 (b),(d),(f) | 1500000 | 1497243 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Mountain CLO 4 Ltd., Series CLO-4A, Class ER, 3 mo. TSFR + 6.91%,<br>10.79%, 03/20/38 (b),(d),(f) | 2000000 | 2026400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oaktree CLO Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-32A, Class E, 3 mo. TSFR + 5.35%, 9.46%, 07/15/38 (b),(d),(f) | 1000000 | 1003172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2A, Class ER2, 3 mo. TSFR + 6.40%, 10.30%, 10/15/37 (b),(d),(f) | 1000000 | 1005036 |
| &nbsp;&nbsp;&nbsp;&nbsp; OCP CLO Ltd., Series 2017-13A, Class ER2, 3 mo. TSFR + 5.90%,<br>9.77%, 11/26/37 (b),(d),(f) | 1500000 | 1494222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Octane Receivables Trust, Series 2024-3A, Class E, 7.66%, 11/22/32 (b),(d) | 475000 | 482127 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oportun Funding Trust, Series 2025-1, Class D, 8.27%, 08/16/32 (b),(d) | 661000 | 664223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pagaya AI Debt Trust, Series 2022-2, Class C, 7.50%, 01/15/30 (b),(d) | 2271928 | 2280288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class D1, 3 mo. TSFR + 3.10%, 6.98%, 07/20/38 (b),(d),(f) | 1000000 | 1001544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-2A, Class CR, 3 mo. TSFR + 3.90%, 7.79%, 04/16/37 (b),(d),(f) | 1000000 | 999251 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2A, Class E, 3 mo. TSFR + 5.75%, 9.63%, 07/20/38 (b),(d),(f) | $2250000 | $2272509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding Ltd., Series 2022-3A, Class CR, 3 mo. TSFR + 3.00%,<br>6.90%, 04/15/31 (b),(d),(f) | 1500000 | 1506611 |
| &nbsp;&nbsp;&nbsp;&nbsp; Park Avenue Institutional Advisers CLO Ltd., Series 2022-1A, Class D, 3 mo. TSFR + 7.29%, 11.17%, 04/20/35 (b),(d),(f) | 1000000 | 986344 |
| &nbsp;&nbsp;&nbsp;&nbsp; People's Choice Home Loan Securities Trust, Series 2005-2, Class M5, 1 mo. TSFR + 1.09%, 4.82%, 05/25/35 (b),(f) | 488000 | 343522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pikes Peak CLO 10, Series 2022-10A, Class ER, 3 mo. TSFR + 5.90%, 9.76%, 01/22/38 (b),(d),(f) | 1000000 | 990144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pikes Peak CLO 20, Series 2025-20A, Class E, 3 mo. TSFR + 5.10%, 8.81%, 01/20/39 (b),(d),(f) | 1000000 | 1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pikes Peak CLO 8, Series 2021-8A, Class ER, 3 mo. TSFR + 5.75%, 9.63%, 01/20/38 (b),(d),(f) | 1000000 | 990131 |
| &nbsp;&nbsp;&nbsp;&nbsp; PPM CLO 3 Ltd., Series 2019-3A, Class ER, 3 mo. TSFR + 6.87%, 10.75%, 04/17/34 (b),(d),(f) | 500000 | 419316 |
| &nbsp;&nbsp;&nbsp;&nbsp; RAD CLO 28 Ltd., Series 2024-28A, Class E, 3 mo. TSFR + 5.25%, 9.13%, 04/20/38 (b),(d),(f) | 1000000 | 962306 |
| &nbsp;&nbsp;&nbsp;&nbsp; RAD CLO 30 Ltd., Series 2025-30A, Class D, 3 mo. TSFR + 5.10%, 9.07%, 10/15/38 (b),(d),(f) | 2000000 | 1970032 |
| &nbsp;&nbsp;&nbsp;&nbsp; RAD CLO 9 Ltd., Series 2020-9A, Class ER, 3 mo. TSFR + 5.75%, 9.65%, 01/15/38 (b),(d),(f) | 1000000 | 955979 |
| &nbsp;&nbsp;&nbsp;&nbsp; RASC Trust, Series 2003-KS4, Class MI2, 5.09%, 06/25/33 (b),(g) | 301642 | 251833 |
| &nbsp;&nbsp;&nbsp;&nbsp; Residential Asset Securities Corporation Trust, Series 2006-KS1, Class M4, 1 mo. TSFR + .64%, 4.64%, 02/25/36 (b),(f) | 337000 | 275831 |
| &nbsp;&nbsp;&nbsp;&nbsp; Romark CLO II Ltd., Series 2018-2A, Class D, 3 mo. TSFR + 6.51%, 10.37%, 07/25/31 (b),(d),(f) | 2250000 | 2209745 |
| &nbsp;&nbsp;&nbsp;&nbsp; RR 32 Ltd., Series 2024-32RA, Class DR, 3 mo. TSFR + 6.10%, 10.00%, 10/15/39 (b),(d),(f) | 1000000 | 1008769 |
| &nbsp;&nbsp;&nbsp;&nbsp; RR 34 Ltd., Series 2024-34RA, Class DR, 3 mo. TSFR + 5.50%, 9.40%, 10/15/39 (b),(d),(f) | 2000000 | 2006092 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class C, 8.01%, 11/25/53 (b),(d),(f) | 723269 | 752005 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saxon Asset Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-2, Class MF3, 2.83%, 08/25/35 (b),(g) | 333674 | 284122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-2, Class MF4, 2.83%, 08/25/35 (b),(g) | 363971 | 289756 |
| &nbsp;&nbsp;&nbsp;&nbsp; Signal Peak CLO 5 Ltd., Series 2018-5A, Class D1R, 3 mo. TSFR + 4.20%,<br>8.06%, 04/25/37 (b),(d),(f) | 1000000 | 1001170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silver Point CLO 5 Ltd., Series 2024-5A, Class D2, 3 mo. TSFR + 4.35%,<br>8.23%, 10/20/37 (b),(d),(f) | 1095000 | 1097529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silver Point CLO 9 Ltd., Series 2025-9A, Class D2, 3 mo. TSFR + 5.00%,<br>9.29%, 03/31/38 (b),(d),(f) | 3500000 | 3565943 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sixth Street CLO XIX Ltd., Series 2021-19A, Class D2R, 3 mo. TSFR + 3.95%,<br>7.83%, 07/17/38 (b),(d),(f) | 1050000 | 1048788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sound Point CLO XXIII Ltd., Series 2019-2A, Class ER, 3 mo. TSFR + 6.73%,<br>10.64%, 07/15/34 (b),(d),(f) | 2400000 | 2126935 |
| &nbsp;&nbsp;&nbsp;&nbsp; STAR Trust, Series 2022-SFR3, Class E2, 1 mo. TSFR + 3.70%,<br>7.45%, 05/17/39 (b),(d),(f) | 1000000 | 995774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunnova Helios XIII Issuer LLC, Series 2024-A, Class C, 7.00%, 02/20/51 (b),(d) | 670484 | 315350 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunnova Helios XIV Issuer LLC, Series 2024-B, Class B, 7.00%, 05/22/51 (b),(d) | 1077235 | 615788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Symphony CLO 40 Ltd., Series 2023-40A, Class D2R, 3 mo. TSFR + 4.00%,<br>7.91%, 01/05/38 (b),(d),(f) | 2700000 | 2710068 |
| &nbsp;&nbsp;&nbsp;&nbsp; Symphony CLO 46 Ltd., Series 2024-46A, Class E, 3 mo. TSFR + 5.65%,<br>9.53%, 01/20/38 (b),(d),(f) | 2000000 | 1995038 |
| &nbsp;&nbsp;&nbsp;&nbsp; TIC Home Improvement Trust, Series 2024-A, Class B, 7.89%, 10/15/46 (b),(d) | 364000 | 364232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tikehau U.S. CLO VII Ltd., Series 2025-1A, Class E, 3 mo. TSFR + 5.50%,<br>9.36%, 02/25/38 (b),(d),(f) | 1000000 | 993086 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towd Point Mortgage Trust, Series 2023-CES2, Class M1, 8.08%, 10/25/63 (b),(d),(f) | 3644000 | 3711818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trestles CLO IV Ltd., Series 2021-4A, Class DR3, 3 mo. TSFR + 3.90%,<br>7.69%, 10/30/38 (b),(d),(f) | 1000000 | 1001359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trestles CLO IX Ltd., Series 2025-9A, Class D2, 3 mo. TSFR + 3.65%,<br>7.52%, 01/15/39 (b),(d),(f) | 2000000 | 2001492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tricolor Auto Securitization Trust, Series 2025-1A, Class D, 6.84%, 04/15/31 (b),(d) | 498000 | 62499 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trimaran CAVU Ltd., Series 2023-1A, Class ER, 3 mo. TSFR + 5.85%,<br>9.73%, 03/20/38 (b),(d),(f) | 2600000 | 2583360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO XXIV Ltd., Series 2024-24A, Class E, 3 mo. TSFR + 7.34%,<br>11.20%, 04/25/37 (b),(d),(f) | 1000000 | 1005485 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO XXVI Ltd., Series 2023-26A, Class DR, 3 mo. TSFR + 3.70%,<br>7.58%, 07/20/38 (b),(d),(f) | $1000000 | $1008556 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO XXVII Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-27A, Class D1, 3 mo. TSFR + 4.30%, 8.18%, 04/18/37 (b),(d),(f) | 3940000 | 3961666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-27X, Class D1, 3 mo. TSFR + 4.30%, 8.18%, 04/18/37 (b),(c),(f) | 1000000 | 1005499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-27A, Class E, 3 mo. TSFR + 7.33%, 11.21%, 04/18/37 (b),(d),(f) | 2750000 | 2771931 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO XXVIII Ltd., Series 2024-28A, Class D, 3 mo. TSFR + 4.00%,<br>7.86%, 04/25/37 (b),(d),(f) | 4750000 | 4768135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO XXX Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-30A, Class D1A, 3 mo. TSFR + 3.50%, 7.36%, 10/23/37 (b),(d),(f) | 3000000 | 3018927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-30A, Class E, 3 mo. TSFR + 6.90%, 10.76%, 10/23/37 (b),(d),(f) | 1750000 | 1765799 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Auto Credit Securitization Trust, Series 2025-1, Class E, 7.71%, 10/10/31 (b),(d) | 1402000 | 1420368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upstart Securitization Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-5, Class C, 4.15%, 11/20/31 (b),(d) | 262316 | 261414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class D, 8.00%, 06/20/35 (b),(d) | 1187000 | 1209092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class C, 9.27%, 04/20/35 (b),(d) | 1415000 | 1473301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vibrant CLO XIV Ltd., Series 2021-14A, Class D, 3 mo. TSFR + 7.12%,<br>11.01%, 10/20/34 (b),(d),(f) | 1000000 | 990423 |
| &nbsp;&nbsp;&nbsp;&nbsp; Voya CLO Ltd., Series 2024-4A, Class D2, 3 mo. TSFR + 4.45%,<br>8.33%, 07/20/37 (b),(d),(f) | 875000 | 879731 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warwick Capital CLO 7 Ltd., Series 2025-7A, Class E, 3 mo. TSFR + 5.25%,<br>9.20%, 10/21/38 (b),(d),(f) | 1500000 | 1501925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Home Equity Asset-Backed Securities Trust, Series 2006-1, Class M6, 1 mo. TSFR + .79%, 4.52%, 05/25/36 (b),(f) | 3149444 | 3240302 |
|  **Total North America** |  | **203720786** |
|  **TOTAL ASSET-BACKED SECURITIES<br>(COST $221,386,162)** |  | **218168199** |
|  **CONVERTIBLE BONDS — 0.1%** |  |  |
|  **Asia — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Internet — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd.,<br>0.50%, 06/01/31 (b) | 1000000 | 1553000 |
|  **Total Asia** |  | **1553000** |
|  **North America — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Healthcare-Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI Physical Therapy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 01/01/30 (b),(e),(i) | 138421 | 138421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 08/24/28 (b),(e) | 56272 | 56272 |
|  |  | 194693 |
|  *<u>Software — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; MicroStrategy, Inc.,<br>0.00%, 03/01/30 (b),(d),(i) | 800000 | 690000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Strategy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 12/01/29 (b),(i) | 1000000 | 818600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 09/15/28 (b) | 300000 | 349200 |
|  |  | 1857800 |
|  **Total North America** |  | **2052493** |
|  **TOTAL CONVERTIBLE BONDS<br>(COST $4,189,876)** |  | **3605493** |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | | **Value** |
|  **BANK DEBT — 4.7%** |  |  |  |
|  **Europe — 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cuppa Bidco BV, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUR Term Loan B1, 6 mo. EURIBOR + 4.75%, 6.87%, 06/29/29 (b),(f) | 1854029 | EUR | 1570409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GBP Term Loan B2, 6 mo. SONIA + 5.63%, 9.59%, 07/30/29 (b),(f) | 2600970 | GBP | 2515539 |
|  |  |  | 4085948 |
|  **Total Europe** |  |  | **4085948** |
|  **North America — 4.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; TPC Group, Inc., 2024 Term Loan B, 3 mo. USD Term SOFR + 5.75%,<br>9.45%, 12/16/31 (b),(f) | $1916397 |  | $1708794 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Services — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brock Holdings III, Inc., 2024 Term Loan B, 3 mo. USD Term SOFR + 5.75%,<br>9.42%, 05/02/30 (b),(f) | 1150294 |  | 1152215 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Construction Materials — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CP Atlas Buyer, Inc., 2025 Term Loan, 1 mo. USD Term SOFR + 5.25%,<br>8.97%, 07/08/30 (b),(f) | 1696240 |  | 1636871 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Cosmetics/Personal Care — 0.2%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Revlon Intermediate Holdings IV LLC, 2023 Exit Term Loan, 6 mo. USD Term SOFR + 6.88%, 10.68%, 05/02/28 (b),(f) | 8538159 |  | 8392328 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financial Services — 0.5%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlas CC Acquisition Corp., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Second Out Term Loan B, 3 mo. USD Term SOFR + 4.25%,<br>8.37%, 05/25/29 (b),(f) | 6011863 |  | 3042844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Second Out Term Loan C, 3 mo. USD Term SOFR + 4.25%,<br>8.11%, 05/25/29 (b),(f) | 870769 |  | 440731 |
| &nbsp;&nbsp;&nbsp;&nbsp; CPC Acquisition Corp., Term Loan, 3 mo. USD Term SOFR + 3.75%,<br>7.68%, 12/29/27 (b),(f) | 5879771 |  | 4839816 |
| &nbsp;&nbsp;&nbsp;&nbsp; Curo Group Holdings Corp., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 PIK 1st Out Term Loan, 3 mo. USD Term SOFR + 13.87%,<br>13.87%, 07/19/28 (b),(e),(f) | 1593322 |  | 1609256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 PIK 2nd Out Term Loan, 13.00%, 07/19/28 (b) | 6704071 |  | 6406612 |
| &nbsp;&nbsp;&nbsp;&nbsp; Form Technologies LLC, 2025 Term Loan, 3 mo. USD Term SOFR + 5.75%,<br>9.62%, 07/19/30 (b),(f) | 2152029 |  | 1928755 |
|  |  |  | 18268014 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Engineering & Construction — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brand Industrial Services, Inc., 2024 Term Loan B, 3 mo. USD Term SOFR + 4.50%, 8.35%, 08/01/30 (b),(f) | 4738011 |  | 4307279 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; H-Food Holdings LLC, 2025 Exit Term Loan, 3 mo. USD Term SOFR + 6.50%,<br>10.34%, 03/29/30 (b),(f) | 3169352 |  | 3183614 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, Inc., 2024 Term Loan, 1 mo. USD Term SOFR + 4.75%,<br>8.47%, 05/01/31 (b),(f) | 1330147 |  | 1335800 |
|  |  |  | 4519414 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food Service — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; TKC Holdings, Inc., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 PIK Toggle Holdco Term Loan, 12.00%, 02/15/27 (b),(e) | 4099930 |  | 4120429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan, 1 mo. USD Term SOFR + 5.00%, 8.72%, 05/15/28 (b),(f) | 1178257 |  | 1181203 |
|  |  |  | 5301632 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Healthcare-Products — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Arthur U.S. Finco, Inc., Term Loan B, 3 mo. USD Term SOFR + 5.25%,<br>8.92%, 12/14/29 (b),(f) | 2852356 |  | 2581382 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bausch & Lomb Corp., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Repriced Term Loan, 3 mo. USD Term SOFR + 3.75%,<br>3.75%, 01/15/31 (b),(f),(j) | 92998 |  | 93835 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B, 1 mo. USD Term SOFR + 4.25%, 7.97%, 01/15/31 (b),(f) | $213583 | $215505 |
|  |  | 2890722 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Healthcare-Services — 0.7%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Gainwell Acquisition Corp., Term Loan B, 3 mo. USD Term SOFR + 4.00%,<br>7.77%, 10/01/27 (b),(f) | 97764 | 95882 |
| &nbsp;&nbsp;&nbsp;&nbsp; MPH Acquisition Holdings LLC, 2025 Second Out Term Loan, 3 mo. USD Term SOFR + 4.60%, 8.70%, 12/31/30 (b),(f) | 3954555 | 3709056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Symplr Software, Inc., 2020 Term Loan, 3 mo. USD Term SOFR + 4.50%,<br>8.44%, 12/22/27 (b),(f) | 7216136 | 6109253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Team Health Holdings, Inc., 2025 Term Loan B, 3 mo. USD Term SOFR + 4.50%,<br>8.34%, 06/30/28 (b),(f) | 5091730 | 5104459 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Renal Care, Inc., 2023 Superpriority Term Loan, 1 mo. USD Term SOFR + 5.00%,<br>8.83%, 06/28/28 (b),(f) | 5794873 | 5438141 |
| &nbsp;&nbsp;&nbsp;&nbsp; Women's Care Enterprises LLC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2nd Lien Term Loan, 3 mo. USD Term SOFR + 8.25%, 12.19%, 01/12/29 (b),(f) | 3321104 | 2515736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan, 3 mo. USD Term SOFR + 4.50%, 8.44%, 01/15/28 (b),(e),(f) | 3417623 | 3182662 |
|  |  | 26155189 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Home Furnishings — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; TGP Holdings III LLC, 2021 Term Loan, 1 mo. USD Term SOFR + 3.25%,<br>7.07%, 06/29/28 (b),(f) | 2897589 | 2693772 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Household Products/Wares — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Kronos Acquisition Holdings, Inc., 2024 Term Loan, 3 mo. USD Term SOFR + 4.00%,<br>7.67%, 07/08/31 (b),(f) | 5659257 | 3654465 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Housewares — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Springs Windows Fashions LLC, 2024 First Lien Second Out TL A2, 1 mo. USD Term SOFR + 4.00%, 7.83%, 10/06/28 (b),(f) | 8742239 | 5695569 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Insurance — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asurion LLC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan B3, 1 mo. USD Term SOFR + 5.25%,<br>9.08%, 01/31/28 (b),(f) | 1429835 | 1422915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Second Lien Term Loan B4, 1 mo. USD Term SOFR + 5.25%,<br>9.08%, 01/20/29 (b),(f) | 2948698 | 2889724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 Term Loan B11, 1 mo. USD Term SOFR + 4.25%, 8.07%, 08/19/28 (b),(f) | 766141 | 767099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B12, 1 mo. USD Term SOFR + 4.25%, 7.97%, 09/19/30 (b),(f) | 1486690 | 1485991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B13, 1 mo. USD Term SOFR + 4.25%, 7.97%, 09/19/30 (b),(f) | 252170 | 251973 |
|  |  | 6817702 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Internet — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Hoya Midco LLC, 2025 Term Loan B, 3 mo. USD Term SOFR + 2.25%,<br>6.09%, 02/01/29 (b),(f) | 1329842 | 758010 |
| &nbsp;&nbsp;&nbsp;&nbsp; MH Sub I LLC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 Term Loan, 3 mo. USD Term SOFR + 4.25%, 7.92%, 05/03/28 (b),(f) | 3672562 | 3406301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B4, 1 mo. USD Term SOFR + 4.25%, 7.97%, 12/31/31 (b),(f) | 1799502 | 1534921 |
|  |  | 5699232 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Investment Company Security — 0.6%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI Holdings Acquisition, Inc., 2023 2nd Lien Delayed Draw Term Loan,<br>8.00%, 08/24/28 (b),(e) | 912945 | 912946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bulldog Purchaser, Inc., 2025 Term Loan, 3 mo. USD Term SOFR + 3.75%,<br>7.69%, 06/27/31 (b),(f) | 999465 | 1004672 |
| &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, Inc., Bridge Term Loan, 3 mo. USD Term SOFR + 4.00%,<br>7.88%, 08/24/26 (b),(e),(f) | 10429260 | 10533552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Infinity Bidco U.S. LLC, 2025 PIK Tranche 1 Term Loan, 3 mo. USD Term SOFR + 5.50%, 9.17%, 04/30/26 (b),(e),(f) | 5645294 | 5645294 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Millennium HoldCo, Inc., 2020 Term Loan, 1 mo. USD Term SOFR + 5.50%,<br>9.22%, 05/14/26 (b),(e),(f) | 835579 | 839757 |
| &nbsp;&nbsp;&nbsp;&nbsp; Solaris U.S. Bidco LLC, Term Loan B, 3 mo. USD Term SOFR + 5.25%,<br>9.07%, 11/29/30 (b),(f) | 3862264 | 3785019 |
|  |  | 22721240 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>IT Services — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Peraton Corp., Term Loan B, 3 mo. USD Term SOFR + 3.75%,<br>7.69%, 02/01/28 (b),(f) | $2316557 |  | $2146545 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Machinery-Diversified — 0.2%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Engineered Machinery Holdings, Inc., 2021 USD 2nd Lien Term Loan, 3 mo. USD Term SOFR + 6.00%, 9.93%, 05/21/29 (b),(e),(f) | 9045028 |  | 9067641 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — 0.4%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CSC Holdings LLC, 2025 Fixed Term Loan B8, 9.00%, 11/25/28 (b),(e) | 10235719 |  | 10235719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Learfield Communications LLC, 2024 Term Loan B, 1 mo. USD Term SOFR + 4.75%, 8.47%, 06/30/28 (b),(f) | 5309737 |  | 5312604 |
|  |  |  | 15548323 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Mining — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; American Rock Salt Co. LLC, 2021 Term Loan, 3 mo. USD Term SOFR + 4.00%,<br>7.94%, 06/09/28 (b),(f) | 48878 |  | 37489 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Cos., Inc., 2025 Term Loan B, 1 mo. USD Term SOFR + 6.25%,<br>9.97%, 10/08/30 (b),(f) | 1249829 |  | 1218121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pathway Vet Alliance LLC, 2025 Tranche A Term Loan A, 3 mo. USD Term SOFR + 5.00%, 8.84%, 06/30/28 (b),(f) | 1610056 |  | 1617301 |
|  |  |  | 2835422 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>REITS — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc., 2025 Term Loan B, 1 mo. USD Term SOFR + 3.25%, 6.99%, 06/13/30 (b),(f) | 995000 |  | 1001219 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software — 0.4%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Castle U.S. Holding Corp., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 EUR FLSO Term Loan B1, 3 mo. EURIBOR + 4.25%,<br>6.32%, 05/31/30 (b),(f) | 2935870 | EUR | 1656113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 New Money FLFO Term Loan, 3 mo. USD Term SOFR + 5.00%,<br>8.82%, 04/29/30 (b),(f) | $1302878 |  | 1319164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 USD FLSO Term Loan B1, 1 mo. USD Term SOFR + 4.25%,<br>8.08%, 05/31/30 (b),(f) | 7554768 |  | 3994583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 USD FLSO Term Loan B2, 1 mo. USD Term SOFR + 4.50%,<br>8.33%, 05/31/30 (b),(f) | 147923 |  | 77142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constant Contact, Inc., Term Loan, 3 mo. USD Term SOFR + 4.00%,<br>8.17%, 02/10/28 (b),(f) | 7746419 |  | 7365992 |
| &nbsp;&nbsp;&nbsp;&nbsp; MedAssets Software Intermediate Holdings, Inc., 2024 Term Loan A, 3 mo. USD Term SOFR + 5.25%, 5.25%, 12/15/28 (b),(f),(j) | 203401 |  | 187129 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolis Technologies, Inc., 2025 Term Loan B, 6 mo. USD Term SOFR + 5.25%,<br>8.98%, 11/03/32 (b),(f) | 721763 |  | 714545 |
|  |  |  | 15314668 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Tel\*Link Corp., 2024 Term Loan, 1 mo. USD Term SOFR + 7.50%,<br>11.22%, 08/06/29 (b),(f) | 5242835 |  | 5205139 |
|  **Total North America** |  |  | **172770884** |
|  **Oceania — 0.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financial Services — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; HB Acquisitions LLC, 2024 AUD Term Loan A, 3 mo. BBSY + 6.50%,<br>10.14%, 08/07/29 (b),(e),(f) | 3574470 | AUD | 2361569 |
|  **Total Oceania** |  |  | **2361569** |
|  **TOTAL BANK DEBT<br>(COST $185,945,132)** |  |  | **179218401** |
|  **CORPORATE BONDS & NOTES — 6.3%** |  |  |  |
|  **Asia — 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Lodging — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortune Star BVI Ltd., 5.88%, 11/20/30 (b),(c) | 2080000 | EUR | 2410651 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Scenery Journey Ltd., GBP Term Loan B2, 11.50%, 10/24/22 (b),(c),(k) | $3607000 |  | $9018 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group Corp., 6.50%, 10/29/62 (b),(c),(f) | 813000 | EUR | 879595 |
|  **Total Asia** |  |  | **3299264** |
|  **Europe — 0.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Agriculture — 0.2%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; MHP Lux SA, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/19/29 (b),(d) | 689000 |  | 583693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GBP Term Loan B2, 6.25%, 09/19/29 (b),(c) | 3232000 |  | 2738021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GBP Term Loan B2, 6.95%, 04/03/26 (b),(c) | 3257000 |  | 3159221 |
|  |  |  | 6480935 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Entertainment — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CPUK Finance Ltd., 6.88%, 08/28/32 (b),(c) | 1000000 | GBP | 1346747 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail — 0.4%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Stonegate Pub Co. Financing 2019 PLC, 10.75%, 07/31/29 (b),(d) | 9899000 | GBP | 13177284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stonegate Pub Co. Financing PLC, 10.75%, 07/31/29 (b),(c) | 200000 | GBP | 266234 |
|  |  |  | 13443518 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Water — 0.2%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Thames Water Super Senior Issuer PLC, 9.75%, 10/10/27 (b),(d) | 612832 | GBP | 949950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thames Water Utilities Finance PLC, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/31/34 (b),(c) | 1186000 | EUR | 967556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 04/22/42 (b),(c) | 495000 | GBP | 462673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/24/34 (b),(c) | 1188000 | GBP | 1120412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/18/29 (b),(c) | 545000 | EUR | 457712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/28/39 (b),(c) | 295000 | GBP | 285388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/11/43 (b),(c) | 200000 | GBP | 194033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 11/16/30 (b) | 1380000 | GBP | 1350019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 04/30/33 (b),(c) | 612000 | GBP | 598789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 04/30/46 (b),(c) | 200000 | GBP | 197013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 04/25/42 (b),(c) | 200000 | GBP | 197950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thames Water Utilities Ltd., 0.00%, 03/22/27 (b),(d),(i) | 45204 | GBP | 54056 |
|  |  |  | 6835551 |
|  **Total Europe** |  |  | **28106751** |
|  **Middle East — 0.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Services — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Mersin Uluslararasi Liman Isletmeciligi AS, 8.25%, 11/15/28 (b),(c) | 3241000 |  | 3375879 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SA Global Sukuk Ltd., 4.63%, 09/17/35 (b),(c) | 5248000 |  | 5116124 |
|  **Total Middle East** |  |  | **8492003** |
|  **North America — 3.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Advertising — 0.3%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc., 7.50%, 06/01/29 (b),(d) | 9745000 |  | 9676310 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.2%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Braskem Idesa SAPI, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.99%, 02/20/32 (b),(c),(k) | 1226000 |  | 711080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 11/15/29 (b),(c),(k) | 4037000 |  | 2341460 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; WR Grace Holdings LLC, 5.63%, 08/15/29 (b),(d) | $3578000 | $3405847 |
|  |  | 6458387 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Services — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Sotheby's, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/01/29 (b),(d) | 1505000 | 1400242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 10/15/27 (b),(d) | 1656000 | 1646309 |
|  |  | 3046551 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Construction Materials — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CP Atlas Buyer, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 07/15/30 (b),(d) | 1355000 | 1403441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PIK, 12.75%, 01/15/31 (b),(d) | 2183478 | 2068672 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oscar AcquisitionCo LLC, 9.50%, 04/15/30 (b),(d) | 808000 | 361607 |
|  |  | 3833720 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financial Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; MF Global Holdings Ltd., 6.75%, 08/08/16 (b),(e),(k) | 436000 | 95920 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Engineering & Construction — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brand Industrial Services, Inc., 10.38%, 08/01/30 (b),(d) | 2977000 | 2919372 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food Service — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; TKC Holdings, Inc., 10.50%, 05/15/29 (b),(d) | 9832000 | 10103275 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Healthcare-Services — 0.4%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Akumin, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 08/01/28 (b),(d) | 6650000 | 6517000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PIK, 9.00%, 08/01/27 (b),(d) | 1639485 | 1598498 |
| &nbsp;&nbsp;&nbsp;&nbsp; MPH Acquisition Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/31/30 (b),(d) | 1810194 | 1588445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PIK, 11.50%, 12/31/30 (b),(d) | 1228553 | 1299195 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Mentor Holdings, Inc., 10.50%, 12/15/30 (b),(d) | 342000 | 343812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Team Health Holdings, Inc., PIK, 13.50%, 06/30/28 (b),(d) | 1614453 | 1703248 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Renal Care, Inc., 10.63%, 06/28/28 (b),(d) | 1647250 | 1404280 |
|  |  | 14454478 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Household Products/Wares — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Kronos Acquisition Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 06/30/31 (b),(d) | 3167000 | 2082303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 06/30/32 (b),(d) | 3976000 | 1789200 |
|  |  | 3871503 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Housewares — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SWF Holdings I Corp., 6.50%, 10/06/29 (b),(d) | 3107589 | 1274111 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Insurance — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asurion LLC & Asurion Co-Issuer, Inc., 8.00%, 12/31/32 (b),(d) | 186000 | 192996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nature Coast Re Ltd., 13.31%, 04/10/33 (b),(d),(f) | 250000 | 259375 |
|  |  | 452371 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; McGraw-Hill Education, Inc., 8.00%, 08/01/29 (b),(d) | 6820000 | 6891474 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — 1.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Calumet Specialty Products Partners LP, 9.75%, 07/15/28 (d) | 4448000 | 4495238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Long Ridge Energy LLC, 8.75%, 02/15/32 (b),(d) | 895000 | 952675 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Petroleos Mexicanos, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/23/29 (b) | $259000 | $263144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/21/47 (b) | 13241000 | 10886799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/28/60 (b) | 3240000 | 2637684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.69%, 01/23/50 (b) | 25981000 | 23284072 |
|  |  | 42519612 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Packaging & Containers — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Mauser Packaging Solutions Holding Co., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 04/15/30 (b),(d) | 1866000 | 1851278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/15/30 (b),(d) | 2026000 | 1944960 |
|  |  | 3796238 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1261229 BC Ltd., 10.00%, 04/15/32 (b),(d) | 5473000 | 5692012 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pipelines — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Martin Midstream Partners LP/Martin Midstream Finance Corp., 11.50%, 02/15/28 (b),(d) | 8785000 | 9070513 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>REITS — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; IIP Operating Partnership LP, 5.50%, 05/25/26 (b) | 3794000 | 3740701 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GPS Hospitality Holding Co. LLC, 7.00%, 08/15/28 (b),(d) | 4829000 | 2439052 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guitar Center Holdings, Inc., 0.00%, 12/13/30 (b),(e),(i) | 6121315 | 1683362 |
| &nbsp;&nbsp;&nbsp;&nbsp; Michaels Cos., Inc. (The), 7.88%, 05/01/29 (b),(d) | 1922000 | 1774190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Park River Holdings, Inc., 8.00%, 03/15/31 (b),(d) | 218000 | 224757 |
|  |  | 6121361 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CoreWeave, Inc., 9.25%, 06/01/30 (b),(d) | 1054000 | 979980 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.13%, 12/31/32 (b),(c),(d) | 2928300 | 2809118 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brightline East LLC, 11.00%, 01/31/30 (b),(d) | 2425000 | 679000 |
|  **Total North America** |  | **138486007** |
|  **South America — 1.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Airlines — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Azul Secured Finance LLP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10.88%, 08/28/30 (b),(e),(k) | 802022 | 86217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 08/28/29 (b),(e),(k) | 2385785 | 256472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.93%, 08/28/28 (b),(e),(k) | 2699274 | 1347389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PIK, 15.00%, 02/27/26 (b),(d) | 5471397 | 5540577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group SA, 7.88%, 04/15/30 (b),(c) | 4000000 | 4207080 |
|  |  | 11437735 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Braskem Netherlands Finance BV, 4.50%, 01/10/28 (b),(c) | 4905000 | 2011944 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Electric — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Generacion Mediterranea SA, 11.00%, 11/01/31 (b),(c) | 1909000 | 1336300 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Iron/Steel — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Samarco Mineracao SA, PIK, 9.50%, 06/30/31 (b),(d) | 9885852 | 10013923 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; VTR Comunicaciones SpA, 4.38%, 04/15/29 (b),(c) | $2950000 |  | $2861821 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — 0.7%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ecopetrol SA, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 04/29/30 (b) | 2386000 |  | 2420104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/01/32 (b) | 5282000 |  | 5435653 |
| &nbsp;&nbsp;&nbsp;&nbsp; Petroleos del Peru SA, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/19/32 (b),(c) | 11931000 |  | 8799113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 06/19/47 (b),(c) | 10058000 |  | 6393192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Raizen Fuels Finance SA, 6.95%, 03/05/54 (b),(c) | 5520000 |  | 4209000 |
|  |  |  | 27257062 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Telecom Argentina SA, 9.50%, 07/18/31 (b),(c) | 3006000 |  | 3164596 |
|  **Total South America** |  |  | **58083381** |
|  **Supranational — 0.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Multi-National — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for Reconstruction & Development, 14.91%, 07/24/28 (b),(d),(f) | 250000 |  | 255275 |
|  **Total Supranational** |  |  | **255275** |
|  **TOTAL CORPORATE BONDS & NOTES<br>(COST $239,578,257)** |  |  | **236722681** |
|  **SOVEREIGN DEBT — 2.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ecuador Government International Bonds, 0.00%, 07/31/30 (b),(c),(i) | 3243630 |  | 2753842 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Salvador Government International Bonds, 0.25%, 04/17/30 (b),(c) | 4700000 |  | 133950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honduras Government International Bonds, 8.63%, 11/27/34 (b),(c) | 3288000 |  | 3699986 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ivory Coast Government International Bonds, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/30/32 (b),(c) | 5291000 | EUR | 6032058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/31/32 (b),(c),(g) | $1418447 |  | 1422028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/17/31 (b),(c) | 2780000 | EUR | 3289323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/03/28 (b),(c) | $5347000 |  | 5422787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 01/30/33 (b),(c) | 2005000 |  | 2167538 |
| &nbsp;&nbsp;&nbsp;&nbsp; KSA Ijarah Sukuk Ltd., 4.88%, 09/09/35 (b),(c) | 10033000 |  | 10063865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lebanon Government International Bonds, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/09/20 (b),(c),(k) | 45310000 |  | 10480203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 04/12/21 (b),(c),(k) | 18118000 |  | 4193230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lithuania Government International Bonds, 4.25%, 09/10/45 (b),(c) | 2600000 | EUR | 2990453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico Government International Bonds, 5.50%, 08/17/30 (b),(c) | $30300000 |  | 30863277 |
| &nbsp;&nbsp;&nbsp;&nbsp; Montenegro Government International Bonds, 7.25%, 03/12/31 (b),(c) | 4119000 |  | 4389606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Provincia de Buenos Aires Government International Bonds, 6.63%, 09/01/37 (b),(c),(g) | 2220691 |  | 1702004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Republic of Tajikistan International Bonds, 7.13%, 09/14/27 (b),(c) | 758667 |  | 760589 |
| &nbsp;&nbsp;&nbsp;&nbsp; Republic of Uzbekistan International Bonds, 5.38%, 05/29/27 (b),(c) | 3378000 | EUR | 4057678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sri Lanka Government International Bonds, 4.00%, 04/15/28 (b),(c) | $4207816 |  | 4032586 |
|  **TOTAL SOVEREIGN DEBT (COST $89,318,832)** |  |  | **98455003** |
|  **MORTGAGE-BACKED SECURITIES — 26.7%** |  |  |  |
|  **Europe — 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Collateralized Mortgage Obligation (Residential) — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR26, Class CB1,<br>5.88%, 11/25/33 (b),(f) | 191475 |  | 173442 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Mortgage-Backed Securities — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Taurus EU DAC, Series 2025-EU1A, Class E, 3 mo. EURIBOR + 3.50%,<br>5.56%, 02/17/35 (b),(d),(f) | 999933 | EUR | 1156435 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taurus NL DAC, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-NL1X, Class C, 3 mo. EURIBOR + 2.05%, 4.10%, 02/20/30 (b),(c),(f) | 48764 | EUR | 56582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-NL1X, Class D, 3 mo. EURIBOR + 2.50%, 4.55%, 02/20/30 (b),(c),(f) | 487644 | EUR | 500464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taurus UK DAC, Series UK3A, Class E, 3 mo. SONIO+ 3.80%, 7.77%, 07/20/35 (b),(d),(f) | 142000 | GBP | 191845 |
|  |  |  | 1905326 |
|  **Total Europe** |  |  | **2078768** |
|  **North America — 26.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Collateralized Mortgage Obligation (Residential) — 2.3%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ajax Mortgage Loan Trust, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-E, Class B1, 3.73%, 12/25/60 (b),(d),(f) | 972000 |  | $640999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-E, Class B2, 3.90%, 12/25/60 (b),(d),(f) | 762000 |  | 467008 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Home Mortgage Investment Trust, Series 2004-4, Class 6A2,<br>6.00%, 02/25/45 (b),(g) | 7500000 |  | 6742192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banc of America Funding Trust, Series 2006-H, Class 5A1, 1 mo. TSFR + .47%,<br>4.21%, 10/20/36 (b),(f) | 3698705 |  | 1156378 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banc of America Mortgage Trust, Series 2004-F, Class B1, 5.94%, 07/25/34 (b),(f) | 188620 |  | 167705 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Mortgage Loan Trust, Series 2021-NQM1, Class B2, 5.43%, 09/25/51 (b),(d) | 100000 |  | 90184 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bear Stearns ALT-A Trust, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-9, Class B1, 5.74%, 09/25/34 (b),(f) | 204740 |  | 200553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-10, Class 2B1, 4.87%, 01/25/36 (b),(f) | 666695 |  | 475819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-1, Class 11A2, 1 mo. TSFR + .75%, 4.49%, 02/25/36 (b),(f) | 1061447 |  | 929360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-3, Class 22A1, 4.19%, 05/25/36 (b),(f) | 324359 |  | 234229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-4, Class 13A1, 1 mo. TSFR + .43%, 4.17%, 08/25/36 (b),(f) | 222096 |  | 187829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bear Stearns Asset-Backed Securities I Trust, Series 2007-AC5, Class A5, 1 mo. TSFR + .56%, 4.30%, 07/25/37 (b),(f) | 2514715 |  | 600826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Calcon Mutual Mortgage, Series 2023-1, Class M1, 4.96%, 06/25/54 (b),(d),(f) | 3006000 |  | 3039222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chase Mortgage Finance Trust, Series 2007-A1, Class 1M, 6.39%, 02/25/37 (b),(f) | 210479 |  | 184869 |
| &nbsp;&nbsp;&nbsp;&nbsp; ChaseFlex Trust, Series 2007-1, Class 1A1, 6.50%, 02/25/37 (b) | 998375 |  | 350614 |
| &nbsp;&nbsp;&nbsp;&nbsp; CHL Mortgage Pass-Through Trust, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-25, Class 1A2, 1 mo. TSFR + .89%, 4.63%, 02/25/35 (b),(f) | 361773 |  | 351479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-3, Class 1A4, 1 mo. TSFR + .83%, 4.57%, 04/25/35 (b),(f) | 382922 |  | 351872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Mortgage Loan Trust, Inc., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-NCM2, Class B1, 7.60%, 08/25/34 (b),(f) | 658346 |  | 264432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-AR6, Class 2A4, 1 mo. TSFR + .55%, 4.29%, 09/25/36 (b),(f) | 809988 |  | 290004 |
| &nbsp;&nbsp;&nbsp;&nbsp; CitiMortgage Alternative Loan Trust, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-A4, Class 1A5, 1 mo. TSFR + .76%, 4.50%, 09/25/36 (b),(f) | 677797 |  | 563253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-A6, Class 1A1, 1 mo. TSFR + .71%, 4.45%, 06/25/37 (b),(f) | 253779 |  | 215200 |
| &nbsp;&nbsp;&nbsp;&nbsp; COLT Funding LLC, Series 2025-1, Class B1, 7.12%, 01/25/70 (b),(d),(f) | 627000 |  | 637288 |
| &nbsp;&nbsp;&nbsp;&nbsp; COLT Mortgage Loan Trust, Series 2022-2, Class B1, 3.95%, 02/25/67 (b),(d),(f) | 100000 |  | 83164 |
| &nbsp;&nbsp;&nbsp;&nbsp; COLT Trust, Series 2021-RPL1, Class B2, 4.48%, 09/25/61 (b),(d),(f) | 446000 |  | 341128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Countrywide Alternative Loan Trust, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-5CB, Class 1A20, 1 mo. TSFR + 5.35%, 1.61%, 04/25/37 (b),(f),(h) | 698056 |  | 79858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-5CB, Class 1A21, 1 mo. TSFR + .65%, 4.39%, 04/25/37 (b),(f) | 698056 |  | 258905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-16CB, Class M, 5.76%, 08/25/34 (b),(f) | 271731 |  | 244278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-22CB, Class M, 6.00%, 10/25/34 (b),(f) | 345278 |  | 241274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-2CB, Class M, 5.89%, 03/25/34 (b),(f) | 279845 |  | 238329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-4CB, Class M, 5.68%, 04/25/34 (b),(f) | 144734 |  | 118803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-10CB, Class 1A1, 1 mo. TSFR + .61%, 4.35%, 05/25/35 (b),(f) | 242697 |  | 183529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-11CB, Class 3A2, 1 mo. TSFR + .61%, 4.35%, 06/25/35 (b),(f) | 258968 |  | 196227 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-28CB, Class 2A8, 1 mo. TSFR + .51%, 4.25%, 08/25/35 (b),(f) | $1560214 | $890478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-56, Class 1A2, 1 mo. TSFR + 1.27%, 5.01%, 11/25/35 (b),(f) | 263979 | 251893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-59, Class 1A1, 1 mo. TSFR + .77%, 4.51%, 11/20/35 (b),(f) | 5733490 | 5490534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-69, Class A2, 12 mo. MTA + 1.70%, 5.73%, 12/25/35 (b),(f) | 245735 | 250505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-76, Class 1A2, 12 mo. MTA + 2.00%, 6.03%, 01/25/36 (b),(f) | 1370122 | 1216050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-J9, Class 1A1, 1 mo. TSFR + .81%, 4.55%, 08/25/35 (b),(f) | 464044 | 246290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-13T1, Class A15, 6.00%, 05/25/36 (b) | 380682 | 166817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-19CB, Class A19, 1 mo. TSFR + .91%, 4.65%, 08/25/36 (b),(f) | 542214 | 238605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-20CB, Class A1, 1 mo. TSFR + .45%, 4.19%, 07/25/36 (b),(f) | 698040 | 204631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-20CB, Class A6, 1 mo. TSFR + .61%, 4.35%, 07/25/36 (b),(f) | 678481 | 210488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-21CB, Class A5, 1 mo. TSFR + .51%, 4.25%, 07/25/36 (b),(f) | 486163 | 199165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-23CB, Class 2A3, 6.50%, 08/25/36 (b) | 713871 | 205254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-28CB, Class A10, 1 mo. TSFR + .81%, 4.55%, 10/25/36 (b),(f) | 665633 | 244799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-28CB, Class A19, 1 mo. TSFR + .51%, 4.25%, 10/25/36 (b),(f) | 703571 | 232793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-29T1, Class 3A1, 6.50%, 10/25/36 (b) | 567804 | 143491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-31CB, Class A3, 6.00%, 11/25/36 (b) | 417916 | 245115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-31CB, Class A5, 1 mo. TSFR + .86%, 4.60%, 11/25/36 (b),(f) | 472458 | 204643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-39CB, Class 1A6, 1 mo. TSFR + .71%, 4.45%, 01/25/37 (b),(f) | 261844 | 183422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-41CB, Class 2A7, 1 mo. TSFR + .71%, 4.45%, 01/25/37 (b),(f) | 1100304 | 446415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-41CB, Class 2A8, 1 mo. TSFR + .76%, 4.50%, 01/25/37 (b),(f) | 1137523 | 465887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-7CB, Class 1A4, 6.00%, 05/25/36 (b) | 740374 | 382104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-8T1, Class 1A1, 1 mo. TSFR + .61%, 4.35%, 04/25/36 (b),(f) | 687751 | 219619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J1, Class 1A4, 1 mo. TSFR + .61%, 4.35%, 02/25/36 (b),(f) | 326381 | 192048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J2, Class A1, 1 mo. TSFR + .61%, 4.35%, 04/25/36 (b),(f) | 575571 | 213389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA12, Class A1C, 1 mo. TSFR + .39%, 4.41%, 09/20/46 (b),(f) | 306984 | 267818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA12, Class A2, 1 mo. TSFR + .32%, 4.27%, 09/20/46 (b),(f) | 164390 | 149566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA16, Class A3, 1 mo. TSFR + .61%, 4.35%, 10/25/46 (b),(f) | 246265 | 210906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA19, Class A1, 1 mo. TSFR + .29%, 4.03%, 02/20/47 (b),(f) | 479646 | 374477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA19, Class A4, 1 mo. TSFR + .32%, 4.06%, 02/20/47 (b),(f) | 286330 | 230214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA2, Class A1, 1 mo. TSFR + .53%, 4.27%, 05/20/46 (b),(f) | 474441 | 455717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA8, Class 2A3, 1 mo. TSFR + .49%, 4.23%, 07/25/46 (b),(f) | 80219 | 90171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA8, Class 2A4, 1 mo. TSFR + .63%, 4.37%, 07/25/46 (b),(f) | 340366 | 274371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA9, Class 2A1A, 1 mo. TSFR + .53%, 4.27%, 07/20/46 (b),(f) | 512074 | 441552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-16CB, Class 1A2, 1 mo. TSFR + .51%, 4.25%, 08/25/37 (b),(f) | 356322 | 233949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-16CB, Class 2A1, 1 mo. TSFR + .56%, 4.30%, 08/25/37 (b),(f) | 2107322 | 717562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-17CB, Class 1A6, 1 mo. TSFR + .61%, 4.35%, 08/25/37 (b),(f) | 799240 | 356547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-18CB, Class 1A2, 1 mo. TSFR + .58%, 4.32%, 08/25/37 (b),(f) | 700295 | 186430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-20, Class A1, 1 mo. TSFR + .61%, 4.35%, 08/25/47 (b),(f) | 851451 | 297340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-23CB, Class A3, 1 mo. TSFR + .61%, 4.35%, 09/25/37 (b),(f) | 1756357 | 591791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-23CB, Class A7, 1 mo. TSFR + .51%, 4.25%, 09/25/37 (b),(f) | 614818 | 220854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-2CB, Class 1A7, 1 mo. TSFR + .61%, 4.35%, 03/25/37 (b),(f) | 542490 | 206287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-8CB, Class A5, 1 mo. TSFR + .61%, 4.35%, 05/25/37 (b),(f) | 869419 | 351449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HY6, Class A1, 1 mo. TSFR + .53%, 4.27%, 08/25/47 (b),(f) | 367407 | 318149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-J1, Class 3A1, 4.20%, 11/25/36 (b),(g) | 316374 | 226431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA11, Class A1A, 12 mo. MTA + 1.38%, 5.41%, 11/25/47 (b),(f) | 284498 | 251320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA2, Class 1A1, 12 mo. MTA + .84%, 4.87%, 03/25/47 (b),(f) | 175076 | 151717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OH2, Class A2B, 1 mo. TSFR + .47%, 4.21%, 08/25/47 (b),(f) | 119662 | 122791 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-8, Class DB1, 5.59%, 12/25/34 (b),(f) | 325553 | 239608 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSMC Trust, Series 2021-NQM3, Class B2, 4.13%, 04/25/66 (b),(d),(f) | 800000 | 614000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Deephaven Residential Mortgage Trust, Series 2021-4, Class B2, 4.42%, 11/25/66 (b),(d),(f) | 100000 | 77405 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR5, Class 1A1, 1 mo. TSFR + .37%, 4.11%, 10/25/36 (b),(f) | $1239166 | $405606 |
| &nbsp;&nbsp;&nbsp;&nbsp; DSLA Mortgage Loan Trust, Series 2005-AR2, Class 2A1A, 1 mo. TSFR + .53%,<br>4.27%, 03/19/45 (b),(f) | 845594 | 794178 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Horizon Alternative Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-FA8, Class 1A3, 1 mo. TSFR + .61%, 4.35%, 02/25/37 (b),(f) | 731134 | 201336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-FA2, Class 1A2, 1 mo. TSFR + .66%, 4.40%, 04/25/37 (b),(f) | 952660 | 242685 |
| &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities Corp. Trust, Series 2021-PJ1, Class B3, 2.74%, 06/25/51 (b),(d),(f) | 3619215 | 3003427 |
| &nbsp;&nbsp;&nbsp;&nbsp; GSR Mortgage Loan Trust, Series 2005-AR6, Class B1, 5.54%, 09/25/35 (b),(f) | 256082 | 207726 |
| &nbsp;&nbsp;&nbsp;&nbsp; HarborView Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-10, Class 2A1B, 1 mo. TSFR + .87%, 4.61%, 11/19/35 (b),(f) | 957260 | 606082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-4, Class 1A1A, 1 mo. TSFR + .47%, 4.21%, 05/19/46 (b),(f) | 528454 | 264371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-6, Class 2A1B, 1 mo. TSFR + .34%, 4.08%, 08/19/37 (b),(f) | 6755610 | 5851487 |
| &nbsp;&nbsp;&nbsp;&nbsp; IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class A22, 1 mo. TSFR + .47%,<br>4.21%, 07/25/47 (b),(f) | 377753 | 281667 |
| &nbsp;&nbsp;&nbsp;&nbsp; IndyMac INDX Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-AR7, Class 3A1, 3.75%, 05/25/36 (b),(f) | 194433 | 170640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-FLX2, Class A2, 1 mo. TSFR + .49%, 4.23%, 04/25/37 (b),(f) | 195843 | 203269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-FLX5, Class 2A2, 1 mo. TSFR + .59%, 4.33%, 08/25/37 (b),(f) | 3940504 | 3428487 |
| &nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-A5, Class IB1, 5.08%, 08/25/35 (b),(f) | 545626 | 466704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HE2, Class M3, 1 mo. SOFR + 3.25%, 7.17%, 03/20/54 (b),(d),(f) | 3447551 | 3496717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lehman Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-2, Class 3A1, 1 mo. TSFR + .86%, 4.60%, 12/25/35 (b),(f) | 491978 | 234142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-1, Class 1A2, 5.75%, 02/25/37 (b) | 445022 | 444588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lehman XS Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-17, Class WF41, 6.23%, 11/25/36 (b),(g) | 232020 | 219775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-15N, Class 4A1, 1 mo. TSFR + 1.01%, 4.75%, 08/25/47 (b),(f) | 234300 | 215836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-3, Class M1, 5.28%, 11/25/35 (b),(f) | 250738 | 137003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-A5, Class M1, 4.77%, 06/25/35 (b),(f) | 623104 | 552873 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-7AR, Class B1, 5.62%, 09/25/34 (b),(f) | 239805 | 187570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-9, Class B1, 5.40%, 11/25/34 (b),(f) | 255010 | 223996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-1, Class B1, 5.66%, 03/25/35 (b),(f) | 410118 | 182045 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Residential Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-NQM1, Class B2, 3.75%, 04/25/61 (b),(d),(f) | 100000 | 55662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-NQM1, Class B2, 7.98%, 03/25/64 (b),(d),(f) | 100000 | 100643 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2006-AR3, Class A3A, 1 mo. TSFR + .45%, 4.19%, 10/25/36 (b),(f) | 263614 | 235159 |
| &nbsp;&nbsp;&nbsp;&nbsp; PRKCM Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-AFC2, Class B2, 8.15%, 06/25/58 (b),(d),(f) | 100000 | 101368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-AFC1, Class B2, 8.40%, 03/25/59 (b),(d),(f) | 1409000 | 1421372 |
| &nbsp;&nbsp;&nbsp;&nbsp; RALI Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-QO7, Class 1A1, 12 mo. MTA + .80%, 4.83%, 09/25/46 (b),(f) | 294744 | 228317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-QH5, Class AI1, 1 mo. TSFR + .53%, 4.27%, 06/25/37 (b),(f) | 1317442 | 993592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rate Mortgage Trust, Series 2025-J3, Class B4, 6.21%, 11/25/55 (b),(d),(f) | 304000 | 250836 |
| &nbsp;&nbsp;&nbsp;&nbsp; RCKT Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-CES1, Class M2, 7.98%, 06/25/43 (b),(d),(f) | 251000 | 253737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-CES2, Class M1, 7.36%, 09/25/43 (b),(d),(f) | 5513000 | 5586097 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Residential Asset Mortgage Products Trust, Series 2005-RS4, Class M7, 1 mo. TSFR + 1.39%, 5.77%, 04/25/35 (b),(f) | $2253000 | $1933628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Residential Asset Securitization Trust, Series 2006-A7CB, Class 1A4, 6.25%, 07/25/36 (b) | 297121 | 235671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-FIG3, Class B, 7.71%, 08/25/53 (b),(d) | 1192143 | 1211553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-INV1, Class B1, 7.15%, 08/25/59 (b),(d),(f) | 1054000 | 1072070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sequoia Mortgage Trust, Series 2019-4, Class B4, 3.78%, 11/25/49 (b),(d),(f) | 2158000 | 1517242 |
| &nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-INV1, Class B1, 3.26%, 11/25/55 (b),(d) | 123000 | 113987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-4, Class B2, 4.14%, 08/25/56 (b),(d),(f) | 268000 | 219639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1, Class B1, 3.96%, 12/25/66 (b),(d),(f) | 135000 | 102812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Structured Asset Mortgage Investments II Trust, Series 2007-AR1, Class 2A2, 1 mo. TSFR + .53%, 4.27%, 01/25/37 (b),(f) | 382033 | 425613 |
| &nbsp;&nbsp;&nbsp;&nbsp; Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class B1II, 4.93%, 09/25/33 (b),(f) | 160878 | 109861 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thornburg Mortgage Securities Trust, Series 2005-3, Class B1, 5.58%, 10/25/45 (b),(f) | 577548 | 470251 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towd Point Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class B3, 4.54%, 01/25/60 (b),(d),(f) | 2690000 | 2038654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class B2, 4.21%, 11/25/61 (b),(d),(f) | 494000 | 388513 |
| &nbsp;&nbsp;&nbsp;&nbsp; TRK Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-INV2, Class B2, 4.34%, 11/25/56 (b),(d),(f) | 1000000 | 736119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-INV1, Class B1, 3.98%, 02/25/57 (b),(d),(f) | 111000 | 85314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-INV1, Class B2, 3.98%, 02/25/57 (b),(d),(f) | 100000 | 62860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verus Securitization Trust, Series 2024-1, Class B1, 7.91%, 01/25/69 (b),(d),(f) | 2149000 | 2189966 |
| &nbsp;&nbsp;&nbsp;&nbsp; Visio Trust, Series 2023-2, Class B2, 7.71%, 10/25/58 (b),(d),(f) | 100000 | 99479 |
| &nbsp;&nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Certificates Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR1, Class B1, 1 mo. TSFR + .94%, 4.67%, 01/25/45 (b),(f) | 211822 | 185940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR17, Class A1C4, 1 mo. TSFR + .91%, 4.65%, 12/25/45 (b),(f) | 378742 | 331026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR6, Class B1, 1 mo. TSFR + 1.01%, 4.75%, 04/25/45 (b),(f) | 438686 | 358964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR9, Class B1, 1 mo. TSFR + 1.06%, 4.79%, 07/25/45 (b),(f) | 138904 | 137239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-AR1, Class 2A1C, 12 mo. MTA + 1.07%, 5.10%, 01/25/46 (b),(f) | 170644 | 170877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-AR17, Class 1A, 12 mo. MTA + .82%, 3.88%, 12/25/46 (b),(f) | 1136777 | 946328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-AR7, Class 2A, 12 mo. MTA + .98%, 5.01%, 07/25/46 (b),(f) | 279766 | 275387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HY6, Class 1A1, 4.03%, 06/25/37 (b),(f) | 260617 | 215737 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-11, Class A2, 5.75%, 01/25/36 (b) | 197552 | 170276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR1, Class A1B, 1 mo. TSFR + .79%, 4.53%, 12/25/35 (b),(f) | 234247 | 256322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-5, Class 1A3, 6.00%, 07/25/36 (b) | 322175 | 255362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-3, Class A19, 6.00%, 04/25/37 (b) | 432840 | 388024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA3, Class 2A, 12 mo. MTA + .75%, 4.78%, 02/25/47 (b),(f) | 211426 | 182750 |
|  |  | 88666124 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Mortgage-Backed Securities — 2.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Arbor Multifamily Mortgage Securities Trust, Series 2022-MF4, Class E,<br>2.00%, 02/15/55 (b),(d) | 130000 | 99665 |
| &nbsp;&nbsp;&nbsp;&nbsp; AREIT Trust, Series 2022-CRE7, Class C, 1 mo. TSFR + 3.84%,<br>7.58%, 06/17/39 (b),(d),(f) | 1000000 | 1000546 |
| &nbsp;&nbsp;&nbsp;&nbsp; ARES Trust, Series 2025-IND3, Class E, 1 mo. TSFR + 3.55%,<br>7.30%, 04/15/42 (b),(d),(f) | 1010000 | 1013754 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-V18, Class XD, 1.95%, 10/15/58 (b),(d),(f),(h) | 1000000 | 85781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-V19, Class XD, 1.77%, 01/15/58 (b),(d),(f),(h) | 1000000 | 78790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-V11, Class XD, 1.87%, 11/15/57 (b),(d),(f),(h) | 1000000 | 62651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-V7, Class XD, 2.85%, 05/15/56 (b),(d),(f),(h) | 1000000 | 82167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-V8, Class XD, 2.95%, 07/15/57 (b),(d),(f),(h) | 1000000 | 89283 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-V17, Class XD, 1.97%, 09/15/58 (b),(d),(f),(h) | $1000000 | $82738 |
| &nbsp;&nbsp;&nbsp;&nbsp; BLP Commercial Mortgage Trust, Series 2024-IND2, Class E, 1 mo. TSFR + 3.69%,<br>7.44%, 03/15/41 (b),(d),(f) | 4274713 | 4273289 |
| &nbsp;&nbsp;&nbsp;&nbsp; BMO Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C10, Class XD, 2.27%, 05/15/58 (b),(d),(f),(h) | 1000000 | 86182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C9, Class XD, 1.98%, 04/15/58 (b),(d),(f),(h) | 1000000 | 75124 |
| &nbsp;&nbsp;&nbsp;&nbsp; BMP Trust, Series 2024-MF23, Class E, 1 mo. TSFR + 3.39%, 7.14%, 06/15/41 (b),(d),(f) | 1000000 | 1003060 |
| &nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-VIVA, Class E, 3.55%, 03/11/44 (b),(d),(f) | 5006000 | 4583469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CIP, Class F, 1 mo. TSFR + 3.33%, 7.08%, 12/15/38 (b),(d),(f) | 134586 | 134376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MC, Class G, 1 mo. TSFR + 3.20%, 6.95%, 04/15/34 (b),(d),(f) | 100000 | 96289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-AHP, Class E, 1 mo. TSFR + 3.04%, 6.79%, 01/17/39 (b),(d),(f) | 227000 | 226524 |
| &nbsp;&nbsp;&nbsp;&nbsp; CD Mortgage Trust, Series 2016-CD1, Class D, 2.74%, 08/10/49 (b),(d),(f) | 422000 | 223370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2012-GC8, Class C, 5.29%, 09/10/45 (b),(d),(f) | 91143 | 87248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-GC37, Class D, 2.79%, 04/10/49 (b),(d) | 100000 | 86704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C7, Class E, 2.75%, 12/15/72 (b),(d) | 697000 | 484938 |
| &nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-CR14, Class D, 3.62%, 02/10/47 (b),(d),(f) | 591000 | 510367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR22, Class E, 3.00%, 03/10/48 (b),(d) | 239000 | 189804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR23, Class D, 4.19%, 05/10/48 (b),(f) | 35725 | 34338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR25, Class D, 3.47%, 08/10/48 (b),(f) | 320024 | 306085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR27, Class D, 3.62%, 10/10/48 (b),(d),(f) | 3065000 | 2651348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR27, Class E, 3.25%, 10/10/48 (b),(d) | 1439000 | 928896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-LC21, Class C, 4.24%, 07/10/48 (b),(f) | 760167 | 750412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-LC21, Class D, 4.24%, 07/10/48 (b),(f) | 1348000 | 1305394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-180W, Class E, 7.36%, 08/10/42 (b),(d),(f) | 1000000 | 1007816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-180W, Class X, 1.35%, 08/10/42 (b),(d),(f),(h) | 1000000 | 57568 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C4, Class F, 3.50%, 11/15/48 (b),(d),(f) | 2347782 | 2325523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C5, Class C, 4.40%, 11/15/48 (b),(f) | 59455 | 59047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-CX11, Class D, 2.75%, 04/15/51 (b),(d),(f) | 604000 | 508020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C16, Class D, 3.00%, 06/15/52 (b),(d) | 163000 | 139995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C17, Class D, 2.50%, 09/15/52 (b),(d) | 1409000 | 1059967 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSTL Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-GATE2, Class E, 6.35%, 11/10/42 (b),(d),(f) | 1000000 | 999293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-GATE, Class E, 6.96%, 11/10/41 (b),(d),(f) | 873000 | 898102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Credit Risk, Series 2021-MN1, Class M2, 1 mo. SOFR + 3.75%, 7.62%, 01/25/51 (b),(d),(f) | 102000 | 104859 |
| &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Corp. Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ROSS, Class F, 1 mo. TSFR + 4.16%, 7.92%, 05/15/26 (b),(d),(f) | 1019000 | 615438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ROSS, Class G, 1 mo. TSFR + 4.91%, 8.67%, 05/15/26 (b),(d),(f) | 1000000 | 433236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ROSS, Class H, 1 mo. TSFR + 6.16%, 9.92%, 05/15/26 (b),(d),(f) | 1000000 | 136740 |
| &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-GC24, Class B, 4.50%, 09/10/47 (b),(f) | 100000 | 95670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-GC24, Class C, 4.52%, 09/10/47 (b),(f) | 303000 | 270633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-GS8, Class D, 2.70%, 11/10/50 (b),(d) | 1593000 | 1247916 |
| &nbsp;&nbsp;&nbsp;&nbsp; HarborView Mortgage Loan Trust, Series 2005-12, Class 2A1B, 12 mo. MTA + 2.00%,<br>6.03%, 10/19/35 (b),(f) | 358936 | 286324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hilton USA Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-HHV, Class F, 4.19%, 11/05/38 (b),(d),(f) | 11467000 | 11223051 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-SFP, Class F, 6.16%, 11/05/35 (b),(d) | $1068000 | $21928 |
| &nbsp;&nbsp;&nbsp;&nbsp; ICNQ Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MF, Class E, 6.35%, 12/10/34 (b),(d),(f) | 1702000 | 1718826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MF, Class F, 6.35%, 12/10/34 (b),(d),(f) | 1000000 | 980473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MF, Class X, 0.45%, 12/10/34 (b),(d),(f),(h) | 1000000 | 16073 |
| &nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-JP1, Class C, 4.78%, 01/15/49 (b),(f) | 102000 | 91480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-JP3, Class D, 3.41%, 08/15/49 (b),(d),(f) | 100000 | 92917 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C23, Class D, 4.04%, 09/15/47 (b),(d),(f) | 100000 | 89289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C26, Class C, 4.07%, 01/15/48 (b),(f) | 642000 | 610118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C31, Class E, 4.54%, 08/15/48 (b),(d),(f) | 1093000 | 188791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C1, Class C, 4.71%, 03/17/49 (b),(f) | 651000 | 646778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C1, Class E, 4.71%, 03/17/49 (b),(d),(f) | 3126000 | 2514879 |
| &nbsp;&nbsp;&nbsp;&nbsp; Life Mortgage Trust, Series 2021-BMR, Class F, 1 mo. TSFR + 2.46%,<br>6.21%, 03/15/38 (b),(d),(f) | 805000 | 776608 |
| &nbsp;&nbsp;&nbsp;&nbsp; LSTAR Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-5, Class C, 4.69%, 03/10/50 (b),(d),(f) | 967000 | 916749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-5, Class D, 4.69%, 03/10/50 (b),(d),(f) | 1125000 | 962730 |
| &nbsp;&nbsp;&nbsp;&nbsp; MF1 LLC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-FL9, Class B, 1 mo. TSFR + 3.15%, 6.88%, 06/19/37 (b),(d),(f) | 1213000 | 1213450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-FL9, Class C, 1 mo. TSFR + 3.70%, 7.43%, 06/19/37 (b),(d),(f) | 1000000 | 1000331 |
| &nbsp;&nbsp;&nbsp;&nbsp; MF1 Ltd., Series 2022-FL8, Class C, 1 mo. TSFR + 2.20%, 5.93%, 02/19/37 (b),(d),(f) | 847000 | 843299 |
| &nbsp;&nbsp;&nbsp;&nbsp; MHP Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-MHIL, Class F, 1 mo. TSFR + 3.26%, 7.01%, 01/15/39 (b),(d),(f) | 80000 | 79845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-MHIL, Class G, 1 mo. TSFR + 3.96%, 7.71%, 01/15/27 (b),(d),(f) | 626400 | 625494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C2, Class XD, 1.64%, 11/15/58 (b),(d),(f),(h) | 1000000 | 72429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C31, Class D, 3.00%, 11/15/49 (b),(d),(f) | 1441000 | 1217907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C32, Class D, 3.40%, 12/15/49 (b),(d),(f) | 991000 | 822109 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust, Series 2016-UB11, Class E, 2.59%, 08/15/49 (b),(d),(f) | 3200500 | 2971783 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Orleans Hotel Trust, Series 2019-HNLA, Class E, 1 mo. TSFR + 2.74%,<br>6.49%, 04/15/32 (b),(d),(f) | 1301000 | 1285999 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prima Capital CRE Securitization Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-RK1, Class CG, 4.00%, 04/15/38 (b),(d) | 339000 | 297336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-RK1, Class CT, 4.45%, 04/15/38 (b),(d) | 121000 | 107354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class D, 1 mo. TSFR + 3.06%,<br>6.80%, 11/25/36 (b),(d),(f) | 100000 | 99907 |
| &nbsp;&nbsp;&nbsp;&nbsp; ReadyCap Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-6, Class C, 4.13%, 10/25/52 (b),(d),(f) | 1691000 | 1555984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-6, Class D, 4.63%, 10/25/52 (b),(d),(f) | 227000 | 194316 |
| &nbsp;&nbsp;&nbsp;&nbsp; RFR Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-SGRM, Class F, 8.23%, 03/11/41 (b),(d),(f) | 2000000 | 2053374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-SGRM, Class E, 7.27%, 03/11/41 (b),(d),(f) | 2895000 | 2962404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-SGRM, Class X, 0.11%, 03/11/41 (b),(d),(f),(h) | 1204000 | 2670 |
| &nbsp;&nbsp;&nbsp;&nbsp; RIDE, Series 2025-SHRE, Class E, 7.81%, 02/14/47 (b),(d),(f) | 1000000 | 1023200 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCG Trust, Series 2025-SNIP, Class E, 1 mo. TSFR + 3.40%, 7.15%, 09/15/42 (b),(d),(f) | 1000000 | 1002417 |
| &nbsp;&nbsp;&nbsp;&nbsp; SFO Commercial Mortgage Trust, Series 2021-555, Class E, 1 mo. TSFR + 3.01%,<br>6.76%, 05/15/38 (b),(d),(f) | 1000000 | 989478 |
| &nbsp;&nbsp;&nbsp;&nbsp; SG Commercial Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C5, Class D, 4.82%, 10/10/48 (b),(d),(f) | 205000 | 179609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-PREZ, Class E, 3.48%, 09/15/39 (b),(d),(f) | 1720000 | 1462053 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; SHR Trust, Series 2024-LXRY, Class D, 1 mo. TSFR + 3.60%,<br>7.35%, 10/15/41 (b),(d),(f) | $674000 | $678514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-LIH, Class F, 1 mo. TSFR + 3.67%, 7.42%, 11/15/36 (b),(d),(f) | 125000 | 124165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-LIH, Class G, 1 mo. TSFR + 4.31%, 8.07%, 11/15/36 (b),(d),(f) | 1000000 | 989125 |
| &nbsp;&nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C11, Class D, 3.00%, 06/15/51 (b),(d),(f) | 112000 | 87598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C9, Class D, 4.94%, 03/15/51 (b),(d),(f) | 331000 | 141927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C17, Class D, 2.50%, 10/15/52 (b),(d) | 103000 | 73805 |
| &nbsp;&nbsp;&nbsp;&nbsp; Velocity Commercial Capital Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-3, Class M1, 7.51%, 08/25/53 (b),(d),(f) | 2402392 | 2476405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-3, Class M2, 8.27%, 08/25/53 (b),(d),(f) | 204944 | 210929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C7, Class XB, 0.85%, 12/15/58 (b),(f),(h) | 1000000 | 39466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C7, Class XD, 2.30%, 12/15/58 (b),(d),(f),(h) | 1000000 | 102038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-LC18, Class D, 3.96%, 12/15/47 (b),(d),(f) | 992000 | 914760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C27, Class D, 3.77%, 02/15/48 (b),(d) | 2991000 | 1630194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-NXS4, Class D, 3.91%, 12/15/48 (b),(f) | 18516 | 18174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C32, Class D, 3.79%, 01/15/59 (b),(d),(f) | 465000 | 463049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-LC24, Class D, 3.21%, 10/15/49 (b),(d) | 3576000 | 2757400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-NXS5, Class E, 4.91%, 01/15/59 (b),(d),(f) | 100000 | 65778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C4, Class XD, 2.23%, 05/15/58 (b),(d),(f),(h) | 1000000 | 87180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C6, Class XD, 2.22%, 10/15/58 (b),(d),(f),(h) | 1000000 | 94577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Worldwide Plaza Trust, Series 2017-WWP, Class F, 3.60%, 11/10/36 (b),(d),(f) | 109000 | 4274 |
|  |  | 84751535 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Interest Only Commercial Mortgage-Backed Securities — 2.7%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank5, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-5YR11, Class XD, 2.32%, 11/15/57 (b),(d),(f),(h) | 1000000 | 78382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-5YR5, Class XD, 3.01%, 02/15/29 (b),(d),(f),(h) | 1000000 | 85138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5YR14, Class XD, 2.28%, 04/15/58 (b),(d),(f),(h) | 1000000 | 87484 |
| &nbsp;&nbsp;&nbsp;&nbsp; BBCMS Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C38, Class XD, 2.00%, 11/15/58 (b),(d),(f),(h) | 1000000 | 88684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-C16, Class XD, 2.18%, 06/15/55 (b),(d),(f),(h) | 4299000 | 508297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C34, Class XD, 2.56%, 05/15/58 (b),(d),(f),(h) | 1000000 | 99477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5C37, Class XD, 2.10%, 09/15/58 (b),(d),(f),(h) | 1000000 | 87287 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust, Series 2023-V3, Class XD,<br>3.17%, 07/15/56 (b),(d),(f),(h) | 1000000 | 76163 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Housing Finance Agency, Series X, Class X, 0.29%, 01/15/35 (b),(f),(h) | 13932847 | 193931 |
| &nbsp;&nbsp;&nbsp;&nbsp; CFK Trust, Series 2020-MF2, Class X, 0.77%, 03/15/39 (b),(d),(f),(h) | 19612000 | 118947 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C7, Class XD, 1.17%, 12/15/72 (b),(d),(f),(h) | 5347000 | 306618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-GC43, Class XD, 0.60%, 11/10/52 (b),(d),(f),(h) | 5918000 | 131344 |
| &nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust, Series 2014-UBS4, Class XA, 0.74%, 08/10/47 (b),(f),(h) | 1925634 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C3, Class XA, 0.00%, 08/15/48 (b),(f),(h),(i) | 6424360 | 809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C18, Class XD, 1.41%, 12/15/52 (b),(d),(f),(h) | 4452333 | 206419 |
| &nbsp;&nbsp;&nbsp;&nbsp; DC Office Trust, Series 2019-MTC, Class X, 0.11%, 09/15/45 (b),(d),(f),(h) | 64579000 | 324509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K049, Class X3, 4.05%, 10/25/43 (b),(f),(h) | 134940 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K061, Class X1, 0.15%, 11/25/26 (b),(f),(h) | 15104114 | 15451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K071, Class X1, 0.28%, 11/25/27 (b),(f),(h) | 83558446 | 355959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K085, Class X3, 2.31%, 12/25/45 (b),(f),(h) | 1000000 | 59620 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K095, Class X3, 2.10%, 08/25/47 (b),(f),(h) | $9297000 | $621570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K102, Class X3, 1.89%, 12/25/46 (b),(f),(h) | 1000000 | 65666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K115, Class X3, 2.95%, 09/25/48 (b),(f),(h) | 1000000 | 111215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K118, Class X3, 2.69%, 10/25/48 (b),(f),(h) | 652000 | 68371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K119, Class X3, 2.73%, 09/25/48 (b),(f),(h) | 1525000 | 164366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K122, Class X3, 2.63%, 01/25/49 (b),(f),(h) | 1000000 | 106119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K128, Class X3, 2.78%, 04/25/31 (b),(f),(h) | 1000000 | 119178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K143, Class X3, 3.14%, 04/25/50 (b),(f),(h) | 1000000 | 158375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K154, Class X1, 0.29%, 11/25/32 (b),(f),(h) | 29979509 | 423850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KLU1, Class X3, 4.03%, 01/25/31 (b),(f),(h) | 9860440 | 1212223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KLU2, Class X1, 1.26%, 08/25/29 (b),(f),(h) | 36478190 | 1368662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KLU2, Class X3, 4.25%, 08/25/29 (b),(f),(h) | 5417880 | 637479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KS11, Class XFX, 1.58%, 06/25/29 (b),(f),(h) | 24453904 | 975222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KW10, Class X3, 2.72%, 10/25/32 (b),(f),(h) | 5935000 | 524428 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. REMICS, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 4976, Class MI, 4.50%, 05/25/50 (h) | 11614124 | 2543342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5036, Class IB, 5.00%, 10/25/48 (h) | 9261581 | 2352386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5036, Class KI, 4.00%, 06/25/48 (h) | 13925017 | 2871144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5093, Class AI, 3.50%, 04/25/51 (h) | 10257601 | 1677497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5104, Class GI, 3.50%, 06/25/49 (h) | 7816782 | 1529713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5134, Class BI, 4.50%, 08/25/51 (h) | 14169703 | 3339884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5146, Class BI, 4.00%, 08/25/50 (h) | 18193396 | 3709088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5236, Class KI, 4.00%, 11/25/51 (h) | 24082782 | 4986412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5322, Class DI, 3.00%, 10/25/51 (h) | 12806234 | 1957113 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. STRIPS, Series 303, Class C28, 4.50%, 01/15/43 (h) | 7529625 | 1408379 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association Interest STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 409, Class C14, 3.50%, 04/25/42 (h) | 10433766 | 1640981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 413, Class C35, 4.50%, 07/25/42 (h) | 8526134 | 1637307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association REMICS, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-41, Class GI, 4.00%, 10/15/44 (h) | 28668160 | 5556749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-65, Class JI, 4.00%, 09/25/50 (h) | 9471431 | 2082844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-67, Class GI, 3.50%, 10/25/51 (h) | 23236173 | 4080202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-4, Class WI, 3.00%, 02/25/52 (h) | 23960393 | 2596252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-18, Class SJ, 1 mo. SOFR + 7.05%, 3.18%, 03/25/55 (f),(h) | 63011632 | 5144459 |
| &nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association REMICS, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-158, Class JI, 5.00%, 02/20/50 (h) | 10306090 | 2443698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-125, Class CI, 5.00%, 06/20/52 (h) | 17512989 | 3488973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-116, Class SJ, 1 mo. SOFR + 5.85%, 1.93%, 08/20/53 (f),(h) | 59780149 | 3399159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-149, Class SH, 1 mo. SOFR + 7.00%, 3.08%, 10/20/53 (f),(h) | 31522410 | 2931805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-183, Class SE, 1 mo. SOFR + 5.85%, 1.93%, 12/20/53 (f),(h) | 46432316 | 3004403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-96, Class SB, 1 mo. SOFR + 6.00%, 2.08%, 07/20/53 (f),(h) | 25878792 | 1768945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-20, Class SB, 1 mo. SOFR + 5.82%, 1.90%, 02/20/54 (f),(h) | 24114247 | 1578712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-20, Class SC, 1 mo. SOFR + 5.60%, 1.68%, 02/20/54 (f),(h) | 24114247 | 1424115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-200, Class SG, 1 mo. SOFR + 5.45%, 1.53%, 05/20/53 (f),(h) | 55994125 | 3071446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-8, Class SA, 1 mo. SOFR + 7.02%, 3.10%, 01/20/54 (f),(h) | 23186413 | 2137300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-120, Class IA, 4.00%, 03/20/52 (h) | 16683339 | 3284816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-120, Class IB, 4.00%, 01/20/51 (h) | 33958988 | 6897885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-120, Class IC, 4.50%, 01/20/50 (h) | 14999013 | 3298373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-120, Class ID, 4.50%, 06/20/52 (h) | 22064067 | 4310304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class XCP,<br>0.00%, 12/15/36 (b),(d),(f),(h),(i) | 15243000 | 152 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, Series 2019-GC40, Class XD,<br>1.23%, 07/10/52 (b),(d),(f),(h) | $2219000 | $82647 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMDB Commercial Mortgage Securities Trust, Series 2019-COR6, Class XD,<br>1.41%, 11/13/52 (b),(d),(f),(h) | 4231000 | 199373 |
| &nbsp;&nbsp;&nbsp;&nbsp; MFT Mortgage Trust, Series 2020-ABC, Class XA, 0.12%, 02/10/42 (b),(d),(f),(h) | 20401000 | 110227 |
|  |  | 101927853 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>U.S. Government Sponsored Agency Securities — 19.4%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA, 30 Year Maturity, 5.50%, 01/01/55 (l) | 555000000 | 562848255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA, 30 Year Maturity, 6.50%, 01/01/55 (l) | 80000000 | 83140640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA, 30 Year Maturity, 6.50%, 02/01/56 (l) | 81000000 | 84195693 |
|  |  | 730184588 |
|  **Total North America** |  | **1005530100** |
|  **TOTAL MORTGAGE-BACKED SECURITIES<br>(COST $1,019,553,196)** |  | **1007608868** |
|  **U.S. TREASURY OBLIGATIONS — 1.5%** |  |  |
|  **North America — 1.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Bills, 0.00%, 04/14/26 (i) | 12500000 | 12375296 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Inflation-Indexed Notes, 1.88%, 07/15/35 (b) | 40555600 | 40447014 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 4.00%, 11/15/35 (b) | 3230000 | 3183569 |
|  **Total North America** |  | **56005879** |
|  **TOTAL U.S. TREASURY OBLIGATIONS<br>(COST $56,339,020)** |  | **56005879** |
|  | **Shares** |  |
|  **CLOSED-END FUND — 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Pershing Square Holdings Ltd. | 717214 | 46258566 |
|  **TOTAL CLOSED-END FUND<br>(COST $37,812,972)** |  | **46258566** |
|  **EXCHANGE-TRADED FUNDS — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street SPDR S&P Insurance ETF (b) | 221 | 13293 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Utilities Select Sector SPDR ETF (b) | 849 | 36244 |
|  **TOTAL EXCHANGE-TRADED FUNDS<br>(COST $48,380)** |  | **49537** |
|  **UNDERTAKINGS FOR COLLECTIVE INVESTMENT IN TRANSFERABLE SECURITY — 2.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ruffer SICAV - Ruffer Total Return International Class I (a) | 40229307 | 83310872 |
|  **TOTAL UNDERTAKINGS FOR COLLECTIVE INVESTMENT IN TRANSFERABLE SECURITY<br>(COST $80,000,000)** |  | **83310872** |
|  **WARRANTS — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI Penny Warrant (a),(b) | 111184 | 2224 |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI Warrant (a),(b) | 100595 | 0 |
|  **TOTAL WARRANTS<br>(COST $0)** |  | **2224** |
|  **INVESTMENTS IN INVESTEE FUNDS — 9.0%** |  |  |
|  **North America — 9.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aeolus Property Catastrophe Keystone PF Fund LP<br>(cost $2,117,768) (a),(m) | 3 | 6901927 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Asgard Fixed Income Risk Premia Fund<br>(cost $88,578,583) (a),(m) | 91067 | $145037797 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kirkoswald Global Macro Fund Ltd.<br>(cost $52,567,982) (a),(m) | 476987 | 61031729 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rokos Global Macro Fund Ltd.<br>(cost $128,492,348) (a),(m) | 363794 | 127984765 |
|  **Total North America** |  | **340956218** |
|  **TOTAL INVESTMENTS IN INVESTEE FUNDS<br>(COST $271,756,681)** |  | **340956218** |
|  **RIGHTS — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aduro Biotech, Inc. (a),(e) | 1040 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gracell Biotechnologies, Inc. (a),(e) | 5000 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; ImageneBio, Inc. (a),(e) | 1700 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pershing Square SPARC Holdings Ltd. (a),(e) | 505024 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pershing Square Tontine Holdings Ltd. (a),(e) | 2020101 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tectonic Therapeutic, Inc. (a),(e) | 450 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; TransCode Therapeutics, Inc. (a),(e) | 1 | 0 |
|  **TOTAL RIGHTS<br>(COST $0)** |  | **0** |
|  **TOTAL LONG-TERM INVESTMENTS<br>(COST $3,286,814,242)** |  | **3453077260** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **PURCHASED OPTIONS — 0.9%** | **PURCHASED OPTIONS — 0.9%** | **PURCHASED OPTIONS — 0.9%** | **PURCHASED OPTIONS — 0.9%** | **PURCHASED OPTIONS — 0.9%** |  |  |  |
|  **Exchange-Traded Call Options — 0.3%** | **Exchange-Traded Call Options — 0.3%** | **Exchange-Traded Call Options — 0.3%** | **Exchange-Traded Call Options — 0.3%** | **Exchange-Traded Call Options — 0.3%** | **Exchange-Traded Call Options — 0.3%** | **Exchange-Traded Call Options — 0.3%** | **Exchange-Traded Call Options — 0.3%** |
|  NAT GAS EURO OPT FEB 26 | 6.00 USD | 1/27/26 | 28 | 168 | $96268 | $4144 | $(92124) |
|  NAT GAS EURO OPT MAR 26 | 6.00 USD | 2/24/26 | 27 | 162 | 95775 | 2646 | (93129) |
|  NAT GAS EURO OPT APR 26 | 6.00 USD | 3/26/26 | 25 | 150 | 95500 | 1475 | (94025) |
|  NAT GAS EURO OPT MAY 26 | 6.00 USD | 4/27/26 | 25 | 150 | 95500 | 1775 | (93725) |
|  NAT GAS EURO OPT JUN 26 | 6.00 USD | 5/26/26 | 25 | 150 | 95500 | 2625 | (92875) |
|  NAT GAS EURO OPT JUL 26 | 6.00 USD | 6/25/26 | 25 | 150 | 95500 | 4900 | (90600) |
|  NAT GAS EURO OPT AUG 26 | 6.00 USD | 7/28/26 | 25 | 150 | 95500 | 6875 | (88625) |
|  NAT GAS EURO OPT SEP 26 | 6.00 USD | 8/26/26 | 25 | 150 | 95500 | 8675 | (86825) |
|  NAT GAS EURO OPT OCT 26 | 6.00 USD | 9/25/26 | 25 | 150 | 95500 | 11850 | (83650) |
|  NAT GAS EURO OPT NOV 26 | 6.00 USD | 10/27/26 | 25 | 150 | 95500 | 20200 | (75300) |
|  NAT GAS EURO OPT DEC 26 | 6.00 USD | 11/24/26 | 25 | 150 | 95500 | 46525 | (48975) |
|  NAT GAS EURO OPT FEB 26 | 4.50 USD | 1/27/26 | 150 | 675 | 560030 | 135000 | (425030) |
|  NAT GAS EURO OPT MAR 26 | 4.50 USD | 2/24/26 | 25 | 112 | 118250 | 10350 | (107900) |
|  NAT GAS EURO OPT APR 26 | 4.50 USD | 3/26/26 | 25 | 112 | 118250 | 10075 | (108175) |
|  NAT GAS EURO OPT MAY 26 | 4.50 USD | 4/27/26 | 25 | 112 | 118250 | 14025 | (104225) |
|  NAT GAS EURO OPT JUN 26 | 4.50 USD | 5/26/26 | 25 | 112 | 118250 | 21750 | (96500) |
|  NAT GAS EURO OPT JUL 26 | 4.50 USD | 6/25/26 | 25 | 113 | 118250 | 35850 | (82400) |
|  NAT GAS EURO OPT AUG 26 | 4.50 USD | 7/28/26 | 25 | 113 | 118250 | 46225 | (72025) |
|  NAT GAS EURO OPT SEP 26 | 4.50 USD | 8/26/26 | 25 | 113 | 118250 | 49825 | (68425) |
|  NAT GAS EURO OPT OCT 26 | 4.50 USD | 9/25/26 | 25 | 113 | 118250 | 57000 | (61250) |
|  NAT GAS EURO OPT NOV 26 | 4.50 USD | 10/27/26 | 25 | 113 | 118250 | 80275 | (37975) |
|  NAT GAS EURO OPT DEC 26 | 4.50 USD | 11/24/26 | 25 | 113 | 118250 | 138800 | 20550 |
|  NAT GAS EURO FUT MAR 26 | 50.00 EUR | 2/24/26 | 55 | 2750 | 300337 | 4610 | (295727) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Premium<br>Paid** | **Market<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  NAT GAS EURO FUT FEB 26 | 50.00 EUR | 1/27/26 | 55 | 2750 | $| 271638 | $| 1390 | $| (270248) |
|  LME Copper 3Mo Call | 11,500.00 USD | 12/02/26 | 40 | 460000 |  | 503128 |  | 1498190 |  | 995062 |
|  SOYBEAN OIL MAR 26 | 55.00 USD | 2/20/26 | 63 | 3465 |  | 117411 |  | 10395 |  | (107016) |
|  CRUDE OIL FUT DEC 26 | 75.00 USD | 11/17/26 | 48 | 3600 |  | 117818 |  | 60000 |  | (57818) |
|  S&P 500 Index | 9,000.00 USD | 12/18/26 | 4382 | 39438000 |  | 1741887 |  | 4009530 |  | 2267643 |
|  LME Copper 3Mo Call | 11,000.00 USD | 6/03/26 | 22 | 242000 |  | 170471 |  | 890203 |  | 719732 |
|  NAT GAS EURO FUT MAR 26 | 40.00 EUR | 2/24/26 | 67 | 2680 |  | 17102 |  | 12344 |  | (4758) |
|  NAT GAS EURO FUT FEB 26 | 34.00 EUR | 1/27/26 | 264 | 8976 |  | 394603 |  | 43991 |  | (350612) |
|  LME Copper 3Mo Call | 12,000.00 USD | 6/03/26 | 22 | 264000 |  | 159599 |  | 543450 |  | 383851 |
|  SOYBEAN OIL MAY 26 | 55.00 USD | 4/24/26 | 60 | 3300 |  | 105666 |  | 32400 |  | (73266) |
|  SOYBEAN OIL MAY 26 | 70.00 USD | 4/24/26 | 32 | 2240 |  | 10287 |  | 2208 |  | (8079) |
|  LITHIUM HYD FUT JUL 26 | 15.00 USD | 8/04/26 | 20 | 300 |  | 6146 |  | 53800 |  | 47654 |
|  LITHIUM HYD FUT AUG 26 | 15.00 USD | 9/02/26 | 20 | 300 |  | 6146 |  | 55800 |  | 49654 |
|  LITHIUM HYD FUT SEP 26 | 15.00 USD | 10/02/26 | 20 | 300 |  | 6146 |  | 56400 |  | 50254 |
|  LITHIUM HYD FUT OCT 26 | 15.00 USD | 11/03/26 | 20 | 300 |  | 6146 |  | 65200 |  | 59054 |
|  LITHIUM HYD FUT NOV 26 | 15.00 USD | 12/02/26 | 20 | 300 |  | 6146 |  | 68600 |  | 62454 |
|  LITHIUM HYD FUT DEC 26 | 15.00 USD | 1/05/27 | 20 | 300 |  | 6146 |  | 72400 |  | 66254 |
|  SOYBEAN OIL MAR 26 | 70.00 USD | 2/20/26 | 34 | 2380 |  | 5014 |  | 510 |  | (4504) |
|  SOYBEAN OIL JUL 26 | 55.00 USD | 6/26/26 | 65 | 3575 |  | 116789 |  | 55965 |  | (60824) |
|  NAT GAS EURO FUT MAR 26 | 80.00 EUR | 2/24/26 | 430 | 34400 |  | 54924 |  | 9011 |  | (45913) |
|  LME Copper 3Mo Call | 11,300.00 USD | 1/07/26 | 32 | 361600 |  | 84903 |  | 1043936 |  | 959033 |
|  NAT GAS EURO OPT FEB 26 | 8.00 USD | 1/27/26 | 4 | 32 |  | 1750 |  | 152 |  | (1598) |
|  NAT GAS EURO OPT FEB 26 | 10.00 USD | 1/27/26 | 4 | 40 |  | 1030 |  | 44 |  | (986) |
|  NAT GAS EURO OPT FEB 26 | 11.50 USD | 1/27/26 | 1 | 12 |  | 143 |  | 5 |  | (138) |
|  NAT GAS EURO OPT FEB 26 | 7.00 USD | 1/27/26 | 91 | 637 |  | 20344 |  | 6370 |  | (13974) |
|  SILVER MAR 26 | 72.00 USD | 2/24/26 | 44 | 3168 |  | 1291489 |  | 1264560 |  | (26929) |
|  NAT GAS EURO OPT FEB 26 | 6.50 USD | 1/27/26 | 23 | 149 |  | 8209 |  | 2254 |  | (5955) |
|  CRUDE OIL FUT FEB 26 | 64.00 USD | 1/14/26 | 50 | 3200 |  | 12589 |  | 4500 |  | (8089) |
|  NAT GAS EURO OPT FEB 26 | 6.25 USD | 1/27/26 | 58 | 362 |  | 12059 |  | 6902 |  | (5157) |
|  LME Nickel 3Mo Call | 17,500.00 USD | 4/01/26 | 22 | 385000 |  | 84548 |  | 74296 |  | (10252) |
|  LIVE CATTLE FEB 26 | 228.00 USD | 2/06/26 | 26 | 5928 |  | 58005 |  | 71760 |  | 13755 |
|  NAT GAS EURO OPT FEB 26 | 4.95 USD | 1/27/26 | 100 | 495 |  | 58292 |  | 48300 |  | (9992) |
|  |  |  |  |  | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550984 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10780341 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229357 |
|  **Exchange-Traded Put Options — 0.1%** | **Exchange-Traded Put Options — 0.1%** | **Exchange-Traded Put Options — 0.1%** | **Exchange-Traded Put Options — 0.1%** | **Exchange-Traded Put Options — 0.1%** | **Exchange-Traded Put Options — 0.1%** | **Exchange-Traded Put Options — 0.1%** | **Exchange-Traded Put Options — 0.1%** | **Exchange-Traded Put Options — 0.1%** | **Exchange-Traded Put Options — 0.1%** | **Exchange-Traded Put Options — 0.1%** |
|  LME Copper 3Mo Call | 8,500.00 USD | 12/02/26 | 40 | 340000 |  | 463128 |  | 72620 |  | (390508) |
|  LME Copper 3Mo Call | 8,500.00 USD | 6/03/26 | 22 | 187000 |  | 133971 |  | 3971 |  | (130000) |
|  CRUDE OIL FUT DEC 26 | 50.00 USD | 11/17/26 | 43 | 2150 |  | 155788 |  | 138460 |  | (17328) |
|  California Carbon Allowance Vintage DEC 26 | 20.00 USD | 12/15/26 | 750 | 15000 |  | 363115 |  | 237000 |  | (126115) |
|  NAT GAS EURO FUT FEB 26 | 29.00 EUR | 1/27/26 | 264 | 7656 |  | 248020 |  | 337337 |  | 89317 |
|  LME Copper 3Mo Call | 9,000.00 USD | 6/03/26 | 22 | 198000 |  | 82048 |  | 10235 |  | (71813) |
|  California Carbon Allowance Vintage MAR 26 | 25.00 USD | 3/16/26 | 1500 | 37500 |  | 521230 |  | 189000 |  | (332230) |
|  LITHIUM HYD FUT JUL 26 | 9.00 USD | 8/04/26 | 20 | 180 |  | 10146 |  | 800 |  | (9346) |
|  LITHIUM HYD FUT AUG 26 | 9.00 USD | 9/02/26 | 20 | 180 |  | 10146 |  | 1600 |  | (8546) |
|  LITHIUM HYD FUT SEP 26 | 9.00 USD | 10/02/26 | 20 | 180 |  | 10146 |  | 1800 |  | (8346) |
|  LITHIUM HYD FUT OCT 26 | 9.00 USD | 11/03/26 | 20 | 180 |  | 10146 |  | 1800 |  | (8346) |
|  LITHIUM HYD FUT NOV 26 | 9.00 USD | 12/02/26 | 20 | 180 |  | 10140 |  | 3200 |  | (6940) |
|  LITHIUM HYD FUT DEC 26 | 9.00 USD | 1/05/27 | 20 | 180 |  | 10146 |  | 3400 |  | (6746) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  CRUDE OIL FUT APR 26 | 50.00 USD | 3/17/26 | 200 | 10000 | $214354 | $160000 | $(54354) |
|  SGX IRON ORE JAN 26 | 75.00 USD | 1/30/26 | 108 | 8100 | 1350 | 0 | (1350) |
|  SGX IRON ORE JAN 26 | 95.00 USD | 1/30/26 | 108 | 10260 | 32130 | 0 | (32130) |
|  SGX IRON ORE FEB 26 | 75.00 USD | 2/27/26 | 108 | 8100 | 1350 | 0 | (1350) |
|  SGX IRON ORE FEB 26 | 95.00 USD | 2/27/26 | 108 | 10260 | 32130 | 2592 | (29538) |
|  SGX IRON ORE MAR 26 | 75.00 USD | 3/31/26 | 108 | 8100 | 1350 | 0 | (1350) |
|  SGX IRON ORE MAR 26 | 95.00 USD | 3/31/26 | 108 | 10260 | 32130 | 7236 | (24894) |
|  SGX IRON ORE APR 26 | 75.00 USD | 4/30/26 | 108 | 8100 | 1350 | 0 | (1350) |
|  SGX IRON ORE APR 26 | 95.00 USD | 4/30/26 | 108 | 10260 | 32130 | 11772 | (20358) |
|  SGX IRON ORE MAY 26 | 75.00 USD | 5/29/26 | 108 | 8100 | 1350 | 108 | (1242) |
|  SGX IRON ORE MAY 26 | 95.00 USD | 5/29/26 | 108 | 10260 | 32130 | 15876 | (16254) |
|  SGX IRON ORE JUN 26 | 75.00 USD | 6/30/26 | 108 | 8100 | 1350 | 324 | (1026) |
|  SGX IRON ORE JUN 26 | 95.00 USD | 6/30/26 | 108 | 10260 | 32130 | 20628 | (11502) |
|  California Carbon Allowance Vintage MAR 26 | 30.00 USD | 3/16/26 | 575 | 17250 | 782472 | 374900 | (407572) |
|  CRUDE FIN CSO 1MO FEB 26 | 0.00 USD | 1/16/26 | 215 | 0 | 26439 | 8600 | (17839) |
|  CRUDE FIN CSO 1MO MAR 26 | 0.00 USD | 2/19/26 | 215 | 0 | 26439 | 17200 | (9239) |
|  LME Copper 3Mo Call | 10,300.00 USD | 1/07/26 | 32 | 329600 | 80103 | 8 | (80095) |
|  GOLD FEB 26 | 4,150.00 USD | 1/27/26 | 11 | 45650 | 43479 | 35860 | (7619) |
|  S&P 500 Index | 6,500.00 USD | 1/30/26 | 1065 | 6922500 | 3410134 | 2412225 | (997909) |
|  LIVE CATTLE FEB 26 | 228.00 USD | 2/06/26 | 26 | 5928 | 48757 | 34320 | (14437) |
|  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6861227 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4102872 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2758355) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Counterparty** | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **OTC Call Options — 0.4%** | **OTC Call Options — 0.4%** | **OTC Call Options — 0.4%** | **OTC Call Options — 0.4%** | **OTC Call Options — 0.4%** | **OTC Call Options — 0.4%** | **OTC Call Options — 0.4%** | **OTC Call Options — 0.4%** | **OTC Call Options — 0.4%** |
|  LME Copper 3Mo Call | Citibank N.A. | 12,500.00 USD | 3/04/26 | 1342 | 16775000 | $237534 | $734174 | $496640 |
|  LME Copper 3Mo Call | Goldman<br> Sachs & Co. | 12,500.00 USD | 3/04/26 | 2917 | 36462500 | 555689 | 1595816 | 1040127 |
|  LME Copper 3Mo Call | Morgan<br> Stanley<br>Capital<br>Services LLC | 12,500.00 USD | 3/04/26 | 2992 | 37400000 | 523899 | 1636846 | 1112947 |
|  LME Copper 3Mo Call | Goldman<br> Sachs & Co. | 12,000.00 USD | 6/03/26 | 2398 | 28776000 | 520366 | 2400986 | 1880620 |
|  LME Copper 3Mo Call | Citibank N.A. | 12,000.00 USD | 6/03/26 | 2639 | 31668000 | 567385 | 2642286 | 2074901 |
|  SOFR Interest Rate Swaption Call 4.3725 8/29/35 | Deutsche<br>Bank AG | 4.37 USD | 8/27/35 | 3500000 | 15303750 | 472325 (n) | 410657 | (61668) |
|  SOFR Interest Rate Swaption Call 4.67 8/29/35 | Barclays<br>Bank PLC | 4.67 USD | 8/27/35 | 2500000 | 11675000 | 215000 (n) | 194277 | (20723) |
|  SOFR Interest Rate Swaption Call 3.21 8/23/34 | Bank Of<br> America<br> Merrill Lynch | 3.21 USD | 8/21/34 | 2500000 | 8025000 | 351875 (n) | 171090 | (180785) |
|  SOFR Interest Rate Swaption Call 3.21 8/31/29 | Bank Of<br> America<br> Merrill Lynch | 3.21 USD | 8/29/29 | 2500000 | 8025000 | 357500 (n) | 109278 | (248222) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Counterparty** | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Premium<br>Paid** | **Market<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  SOFR Interest Rate Swaption Call 3.265 8/18/34 | Bank Of America<br> Merrill Lynch | 3.27 USD | 8/16/34 | 2500000 | 8162500 |  | $351,000(n) |  | $174372 |  | $(176628) |
|  SOFR Interest Rate Swaption Call 3.745 3/1/34 | Deutsche Bank AG | 3.75 USD | 2/27/34 | 4000000 | 14980000 |  | 525,000(n) |  | 321509 |  | (203491) |
|  SOFR Interest rate Swaption Call 3.187 8/23/34 | Barclays Bank PLC | 3.19 USD | 8/21/34 | 2500000 | 7967500 |  | 354,625(n) |  | 170322 |  | (184303) |
|  SOFR Interest Rate Swaption Call 3.22 8/31/29 | Bank Of<br> America<br> Merrill Lynch | 3.22 USD | 8/29/29 | 2500000 | 8050000 |  | 357,500(n) |  | 110105 |  | (247395) |
|  SOFR Interest Rate Swaption Call 3.225 8/25/34 | Bank Of<br> America<br> Merrill Lynch | 3.23 USD | 8/23/34 | 2500000 | 8062500 |  | 350,000(n) |  | 171653 |  | (178347) |
|  SOFR Interest Rate Swaption Call 4.1725 9/12/35 | Bank Of<br> America<br> Merrill Lynch | 4.17 USD | 9/10/35 | 3000000 | 12517500 |  | 399,225(n) |  | 321922 |  | (77303) |
|  LME Copper 3Mo Call | Morgan Stanley Capital Services LLC | 11,000.00 USD | 6/03/26 | 43 | 473000 |  | 618125 |  | 1752462 |  | 1134337 |
|  Bloomberg Commodity Index 06/30/26 (e) | Morgan Stanley Capital Services LLC | 115.50 USD | 6/30/26 | 59091 | 6825068 |  | 177275 |  | 141820 |  | (35455) |
|  USD CNH FX Option Call 6.9 4/29/27 | J.P. Morgan<br> Securities LLC | 6.90 USD | 4/29/27 | 10750000 | 74175000 |  | 205841 |  | 138838 |  | (67003) |
|  USD CNH FX Option Call 7.1 4/29/27 | J.P. Morgan<br> Securities LLC | 7.10 USD | 4/29/27 | 10750000 | 76325000 |  | 101889 |  | 63077 |  | (38812) |
|  XAU USD FX Option Call 4550 1/22/26 | Morgan Stanley Capital Services LLC | 4,550.00 USD | 1/22/26 | 2150 | 9782500 |  | 165958 |  | 46960 |  | (118998) |
|  XAG USD FX Option Call 80 3/5/26 | Morgan Stanley Capital Services LLC | 80.00 USD | 3/05/26 | 225000 | 18000000 |  | 1053000 |  | 715934 |  | (337066) |
|  |  |  |  |  |  | $| 8461011 | $| 14024384 | $| 5563373 |
|  **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** | **OTC Put Options — 0.1%** |
|  XAU USD FX Option Put 3300 1/28/26 | J.P. Morgan<br> Securities LLC | 3,300.00 USD | 1/28/26 | 4000 | 13200000 |  | 260000 |  | 122 |  | (259878) |
|  SOFR Interest Rate Swaption Put 4.3725 8/29/35 | Deutsche Bank AG | 4.37 USD | 8/27/35 | 3500000 | 15303750 |  | 472,325(n) |  | 451936 |  | (20389) |
|  SOFR Interest Rate Swaption Put 4.67 8/29/35 | Barclays Bank PLC | 4.67 USD | 8/27/35 | 2500000 | 11675000 |  | 215,500(n) |  | 201718 |  | (13782) |
|  SOFR Interest Rate Swaption Put 3.745 3/1/34 | Deutsche Bank AG | 3.75 USD | 2/27/34 | 4000000 | 14980000 |  | 525,000(n) |  | 622426 |  | 97426 |
|  SOFR Interest Rate Swaption Put 5.375 6/30/27 | Barclays Bank PLC | 5.38 USD | 6/28/27 | 11050000 | 59393750 |  | 18,343(n) |  | 2813 |  | (15530) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Counterparty** | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  SOFR Interest Rate Swaption Put 3.21 8/23/34 | Bank Of<br> America<br> Merrill Lynch | 3.21 USD | 8/21/34 | 2500000 | 8025000 | $351,875(n) | $480978 | $129103 |
|  SOFR Interest Rate Swaption Put 3.21 8/31/29 | Bank Of<br> America<br> Merrill Lynch | 3.21 USD | 8/29/29 | 2500000 | 8025000 | 357,500(n) | 508706 | 151206 |
|  SOFR Interest Rate Swaption Put 3.22 8/31/29 | Bank Of<br> America<br> Merrill Lynch | 3.22 USD | 8/29/29 | 2500000 | 8050000 | 357,500(n) | 505835 | 148335 |
|  SOFR Interest Rate Swaption Put 5.375 7/14/27 | Barclays Bank PLC | 5.38 USD | 7/12/27 | 5500000 | 29562500 | 9,295(n) | 1515 | (7780) |
|  SOFR Interest Rate Swaption Put 3.265 8/18/34 | Bank Of<br> America<br> Merrill Lynch | 3.27 USD | 8/16/34 | 2500000 | 8162500 | 351,000(n) | 471452 | 120452 |
|  SOFR Interest Rate Swaption Put 5.375 12/18/26 | Barclays Bank PLC | 5.38 USD | 12/16/26 | 5500000 | 29562500 | 7,783(n) | 390 | (7393) |
|  SOFR Interest Rate Swaption Put 3.187 8/23/34 | Barclays Bank PLC | 3.19 USD | 8/21/34 | 2500000 | 7967500 | 354,625(n) | 485653 | 131028 |
|  SOFR Interest Rate Swaption Put 3.225 8/25/34 | Bank Of<br> America<br> Merrill Lynch | 3.23 USD | 8/23/34 | 2500000 | 8062500 | 350,000(n) | 477896 | 127896 |
|  SOFR Interest Rate Swaption Put 4.1725 9/12/35 | Bank Of<br> America<br> Merrill Lynch | 4.17 USD | 9/10/35 | 3000000 | 12517500 | 399,225(n) | 411223 | 11998 |
|  NVIDIA Corp. AUG 26 | Bank Of<br> America<br> Merrill Lynch | 175.00 USD | 8/21/26 | 18 | 3150 | 39150 | 33052 | (6098) |
|  USD CNH FX Option Put 6.9 4/29/27 | J.P. Morgan<br> Securities LLC | 6.90 USD | 4/29/27 | 10750000 | 74175000 | 187932 | 273537 | 85605 |
|  USD CNH FX Option Put 6.75 4/29/27 | J.P. Morgan<br> Securities LLC | 6.75 USD | 4/29/27 | 10750000 | 72562500 | 102104 | 156475 | 54371 |
|  NVIDIA Corp. AUG 26 | Bank Of<br> America<br> Merrill Lynch | 180.00 USD | 8/21/26 | 18 | 3240 | 42426 | 36938 | (5488) |
|  |  |  |  |  |  | $4401583 | $5122665 | $721082 |
|  **Total Purchased Options Outstanding** | **Total Purchased Options Outstanding** | **Total Purchased Options Outstanding** | **Total Purchased Options Outstanding** | **Total Purchased Options Outstanding** | **Total Purchased Options Outstanding** | $28274805 | $34030262 | $5755457 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
|  **REPURCHASE AGREEMENTS(o) — 1.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.35%, dated 11/28/2024, due On Demand (collateralized by Bahrain International Bond, 5.45% due 09/16/2032, market value $1,238,044) (p) | 1233853 | $1233853 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.35%, dated 11/28/2024, due On Demand (collateralized by Bahrain International Bond, 5.45% due 09/16/2032, market value $719,929) (p) | 717491 | 717491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.20%, dated 03/26/2025, due On Demand (collateralized by Bahrain International Bond, 5.88% due 06/05/2032, market value $2,805,012) (p) | 2940668 | 2940668 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.20%, dated 03/26/2025, due On Demand (collateralized by Bahrain International Bond, 5.88% due 06/05/2032, market value $1,641,273) (p) | 1720648 | 1720648 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.15%, dated 04/03/2025, due On Demand (collateralized by Bahrain International Bond, 5.88% due 06/05/2032, market value $515,657) (p) | 541607 | $541607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.15%, dated 04/03/2025, due On Demand (collateralized by Bahrain International Bond, 5.88% due 06/05/2032, market value $888,856) (p) | 933587 | 933587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.00%, dated 04/07/2025, due On Demand (collateralized by Bahrain International Bond, 6.00% due 02/12/2031, market value $1,038,900) (p) | 1059138 | 1059138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.00%, dated 04/07/2025, due On Demand (collateralized by Bahrain International Bond, 6.00% due 02/12/2031, market value $606,279) (p) | 618089 | 618089 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.00%, dated 04/07/2025, due On Demand (collateralized by Bahrain International Bond, 6.00% due 02/12/2031, market value $518,942) (p) | 529562 | 529562 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.00%, dated 04/07/2025, due On Demand (collateralized by Bahrain International Bond, 6.00% due 02/12/2031, market value $303,647) (p) | 309861 | 309861 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.00%, dated 04/08/2025, due On Demand (collateralized by Bahrain International Bond, 6.00% due 02/12/2031, market value $1,038,900) (p) | 1065909 | 1065909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.00%, dated 04/08/2025, due On Demand (collateralized by Bahrain International Bond, 6.00% due 02/12/2031, market value $606,279) (p) | 622041 | 622041 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.15%, dated 04/08/2025, due On Demand (collateralized by Bahrain International Bond, 5.88% due 06/05/2032, market value $545,753) (p) | 562884 | 562884 |
| &nbsp;&nbsp;&nbsp;&nbsp; arclays Capital, Inc., 3.00%, dated 04/10/2025, due On Demand (collateralized by Bahrain International Bond, 5.88% due 06/05/2032, market value $599,927) (p) | 617173 | 617173 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.00%, dated 04/10/2025, due On Demand (collateralized by Bahrain International Bond, 5.88% due 06/05/2032, market value $480,544) (p) | 494368 | 494368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.30%, dated 04/14/2025, due On Demand (collateralized by The National Copper Corporation of Chile, 6.44% due 01/26/2036, market value $3,770,373) (p) | 3653020 | 3653020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.30%, dated 04/14/2025, due On Demand (collateralized by The National Copper Corporation of Chile, 6.44% due 01/26/2036, market value $2,202,366) (p) | 2133817 | 2133817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.35%, dated 04/23/2025, due On Demand (collateralized by Mexican International Bond, 7.38% due 05/13/2055, market value $1,932,138) (p) | 1853014 | 1853014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.35%, dated 04/23/2025, due On Demand (collateralized by Mexican International Bond, 7.38% due 05/13/2055, market value $3,307,467) (p) | 3172021 | 3172021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.25%, dated 05/06/2025, due On Demand (collateralized by Bahrain International Bond, 7.50% due 07/07/2037, market value $1,016,564) (p) | 964306 | 964306 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.25%, dated 05/06/2025, due On Demand (collateralized by Bahrain International Bond, 7.50% due 07/07/2037, market value $1,745,299) (p) | 1655580 | 1655580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.25%, dated 05/07/2025, due On Demand (collateralized by Bahrain International Bond, 7.50% due 07/07/2037, market value $436,594) (p) | 415698 | 415698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.25%, dated 05/07/2025, due On Demand (collateralized by Bahrain International Bond, 7.50% due 07/07/2037, market value $254,411) (p) | 242234 | 242234 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.35%, dated 08/01/2025, due On Demand (collateralized by African Export Import Bank, 3.80% due 05/17/2031, market value $550,032) (p) | 556143 | 556143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.35%, dated 08/01/2025, due On Demand (collateralized by African Export Import Bank, 3.80% due 05/17/2031, market value $530,420) (p) | 536313 | 536313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.35%, dated 10/30/2025, due On Demand (collateralized by African Export Import Bank, 3.80% due 05/17/2031, market value $361,042) (p) | 381545 | 381545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.40%, dated 11/06/2025, due On Demand (collateralized by Mexican International Bond, 5.63% due 09/22/2035, market value $2,760,800) (p) | 2862720 | 2862720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.40%, dated 11/06/2025, due On Demand (collateralized by Mexican International Bond, 5.63% due 09/22/2035, market value $1,577,600) (p) | 1635840 | 1635840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.45%, dated 12/29/2025, due On Demand (collateralized by Mexican International Bond, 5.63% due 09/22/2035, market value $2,011,440) (p) | 2103454 | 2103453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.45%, dated 12/29/2025, due On Demand (collateralized by Mexican International Bond, 5.63% due 09/22/2035, market value $1,173,340) (p) | 1227015 | 1227015 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.25%, dated 10/27/2025, due 01/07/2026 (collateralized by Dominican Republic International Bond, 6.00% due 02/22/2033, market value $621,173) | 663163 | 663163 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.45%, dated 12/19/2025, due 01/07/2026 (collateralized by Mexican International Bond, 6.88% due 05/13/2037, market value $1,813,900) | 1925319 | $1925319 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.35%, dated 10/27/2025, due 01/07/2026 (collateralized by Bahrain International Bond, 5.45% due 09/16/2032, market value $1,237,074) | 1319016 | 1319016 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.30%, dated 10/27/2025, due 01/07/2026 (collateralized by African Export Import Bank, 3.99% due 09/21/2029, market value $1,062,653) | 1122738 | 1122738 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.25%, dated 10/27/2025, due 01/07/2026 (collateralized by African Export Import Bank, 3.80% due 05/17/2031, market value $252,284) | 272514 | 272514 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.35%, dated 10/27/2025, due 01/07/2026 (collateralized by Bahrain International Bond, 5.45% due 09/16/2032, market value $719,929) | 767616 | 767616 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.25%, dated 10/27/2025, due 01/07/2026 (collateralized by African Export Import Bank, 3.80% due 05/17/2031, market value $433,251) | 467992 | 467992 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.45%, dated 12/19/2025, due 01/07/2026 (collateralized by Mexican International Bond, 6.88% due 05/13/2037, market value $1,045,660) | 1109890 | 1109890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.40%, dated 12/19/2025, due On Demand (collateralized by Mexican International Bond, 6.88% due 05/13/2037, market value $906,950) (p) | 941204 | 941204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.40%, dated 12/19/2025, due On Demand (collateralized by Mexican International Bond, 6.88% due 05/13/2037, market value $522,830) (p) | 542577 | 542577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.70%, dated 12/23/2025, due 01/07/2026 (collateralized by US Treasury Notes, 4.25% due 08/15/2035, market value $3,182,310) | 3260309 | 3260309 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.70%, dated 12/23/2025, due 01/07/2026 (collateralized by US Treasury Notes, 4.25% due 08/15/2035, market value $1,847,081) | 1892354 | 1892354 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.30%, dated 10/27/2025, due 01/07/2026 (collateralized by African Export Import Bank, 3.99% due 09/21/2029, market value $660,261) | 697594 | 697594 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.25%, dated 10/27/2025, due 01/07/2026 (collateralized by Dominican Republic International Bond, 6.00% due 02/22/2033, market value $362,266) | 386754 | 386754 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.89%, dated 12/02/2025, due On Demand (collateralized by Germany Government Bond, 2.50% due 07/04/2044, market value $2,757,415) (p) | 2430053 | 2855799 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.35%, dated 06/04/2025, due On Demand (collateralized by Israel International Bond, 5.63% due 02/19/2035, market value $4,747,182) (p) | 4689294 | 4689294 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.35%, dated 06/04/2025, due On Demand (collateralized by Israel International Bond, 5.63% due 02/19/2035, market value $2,771,711) (p) | 2737913 | 2737913 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.25%, dated 11/28/2025, due On Demand (collateralized by Bahrain International Bond, 7.50% due 07/07/2037, market value $767,544) (p) | 818386 | 818386 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.25%, dated 11/28/2025, due On Demand (collateralized by Bahrain International Bond, 7.50% due 07/07/2037, market value $419,346) (p) | 447124 | 447124 |
|  **TOTAL REPURCHASE AGREEMENTS<br>(COST $64,246,292)** | **63851409** | **64277154** |
|  **SHORT-TERM INVESTMENTS — 0.0%** | **SHORT-TERM INVESTMENTS — 0.0%** |  |
|  **MONEY MARKET FUND — 0.0%** | **MONEY MARKET FUND — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds Treasury Trust Fund Portfolio, Institutional Class (b) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL MONEY MARKET FUND<br>(COST $1)** | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL MONEY MARKET FUND<br>(COST $1)** | **1** |
|  **TOTAL SHORT-TERM INVESTMENTS<br>(COST $1)** | **TOTAL SHORT-TERM INVESTMENTS<br>(COST $1)** | **1** |
|  **TOTAL INVESTMENTS IN SECURITIES — 94.1%<br>(COST $3,379,335,340)** | **TOTAL INVESTMENTS IN SECURITIES — 94.1%<br>(COST $3,379,335,340)** | **3551384677** |
|  **TOTAL SECURITIES SOLD SHORT — (23.4)%<br>(PROCEEDS $834,978,193)** | **TOTAL SECURITIES SOLD SHORT — (23.4)%<br>(PROCEEDS $834,978,193)** | **(882549564)** |
|  **Other Assets and Liabilities(q) — 29.3%** | **Other Assets and Liabilities(q) — 29.3%** | **1104402770** |
|  **Net Assets — 100.0%** | **Net Assets — 100.0%** | $**3773237883** |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
|  **SECURITIES SOLD SHORT — (23.4)%** |  |  |
|  **COMMON STOCK — (17.6)%** |  |  |
|  **Africa — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Gold Fields Ltd., ADR | 400 | $(17464) |
|  **Total Africa** |  | **(17464)** |
|  **Asia — (1.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles & Components — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ECARX Holdings, Inc. (a) | 5147 | (8853) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hesai Group, ADR (a) | 6500 | (145600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Li Auto, Inc., ADR (a) | 31800 | (538374) |
| &nbsp;&nbsp;&nbsp;&nbsp; Polestar Automotive Holding U.K. PLC, ADR (a) | 1615 | (34513) |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp., ADR | 8400 | (1798104) |
| &nbsp;&nbsp;&nbsp;&nbsp; WeRide, Inc., ADR (a) | 16400 | (142352) |
| &nbsp;&nbsp;&nbsp;&nbsp; XPeng, Inc., ADR (a) | 36400 | (738192) |
|  |  | (3405988) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; HDFC Bank Ltd., ADR | 1400 | (51156) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc., ADR | 65000 | (1030900) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, Inc., ADR | 5300 | (38796) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc., ADR | 2800 | (54124) |
|  |  | (1174976) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Capital Goods — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BAIYU Holdings, Inc. (a),(e) | 5388 | (964) |
| &nbsp;&nbsp;&nbsp;&nbsp; EHang Holdings Ltd., ADR (a) | 9900 | (130482) |
| &nbsp;&nbsp;&nbsp;&nbsp; FBS Global Ltd. (a) | 100 | (96) |
| &nbsp;&nbsp;&nbsp;&nbsp; Furukawa Co., Ltd. (a),(b) | 200 | (4913) |
|  |  | (136455) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial & Professional Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Earlyworks Co., Ltd., ADR (a) | 40 | (262) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardforce AI Co., Ltd. (a) | 1300 | (717) |
| &nbsp;&nbsp;&nbsp;&nbsp; VCI Global Ltd. (a) | 9 | (5) |
|  |  | (984) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BTC Digital Ltd. (a) | 36 | (47) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chagee Holdings Ltd., ADR | 300 | (3489) |
| &nbsp;&nbsp;&nbsp;&nbsp; Genius Group Ltd. (a) | 5592 | (3213) |
| &nbsp;&nbsp;&nbsp;&nbsp; Here Group Ltd., ADR (a) | 3000 | (15330) |
| &nbsp;&nbsp;&nbsp;&nbsp; MakeMyTrip Ltd. (a) | 200 | (16424) |
| &nbsp;&nbsp;&nbsp;&nbsp; Youdao, Inc., ADR (a) | 2100 | (21168) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yum China Holdings, Inc. | 400 | (19096) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zeta Network Group (a) | 3000 | (1737) |
|  |  | (80504) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Garden Stage Ltd. (a) | 27 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kaspi.KZ JSC, ADR (a) | 700 | (54691) |
| &nbsp;&nbsp;&nbsp;&nbsp; mF International Ltd. (a) | 100 | (1858) |
| &nbsp;&nbsp;&nbsp;&nbsp; Waton Financial Ltd. (a) | 463 | (1528) |
|  |  | (58080) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food & Staples Retailing — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Davis Commodities Ltd. (a) | 2845 | $(863) |
| &nbsp;&nbsp;&nbsp;&nbsp; DingDong Cayman Ltd., ADR (a) | 200 | (498) |
|  |  | (1361) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Household & Personal Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Yatsen Holding Ltd., ADR (a) | 20 | (78) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Insurance — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Prudential PLC, ADR | 8000 | (248960) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Tantech Holdings Ltd. (a) | 40 | (40) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media & Entertainment — (0.3)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc., ADR (a) | 94000 | (12282040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bilibili, Inc., ADR (a) | 600 | (14754) |
| &nbsp;&nbsp;&nbsp;&nbsp; Blue Hat Interactive Entertainment Technology (a) | 42 | (49) |
| &nbsp;&nbsp;&nbsp;&nbsp; EPWK Holdings Ltd. (a) | 27 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; Everbright Digital Holding Ltd. (a) | 1100 | (413) |
| &nbsp;&nbsp;&nbsp;&nbsp; Haoxi Health Technology Ltd. (a) | 200 | (214) |
| &nbsp;&nbsp;&nbsp;&nbsp; So-Young International, Inc., ADR (a) | 1900 | (4864) |
| &nbsp;&nbsp;&nbsp;&nbsp; Webtoon Entertainment, Inc. (a) | 1200 | (15636) |
| &nbsp;&nbsp;&nbsp;&nbsp; WiMi Hologram Cloud, Inc. (a) | 10 | (24) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yueda Digital Holding (a) | 1400 | (1294) |
|  |  | (12319291) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals, Biotechnology & Life Sciences — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's Laboratories Ltd., ADR | 5800 | (81432) |
| &nbsp;&nbsp;&nbsp;&nbsp; NovaBridge Biosciences, ADR (a) | 1100 | (4378) |
| &nbsp;&nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co. Ltd., ADR | 48800 | (760792) |
|  |  | (846602) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate Management & Development — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; KE Holdings, Inc., ADR | 115900 | (1826584) |
| &nbsp;&nbsp;&nbsp;&nbsp; Reitar Logtech Holdings Ltd. (a) | 100 | (115) |
|  |  | (1826699) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retailing — (0.6)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd., ADR (b) | 94406 | (13838031) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cango, Inc. (a) | 7878 | (11817) |
| &nbsp;&nbsp;&nbsp;&nbsp; JD.com, Inc., ADR | 58899 | (1690401) |
| &nbsp;&nbsp;&nbsp;&nbsp; PDD Holdings, Inc., ADR (a) | 18500 | (2097715) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sea Ltd., ADR (a),(b) | 81 | (10333) |
| &nbsp;&nbsp;&nbsp;&nbsp; Uxin Ltd., ADR (a) | 1188 | (4004) |
|  |  | (17652301) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Semiconductors & Semiconductor Equipment — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Advantest Corp. (b) | 1300 | (164382) |
| &nbsp;&nbsp;&nbsp;&nbsp; Disco Corp. (b) | 300 | (91399) |
| &nbsp;&nbsp;&nbsp;&nbsp; Himax Technologies, Inc., ADR | 900 | (7371) |
| &nbsp;&nbsp;&nbsp;&nbsp; indie Semiconductor, Inc. (a) | 100 | (353) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kioxia Holdings Corp. (a),(b) | 100 | (6655) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lasertec Corp. (a),(b) | 600 | (114326) |
| &nbsp;&nbsp;&nbsp;&nbsp; Renesas Electronics Corp. (a),(b) | 300 | (4109) |
| &nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV (b) | 1114 | (28897) |
| &nbsp;&nbsp;&nbsp;&nbsp; SUMCO Corp. (a),(b) | 500 | (4574) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. Ltd., ADR (b) | 4235 | $(1286974) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Microelectronics Corp., ADR (b) | 458 | (3600) |
|  |  | (1712640) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AMTD Digital, Inc., ADR (a) | 23224 | (29494) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bit Origin Ltd. (a) | 17300 | (2976) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chaince Digital Holdings, Inc. (a) | 2100 | (10437) |
| &nbsp;&nbsp;&nbsp;&nbsp; Datasea, Inc. (a) | 33 | (22) |
| &nbsp;&nbsp;&nbsp;&nbsp; GDS Holdings Ltd., ADR (a) | 1800 | (62820) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gorilla Technology Group, Inc. (a) | 3900 | (42588) |
| &nbsp;&nbsp;&nbsp;&nbsp; Heartcore Enterprises, Inc. | 1000 | (305) |
| &nbsp;&nbsp;&nbsp;&nbsp; Infosys Ltd., ADR (b) | 30306 | (540053) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingsoft Cloud Holdings Ltd., ADR (a) | 13900 | (143726) |
| &nbsp;&nbsp;&nbsp;&nbsp; Link Motion, Inc., ADR (a),(e) | 11000 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MMTEC, Inc. (a) | 2595 | (8875) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nukkleus, Inc. (a) | 5400 | (21762) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orangekloud Technology, Inc. (a) | 400 | (272) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pony AI, Inc., ADR (a) | 7900 | (114550) |
| &nbsp;&nbsp;&nbsp;&nbsp; The9 Ltd., ADR (a) | 237 | (1510) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tuya, Inc., ADR (a) | 1200 | (2532) |
| &nbsp;&nbsp;&nbsp;&nbsp; U-BX Technology Ltd. (a) | 100 | (198) |
| &nbsp;&nbsp;&nbsp;&nbsp; Xiao I Corp., ADR (a) | 1400 | (574) |
| &nbsp;&nbsp;&nbsp;&nbsp; Youxin Technology Ltd. (a) | 100 | (160) |
|  |  | (982854) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Hardware & Equipment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CCSC Technology International Holdings Ltd. (a) | 2100 | (321) |
| &nbsp;&nbsp;&nbsp;&nbsp; Creative Global Technology Holdings Ltd. (a) | 6 | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fabrinet (a),(b) | 92 | (41886) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ibiden Co., Ltd. (b) | 100 | (4297) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lianhe Sowell International Group Ltd. (a) | 56 | (29) |
| &nbsp;&nbsp;&nbsp;&nbsp; UTime Ltd. (a) | 399 | (407) |
|  |  | (46947) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunication Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; FingerMotion, Inc. (a) | 2215 | (2724) |
| &nbsp;&nbsp;&nbsp;&nbsp; SK Telecom Co., Ltd., ADR | 200 | (4106) |
| &nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group Corp. (b) | 300 | (8416) |
| &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia Persero Tbk. PT, ADR | 300 | (6315) |
|  |  | (21561) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Full Truck Alliance Co., Ltd., ADR | 17400 | (186702) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grab Holdings Ltd., Class A (a) | 30000 | (149700) |
| &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express Cayman, Inc., ADR | 18400 | (384376) |
|  |  | (720778) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ReNew Energy Global PLC (a) | 100 | (565) |
|  **Total Asia** |  | **(41237664)** |
|  **Europe — (0.5)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles & Components — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren Werke AG (a),(b) | 253 | (27434) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dr. Ing hc F Porsche AG, Preference Shares (b),(d) | 186 | (9907) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Ferrari NV | 1680 | $(620861) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG (b) | 717 | (49704) |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen AG, Preference Shares (b) | 249 | (30388) |
|  |  | (738294) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC, ADR | 1400 | (110138) |
| &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV, ADR | 20100 | (562800) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, ADR | 36500 | (193450) |
|  |  | (866388) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Capital Goods — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ABB Ltd. (b) | 3419 | (252040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aebi Schmidt Holding AG | 800 | (10120) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cadeler AS, ADR (a) | 100 | (1859) |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Holding AG (b) | 869 | (37639) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fusion Fuel Green PLC (a) | 11 | (37) |
| &nbsp;&nbsp;&nbsp;&nbsp; Knorr-Bremse AG (b) | 298 | (33061) |
| &nbsp;&nbsp;&nbsp;&nbsp; SKF AB (a),(b) | 1456 | (38539) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vertical Aerospace Ltd. (a) | 1400 | (7462) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems AS (b) | 4278 | (115708) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wallbox NV (a) | 155 | (363) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wartsila OYJ Abp (b) | 596 | (21101) |
|  |  | (517929) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial & Professional Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cimpress PLC (a) | 2100 | (139839) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rentokil Initial PLC, ADR | 12200 | (359412) |
|  |  | (499251) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Durables & Apparel — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AiRWA, Inc. (a) | 8600 | (6709) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amer Sports, Inc. (a) | 1800 | (67230) |
| &nbsp;&nbsp;&nbsp;&nbsp; Birkenstock Holding PLC (a) | 4900 | (200410) |
| &nbsp;&nbsp;&nbsp;&nbsp; On Holding AG (a),(b) | 866 | (40252) |
|  |  | (314601) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Flutter Entertainment PLC (a) | 21000 | (4515840) |
| &nbsp;&nbsp;&nbsp;&nbsp; Genius Sports Ltd. (a) | 4200 | (46284) |
|  |  | (4562124) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financials — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG | 14100 | (543696) |
| &nbsp;&nbsp;&nbsp;&nbsp; Julius Baer Group Ltd. (b) | 1002 | (78287) |
| &nbsp;&nbsp;&nbsp;&nbsp; Partners Group Holding AG (b) | 33 | (40490) |
| &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG (a) | 28665 | (1327476) |
|  |  | (1989949) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Energy — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ardmore Shipping Corp. | 4500 | (47655) |
| &nbsp;&nbsp;&nbsp;&nbsp; CMB Tech NV | 3800 | (36670) |
| &nbsp;&nbsp;&nbsp;&nbsp; Equinor ASA, ADR | 1600 | (37808) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seadrill Ltd. (a) | 19100 | (660860) |
| &nbsp;&nbsp;&nbsp;&nbsp; SFL Corp. Ltd. | 8100 | (63261) |
| &nbsp;&nbsp;&nbsp;&nbsp; TechnipFMC PLC | 500 | (22280) |
|  |  | (868534) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food, Beverage & Tobacco — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev SA, ADR | 3200 | $(204928) |
| &nbsp;&nbsp;&nbsp;&nbsp; Diageo PLC, ADR | 16100 | (1388947) |
|  |  | (1593875) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Equipment & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV | 23204 | (628364) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nyxoah SA (a) | 200 | (920) |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers AG (b),(d) | 2313 | (121242) |
| &nbsp;&nbsp;&nbsp;&nbsp; Smith & Nephew PLC, ADR | 10500 | (344505) |
|  |  | (1095031) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Household & Personal Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC, ADR | 2288 | (149635) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Insurance — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Zurich Financial Services UKISA Ltd. (a),(b) | 88 | (66590) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal SA | 14500 | (660765) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlas Lithium Corp. (a) | 3800 | (16074) |
| &nbsp;&nbsp;&nbsp;&nbsp; BASF SE (b) | 2292 | (120602) |
| &nbsp;&nbsp;&nbsp;&nbsp; Critical Metals Corp. (a) | 37100 | (257474) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lifezone Metals Ltd. (a) | 500 | (2135) |
| &nbsp;&nbsp;&nbsp;&nbsp; Titan America SA (a) | 100 | (1648) |
|  |  | (1058698) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media & Entertainment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brera Holdings PLC (a) | 1500 | (2805) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gambling.com Group Ltd. (a) | 1500 | (8190) |
| &nbsp;&nbsp;&nbsp;&nbsp; WPP PLC, ADR | 7300 | (163958) |
|  |  | (174953) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals, Biotechnology & Life Sciences — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Abivax SA, ADR (a) | 1200 | (161826) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alvotech SA (a) | 200 | (1026) |
| &nbsp;&nbsp;&nbsp;&nbsp; Autolus Therapeutics PLC, ADR (a) | 6100 | (12139) |
| &nbsp;&nbsp;&nbsp;&nbsp; Evotec SE, ADR (a) | 200 | (616) |
| &nbsp;&nbsp;&nbsp;&nbsp; GH Research PLC (a) | 300 | (3810) |
| &nbsp;&nbsp;&nbsp;&nbsp; Immatics NV (a) | 3300 | (34650) |
| &nbsp;&nbsp;&nbsp;&nbsp; IO Biotech, Inc. (a) | 1500 | (913) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mainz Biomed NV (a) | 2200 | (2464) |
| &nbsp;&nbsp;&nbsp;&nbsp; Merck KGaA (a),(b) | 688 | (98194) |
| &nbsp;&nbsp;&nbsp;&nbsp; Newamsterdam Pharma Co. NV (a) | 3100 | (108748) |
| &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS, ADR | 24842 | (1263961) |
| &nbsp;&nbsp;&nbsp;&nbsp; NuCana PLC, ADR (a) | 271 | (976) |
| &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG (a),(b) | 137 | (56577) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tiziana Life Sciences Ltd. (a) | 1200 | (1788) |
|  |  | (1747688) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Semiconductors & Semiconductor Equipment — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; NXP Semiconductors NV | 12100 | (2626426) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Argo Blockchain PLC, ADR (a) | 100 | (341) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arqit Quantum, Inc. (a) | 110 | (2407) |
| &nbsp;&nbsp;&nbsp;&nbsp; SAP SE, ADR | 20 | (4858) |
| &nbsp;&nbsp;&nbsp;&nbsp; SAP SE (b) | 277 | (67302) |
|  |  | (74908) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Hardware & Equipment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Logitech International SA (b) | 525 | $(52619) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ, ADR | 166400 | (1076608) |
| &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, ADR | 1300 | (12545) |
|  |  | (1141772) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunication Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG (a),(b) | 37128 | (1208555) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC, ADR | 1200 | (15852) |
|  |  | (1224407) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG (b) | 8280 | (81342) |
| &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Post AG (b) | 2525 | (137677) |
|  |  | (219019) |
|  **Total Europe** |  | **(21530072)** |
|  **Middle East — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles & Components — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foresight Autonomous Holdings Ltd., ADR (a) | 12 | (15) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, Inc., Class A (a),(b) | 5052 | (52743) |
| &nbsp;&nbsp;&nbsp;&nbsp; REE Automotive Ltd. (a) | 1057 | (776) |
|  |  | (53534) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Capital Goods — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; A2Z Cust2Mate Solutions Corp. (a) | 600 | (3906) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brenmiller Energy Ltd. (a) | 2 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kornit Digital Ltd. (a) | 500 | (7190) |
|  |  | (11097) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Equipment & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Lifeward Ltd. (a) | 600 | (346) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media & Entertainment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Nexxen International Ltd. (a) | 300 | (1962) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals, Biotechnology & Life Sciences — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BiomX, Inc. (a) | 10 | (19) |
| &nbsp;&nbsp;&nbsp;&nbsp; Can-Fite BioPharma Ltd., ADR (a) | 1000 | (200) |
| &nbsp;&nbsp;&nbsp;&nbsp; NeuroSense Therapeutics Ltd. (a) | 300 | (231) |
| &nbsp;&nbsp;&nbsp;&nbsp; PainReform Ltd. (a) | 100 | (64) |
|  |  | (514) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retailing — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; D-MARKET Elektronik Hizmetler ve Ticaret AS, ADR (a) | 400 | (992) |
| &nbsp;&nbsp;&nbsp;&nbsp; Global-e Online Ltd. (a) | 14600 | (573926) |
|  |  | (574918) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cellebrite DI Ltd. (a) | 2100 | (37863) |
| &nbsp;&nbsp;&nbsp;&nbsp; Check Point Software Technologies Ltd. (a),(b) | 129 | (23937) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nice Ltd., ADR (a) | 3600 | (406944) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wix.com Ltd. (a),(b) | 588 | (61087) |
|  |  | (529831) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Hardware & Equipment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Arbe Robotics Ltd. (a) | 4300 | $(5074) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gauzy Ltd. (a) | 490 | (632) |
| &nbsp;&nbsp;&nbsp;&nbsp; ParaZero Technologies Ltd. (a) | 6250 | (5094) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rail Vision Ltd. (a) | 9600 | (3110) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wearable Devices Ltd. (a) | 100 | (114) |
|  |  | (14024) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ZIM Integrated Shipping Services Ltd. | 31300 | (664499) |
|  **Total Middle East** |  | **(1850725)** |
|  **North America — (15.9)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles & Components — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aptiv PLC (a) | 22900 | (1742461) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooper-Standard Holdings, Inc. (a) | 500 | (16415) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, Inc. (a) | 100 | (12319) |
| &nbsp;&nbsp;&nbsp;&nbsp; Empery Digital, Inc. (a) | 51 | (233) |
| &nbsp;&nbsp;&nbsp;&nbsp; Faraday Future Intelligent Electric, Inc. (a) | 49600 | (50592) |
| &nbsp;&nbsp;&nbsp;&nbsp; FLY-E Group, Inc. (a) | 2 | (13) |
| &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & Rubber Co. (a) | 58200 | (509832) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lear Corp. | 2100 | (240660) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lucid Group, Inc. (a) | 0 | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lucid Group, Inc. (a) | 30543 | (322839) |
| &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, Inc. | 850 | (92165) |
| &nbsp;&nbsp;&nbsp;&nbsp; Solid Power, Inc. (a) | 13200 | (56100) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV | 77700 | (846153) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. (a),(b) | 433 | (194729) |
| &nbsp;&nbsp;&nbsp;&nbsp; Visteon Corp. | 200 | (19020) |
| &nbsp;&nbsp;&nbsp;&nbsp; Workhorse Group, Inc. (a) | 183 | (931) |
| &nbsp;&nbsp;&nbsp;&nbsp; Worksport Ltd. (a) | 2705 | (5762) |
| &nbsp;&nbsp;&nbsp;&nbsp; XPEL, Inc. (a) | 1300 | (64883) |
|  |  | (4175109) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — (2.9)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Union Bankshares Corp. | 330 | (11649) |
| &nbsp;&nbsp;&nbsp;&nbsp; Axos Financial, Inc. (a) | 47413 | (4085104) |
| &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, Inc. | 26 | (502) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin Bancorp | 8201 | (213308) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal | 19747 | (2562963) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia | 1900 | (140011) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank OZK | 159434 | (7337153) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial Group, Inc. | 7558 | (346308) |
| &nbsp;&nbsp;&nbsp;&nbsp; Beacon Financial Corp. | 38 | (1002) |
| &nbsp;&nbsp;&nbsp;&nbsp; Burke & Herbert Financial Services Corp. | 4833 | (301144) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cadence Bank | 14000 | (599760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce | 1300 | (117793) |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital Bancorp, Inc. | 5470 | (154090) |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc. | 15222 | (1776255) |
| &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc. | 38567 | (2252698) |
| &nbsp;&nbsp;&nbsp;&nbsp; City Holding Co. | 42301 | (5042279) |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | 5099 | (142517) |
| &nbsp;&nbsp;&nbsp;&nbsp; Comerica, Inc. | 1900 | (165167) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, Inc. | 89421 | $(10050026) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | 7700 | (141911) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Hawaiian, Inc. | 39354 | (995656) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Interstate BancSystem, Inc., Class A | 600 | (20760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Firstsun Capital Bancorp (a) | 6249 | (235181) |
| &nbsp;&nbsp;&nbsp;&nbsp; Flagstar Bank NA | 32 | (403) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hancock Whitney Corp. | 122464 | (7798508) |
| &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, Inc. | 126287 | (3508253) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc. | 389 | (6749) |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. (b) | 2278 | (734017) |
| &nbsp;&nbsp;&nbsp;&nbsp; KeyCorp | 34060 | (702998) |
| &nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp. (b) | 1888 | (380394) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mechanics Bancorp | 30656 | (448497) |
| &nbsp;&nbsp;&nbsp;&nbsp; Northwest Bancshares, Inc. | 23 | (276) |
| &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial Corp. | 37716 | (677002) |
| &nbsp;&nbsp;&nbsp;&nbsp; Old National Bancorp | 45115 | (1006516) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pathward Financial, Inc. | 37818 | (2685078) |
| &nbsp;&nbsp;&nbsp;&nbsp; Patriot National Bancorp, Inc. (a) | 700 | (1274) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial Partners, Inc. | 27744 | (2647055) |
| &nbsp;&nbsp;&nbsp;&nbsp; Preferred Bank | 62369 | (5889505) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regions Financial Corp. | 588818 | (15956968) |
| &nbsp;&nbsp;&nbsp;&nbsp; Renasant Corp. | 100 | (3522) |
| &nbsp;&nbsp;&nbsp;&nbsp; ServisFirst Bancshares, Inc. | 6218 | (446390) |
| &nbsp;&nbsp;&nbsp;&nbsp; Simmons First National Corp., Class A | 45522 | (858090) |
| &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank | 51800 | (4879560) |
| &nbsp;&nbsp;&nbsp;&nbsp; Triumph Financial, Inc. (a) | 27304 | (1710050) |
| &nbsp;&nbsp;&nbsp;&nbsp; UMB Financial Corp. | 37508 | (4314920) |
| &nbsp;&nbsp;&nbsp;&nbsp; Valley National Bancorp | 223387 | (2609160) |
| &nbsp;&nbsp;&nbsp;&nbsp; WaFd, Inc. | 33 | (1057) |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Trust Bancorp, Inc. | 9143 | (270176) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co. | 29800 | (2777360) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial Corp. | 5 | (699) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zions Bancorp NA | 101095 | (5918101) |
|  |  | (102925815) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Capital Goods — (0.8)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 374Water, Inc. (a) | 181 | (369) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3M Co. | 100 | (16010) |
| &nbsp;&nbsp;&nbsp;&nbsp; A.O. Smith Corp. (b) | 2442 | (163321) |
| &nbsp;&nbsp;&nbsp;&nbsp; AAR Corp. (a) | 1500 | (124185) |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage Systems, Inc. | 500 | (72415) |
| &nbsp;&nbsp;&nbsp;&nbsp; AeroVironment, Inc. (a) | 5200 | (1257828) |
| &nbsp;&nbsp;&nbsp;&nbsp; AgEagle Aerial Systems, Inc. (a) | 2000 | (1628) |
| &nbsp;&nbsp;&nbsp;&nbsp; AirJoule Technologies Corp. (a) | 100 | (394) |
| &nbsp;&nbsp;&nbsp;&nbsp; Allegion PLC (b) | 387 | (61618) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alliance Laundry Holdings, Inc. (a) | 100 | (2035) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., Class A (a) | 1400 | (41006) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Woodmark Corp. (a) | 200 | (10780) |
| &nbsp;&nbsp;&nbsp;&nbsp; API Group Corp. (a) | 8600 | (329036) |
| &nbsp;&nbsp;&nbsp;&nbsp; Archer Aviation, Inc. (a) | 187300 | (1408496) |
| &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. (a) | 200 | (10848) |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI, Inc. (a) | 1600 | (183616) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; ATS Corp. (a) | 2800 | $(77112) |
| &nbsp;&nbsp;&nbsp;&nbsp; Axon Enterprise, Inc. (a) | 2860 | (1624280) |
| &nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, Inc. (a),(b) | 561 | (57721) |
| &nbsp;&nbsp;&nbsp;&nbsp; Byrna Technologies, Inc. (a) | 3699 | (62106) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cadre Holdings, Inc. | 3099 | (126563) |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlisle Cos., Inc. (b) | 575 | (183919) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar, Inc. (b) | 182 | (104262) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chart Industries, Inc. (a) | 6800 | (1402364) |
| &nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems USA, Inc. | 300 | (279987) |
| &nbsp;&nbsp;&nbsp;&nbsp; Core & Main, Inc., Class A (a) | 8500 | (441745) |
| &nbsp;&nbsp;&nbsp;&nbsp; CSW Industrials, Inc. | 840 | (246565) |
| &nbsp;&nbsp;&nbsp;&nbsp; Deere & Co. | 60 | (27934) |
| &nbsp;&nbsp;&nbsp;&nbsp; DNOW, Inc. (a) | 5800 | (76850) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dover Corp. (b) | 149 | (29091) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dragonfly Energy Holdings Corp. (a) | 1140 | (3500) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eaton Corp. PLC (b) | 573 | (182506) |
| &nbsp;&nbsp;&nbsp;&nbsp; EMCOR Group, Inc. | 340 | (208009) |
| &nbsp;&nbsp;&nbsp;&nbsp; Emerson Electric Co. (b) | 2422 | (321448) |
| &nbsp;&nbsp;&nbsp;&nbsp; Energous Corp. (a) | 16 | (64) |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Focus, Inc. (a) | 7 | (16) |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Recovery, Inc. (a) | 500 | (6745) |
| &nbsp;&nbsp;&nbsp;&nbsp; ESS Tech, Inc. (a) | 13 | (24) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fastenal Co. (b) | 52082 | (2090051) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ferguson Enterprises, Inc. (b) | 3 | (668) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ferrovial SE | 1407 | (90906) |
| &nbsp;&nbsp;&nbsp;&nbsp; Firefly Aerospace, Inc. (a) | 200 | (4474) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortive Corp. (b) | 964 | (53222) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands Innovations, Inc. (b) | 3832 | (191677) |
| &nbsp;&nbsp;&nbsp;&nbsp; FTAI Aviation Ltd. (b) | 4631 | (911612) |
| &nbsp;&nbsp;&nbsp;&nbsp; FTC Solar, Inc. (a) | 1734 | (18918) |
| &nbsp;&nbsp;&nbsp;&nbsp; GE Vernova, Inc. (b) | 552 | (360771) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, Inc. (a) | 2799 | (43245) |
| &nbsp;&nbsp;&nbsp;&nbsp; Herc Holdings, Inc. | 225 | (33385) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hexcel Corp. | 700 | (51730) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillenbrand, Inc. | 1200 | (38064) |
| &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc. | 3800 | (779076) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls Industries, Inc. | 440 | (149631) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hyperscale Data, Inc. (a) | 9600 | (1763) |
| &nbsp;&nbsp;&nbsp;&nbsp; IDEX Corp. (b) | 177 | (31495) |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, Inc. (b) | 116 | (28571) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand, Inc. (b) | 3524 | (279171) |
| &nbsp;&nbsp;&nbsp;&nbsp; ITT, Inc. (b) | 190 | (32967) |
| &nbsp;&nbsp;&nbsp;&nbsp; Janus International Group, Inc. (a) | 2900 | (18966) |
| &nbsp;&nbsp;&nbsp;&nbsp; JBT Marel Corp. | 1100 | (165737) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, Inc. (a) | 10700 | (812237) |
| &nbsp;&nbsp;&nbsp;&nbsp; KULR Technology Group, Inc. (a) | 3400 | (10064) |
| &nbsp;&nbsp;&nbsp;&nbsp; Laser Photonics Corp. (a) | 30 | (74) |
| &nbsp;&nbsp;&nbsp;&nbsp; Masco Corp. (b) | 5071 | (321806) |
| &nbsp;&nbsp;&nbsp;&nbsp; Middleby Corp. (a) | 2700 | (401409) |
| &nbsp;&nbsp;&nbsp;&nbsp; Modine Manufacturing Co. (a) | 15900 | (2122809) |
| &nbsp;&nbsp;&nbsp;&nbsp; Momentus, Inc. (a) | 400 | (1948) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mueller Industries, Inc. | 700 | (80360) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; NeoVolta, Inc. (a) | 900 | $(2736) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Horizon Aircraft Ltd. (a) | 5700 | (8379) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nextpower, Inc., Class A (a) | 2396 | (208716) |
| &nbsp;&nbsp;&nbsp;&nbsp; Northann Corp. (a) | 7431 | (2029) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nuburu, Inc. (a) | 46700 | (7435) |
| &nbsp;&nbsp;&nbsp;&nbsp; NuScale Power Corp. (a) | 500 | (7085) |
| &nbsp;&nbsp;&nbsp;&nbsp; PACCAR, Inc. | 100 | (10951) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pentair PLC (b) | 147 | (15309) |
| &nbsp;&nbsp;&nbsp;&nbsp; Powell Industries, Inc. | 1100 | (350658) |
| &nbsp;&nbsp;&nbsp;&nbsp; Power Solutions International, Inc. (a) | 100 | (5714) |
| &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services Corp. | 1100 | (136554) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, Inc. | 5360 | (2262242) |
| &nbsp;&nbsp;&nbsp;&nbsp; QXO, Inc. (a) | 4725 | (91145) |
| &nbsp;&nbsp;&nbsp;&nbsp; Red Cat Holdings, Inc. (a) | 3500 | (27755) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redwire Corp. (a) | 2200 | (16720) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regal Rexnord Corp. | 2100 | (294672) |
| &nbsp;&nbsp;&nbsp;&nbsp; Resideo Technologies, Inc. (a) | 10900 | (382808) |
| &nbsp;&nbsp;&nbsp;&nbsp; Richtech Robotics, Inc. (a) | 52200 | (168606) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Lab Corp. (a) | 39500 | (2755520) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. (b) | 144 | (56026) |
| &nbsp;&nbsp;&nbsp;&nbsp; RYTHM, Inc. (a) | 200 | (4268) |
| &nbsp;&nbsp;&nbsp;&nbsp; Satellogic, Inc. (a) | 11000 | (20570) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies Holding PLC | 700 | (23303) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sidus Space, Inc. (a) | 16200 | (50868) |
| &nbsp;&nbsp;&nbsp;&nbsp; SiteOne Landscape Supply, Inc. (a),(b) | 304 | (37866) |
| &nbsp;&nbsp;&nbsp;&nbsp; Standex International Corp. | 100 | (21728) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, Inc. | 400 | (29712) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stardust Power, Inc. (a) | 160 | (490) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sterling Infrastructure, Inc. (a) | 40 | (12249) |
| &nbsp;&nbsp;&nbsp;&nbsp; SunPower, Inc. (a) | 170 | (267) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terra Innovatum Global NV (a) | 300 | (1386) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terrestrial Energy, Inc. (a) | 100 | (611) |
| &nbsp;&nbsp;&nbsp;&nbsp; V2X, Inc. (a) | 300 | (16365) |
| &nbsp;&nbsp;&nbsp;&nbsp; Valmont Industries, Inc. | 300 | (120696) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co. (b) | 17084 | (2767779) |
| &nbsp;&nbsp;&nbsp;&nbsp; Virgin Galactic Holdings, Inc. (a) | 10 | (32) |
| &nbsp;&nbsp;&nbsp;&nbsp; Voyager Technologies, Inc. (a) | 6300 | (164682) |
| &nbsp;&nbsp;&nbsp;&nbsp; VSE Corp. | 2300 | (397371) |
| &nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. (b) | 148 | (49869) |
| &nbsp;&nbsp;&nbsp;&nbsp; WW Grainger, Inc. (b) | 30 | (30271) |
|  |  | (28834646) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial & Professional Services — (0.3)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Amentum Holdings, Inc. (a) | 9 | (261) |
| &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data Processing, Inc. (b) | 397 | (102120) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackSky Technology, Inc. (a) | 158 | (2962) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bridger Aerospace Group Holdings, Inc. (a) | 500 | (915) |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial Solutions, Inc. (b) | 373 | (83242) |
| &nbsp;&nbsp;&nbsp;&nbsp; Casella Waste Systems, Inc. (a) | 10800 | (1057752) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clarivate PLC (a) | 34700 | (115898) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dayforce, Inc. (a) | 28600 | (1977976) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enviri Corp. (a) | 2600 | (46592) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Equifax, Inc. (b) | 1414 | $(306810) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Advantage Corp. (a) | 586 | (8515) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greenwave Technology Solutions, Inc. (a) | 29 | (152) |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | 66 | (2775) |
| &nbsp;&nbsp;&nbsp;&nbsp; Knightscope, Inc. (a) | 3588 | (13311) |
| &nbsp;&nbsp;&nbsp;&nbsp; Korn Ferry | 200 | (13204) |
| &nbsp;&nbsp;&nbsp;&nbsp; LanzaTech Global, Inc. (a) | 46 | (633) |
| &nbsp;&nbsp;&nbsp;&nbsp; Legalzoom.com, Inc. (a) | 1700 | (16881) |
| &nbsp;&nbsp;&nbsp;&nbsp; Montrose Environmental Group, Inc. (a) | 3800 | (94354) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nixxy, Inc. (a) | 5600 | (5379) |
| &nbsp;&nbsp;&nbsp;&nbsp; Odyssey Marine Exploration, Inc. (a) | 2900 | (5684) |
| &nbsp;&nbsp;&nbsp;&nbsp; Paychex, Inc. (b) | 1024 | (114872) |
| &nbsp;&nbsp;&nbsp;&nbsp; Paycom Software, Inc. (b) | 240 | (38246) |
| &nbsp;&nbsp;&nbsp;&nbsp; Perma-Fix Environmental Services, Inc. (a) | 3100 | (39029) |
| &nbsp;&nbsp;&nbsp;&nbsp; RB Global, Inc. | 25700 | (2643759) |
| &nbsp;&nbsp;&nbsp;&nbsp; Science Applications International Corp. | 500 | (50330) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skillsoft Corp. (a) | 500 | (4650) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spire Global, Inc. (a) | 250 | (1875) |
| &nbsp;&nbsp;&nbsp;&nbsp; SS&C Technologies Holdings, Inc. (b) | 14563 | (1273097) |
| &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters Corp. (b) | 719 | (94829) |
| &nbsp;&nbsp;&nbsp;&nbsp; TIC Solutions, Inc. (a) | 30100 | (304311) |
| &nbsp;&nbsp;&nbsp;&nbsp; TransUnion (b) | 2406 | (206314) |
| &nbsp;&nbsp;&nbsp;&nbsp; Veralto Corp. (b) | 294 | (29335) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vestis Corp. | 700 | (4669) |
|  |  | (8660732) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Durables & Apparel — (0.3)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Capri Holdings Ltd. (a) | 400 | (9760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Champion Homes, Inc. (a) | 2100 | (177450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Crocs, Inc. (a) | 200 | (17104) |
| &nbsp;&nbsp;&nbsp;&nbsp; Deckers Outdoor Corp. (a),(b) | 680 | (70496) |
| &nbsp;&nbsp;&nbsp;&nbsp; DR Horton, Inc. (b) | 352 | (50699) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders Homes, Inc. (a) | 2900 | (49590) |
| &nbsp;&nbsp;&nbsp;&nbsp; Installed Building Products, Inc. (b) | 1362 | (353289) |
| &nbsp;&nbsp;&nbsp;&nbsp; KB Home (b) | 471 | (26569) |
| &nbsp;&nbsp;&nbsp;&nbsp; Koss Corp. (a) | 100 | (414) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp., Class A (b) | 67 | (6888) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lifetime Brands, Inc. | 500 | (1975) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, Inc. (a) | 100 | (20781) |
| &nbsp;&nbsp;&nbsp;&nbsp; Neo-Concept International Group Holdings Ltd. (a) | 7 | (8) |
| &nbsp;&nbsp;&nbsp;&nbsp; NIKE, Inc., Class B (b) | 40440 | (2576432) |
| &nbsp;&nbsp;&nbsp;&nbsp; Playboy, Inc. (a) | 2564 | (4820) |
| &nbsp;&nbsp;&nbsp;&nbsp; PulteGroup, Inc. (b) | 471 | (55229) |
| &nbsp;&nbsp;&nbsp;&nbsp; PVH Corp. | 9700 | (650094) |
| &nbsp;&nbsp;&nbsp;&nbsp; SharkNinja, Inc. (a) | 700 | (78330) |
| &nbsp;&nbsp;&nbsp;&nbsp; Smith Douglas Homes Corp. (a) | 100 | (1677) |
| &nbsp;&nbsp;&nbsp;&nbsp; Somnigroup International, Inc. | 28400 | (2535552) |
| &nbsp;&nbsp;&nbsp;&nbsp; Steven Madden Ltd. | 6400 | (266496) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tapestry, Inc. (b) | 531 | (67846) |
| &nbsp;&nbsp;&nbsp;&nbsp; Toll Brothers, Inc. (b) | 856 | (115748) |
| &nbsp;&nbsp;&nbsp;&nbsp; TopBuild Corp. (a) | 5540 | (2311233) |
| &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway Brands Corp. (a) | 300 | (3501) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Whirlpool Corp. | 1900 | $(137066) |
| &nbsp;&nbsp;&nbsp;&nbsp; YETI Holdings, Inc. (a) | 300 | (13251) |
|  |  | (9602298) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — (0.9)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Airbnb, Inc., Class A (a),(b) | 357 | (48452) |
| &nbsp;&nbsp;&nbsp;&nbsp; Allurion Technologies, Inc. (a) | 151 | (186) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Public Education, Inc. (a) | 100 | (3780) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aramark | 5000 | (184300) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aureus Greenway Holdings, Inc. (a) | 100 | (315) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Rock Coffee Bar, Inc. (a) | 100 | (2225) |
| &nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, Inc. (b) | 4 | (21421) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brinker International, Inc. (a) | 1800 | (258336) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caesars Entertainment, Inc. (a) | 576 | (13473) |
| &nbsp;&nbsp;&nbsp;&nbsp; Carnival Corp. (a),(b) | 481 | (14690) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, Inc. (a),(b) | 268 | (9916) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cracker Barrel Old Country Store, Inc. | 1000 | (25400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Darden Restaurants, Inc. (b) | 116 | (21346) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dave & Buster's Entertainment, Inc. (a) | 11400 | (184794) |
| &nbsp;&nbsp;&nbsp;&nbsp; Denny's Corp. (a) | 2100 | (13062) |
| &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza, Inc. (b) | 1691 | (704843) |
| &nbsp;&nbsp;&nbsp;&nbsp; DoorDash, Inc. (a) | 1340 | (303483) |
| &nbsp;&nbsp;&nbsp;&nbsp; DraftKings, Inc. (a) | 27730 | (955576) |
| &nbsp;&nbsp;&nbsp;&nbsp; Expedia Group, Inc. (b) | 10118 | (2866531) |
| &nbsp;&nbsp;&nbsp;&nbsp; Full House Resorts, Inc. (a) | 2600 | (6786) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inspirato, Inc. (a) | 29 | (121) |
| &nbsp;&nbsp;&nbsp;&nbsp; Krispy Kreme, Inc. | 7400 | (29748) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marriott International, Inc. | 12400 | (3846976) |
| &nbsp;&nbsp;&nbsp;&nbsp; McDonald's Corp. (b) | 1991 | (608509) |
| &nbsp;&nbsp;&nbsp;&nbsp; Navan, Inc. (a) | 1700 | (29036) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nerdy, Inc. (a) | 18500 | (19240) |
| &nbsp;&nbsp;&nbsp;&nbsp; ONE Group Hospitality, Inc. (a) | 400 | (700) |
| &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld Holdings Ltd. | 1800 | (37332) |
| &nbsp;&nbsp;&nbsp;&nbsp; Papa John's International, Inc. | 10800 | (415692) |
| &nbsp;&nbsp;&nbsp;&nbsp; Penn Entertainment, Inc. (a) | 10400 | (153400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Planet Fitness, Inc., Class A (a) | 2200 | (238634) |
| &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc. (a) | 8500 | (38590) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pursuit Attractions & Hospitality, Inc. (a) | 300 | (10104) |
| &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean Cruises Ltd. (b) | 33620 | (9377290) |
| &nbsp;&nbsp;&nbsp;&nbsp; Serve Robotics, Inc. (a) | 12700 | (131826) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sharplink Gaming, Inc. (a) | 64900 | (580206) |
| &nbsp;&nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp. (a) | 33388 | (512172) |
| &nbsp;&nbsp;&nbsp;&nbsp; Starbucks Corp. (b) | 81112 | (6830442) |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Roadhouse, Inc. (b) | 24 | (3984) |
| &nbsp;&nbsp;&nbsp;&nbsp; Travel & Leisure Co. | 1400 | (98742) |
| &nbsp;&nbsp;&nbsp;&nbsp; Udemy, Inc. (a) | 1100 | (6435) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Parks & Resorts, Inc. (a) | 4900 | (177870) |
| &nbsp;&nbsp;&nbsp;&nbsp; Viking Holdings Ltd. (a),(b) | 2273 | (162315) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wingstop, Inc. | 680 | (162173) |
| &nbsp;&nbsp;&nbsp;&nbsp; WW International, Inc. (a) | 400 | (11686) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wyndham Hotels & Resorts, Inc. (b) | 1822 | (137670) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wynn Resorts Ltd. | 4700 | (565551) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Xponential Fitness, Inc. (a) | 2700 | $(22221) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yum! Brands, Inc. | 34300 | (5188904) |
|  |  | (35036484) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financials — (2.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research Corp. (a) | 700 | (2618) |
| &nbsp;&nbsp;&nbsp;&nbsp; Adamas Trust, Inc. | 25 | (182) |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Flower Capital, Inc. | 400 | (1140) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc. (b) | 3454 | (156432) |
| &nbsp;&nbsp;&nbsp;&nbsp; ALT5 Sigma Corp. (a) | 11600 | (12760) |
| &nbsp;&nbsp;&nbsp;&nbsp; AlTi Global, Inc. (a) | 3500 | (16240) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Express Co. (b) | 34856 | (12894977) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apollo Global Management, Inc. | 6473 | (937031) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arbor Realty Trust, Inc. | 600 | (4656) |
| &nbsp;&nbsp;&nbsp;&nbsp; ARES Management Corp. | 15000 | (2424450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings Corp. (a) | 100 | (6695) |
| &nbsp;&nbsp;&nbsp;&nbsp; AtlasClear Holdings, Inc. (a) | 45700 | (11466) |
| &nbsp;&nbsp;&nbsp;&nbsp; B Riley Financial, Inc. (a) | 200 | (934) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. | 29206 | (3390525) |
| &nbsp;&nbsp;&nbsp;&nbsp; Beeline Holdings, Inc. (a) | 1281 | (2203) |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc. (a),(b) | 1 | (754800) |
| &nbsp;&nbsp;&nbsp;&nbsp; Better Home & Finance Holding Co. (a) | 1892 | (61641) |
| &nbsp;&nbsp;&nbsp;&nbsp; Blue Owl Capital, Inc. (b) | 33329 | (497935) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial Holdings, Inc. | 100 | (7403) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd. | 22400 | (1173536) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Corp. | 41950 | (1925085) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bullish (a) | 400 | (15148) |
| &nbsp;&nbsp;&nbsp;&nbsp; Burford Capital Ltd. | 1200 | (10704) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cannae Holdings, Inc. | 1200 | (18876) |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp. | 24 | (5817) |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlyle Group, Inc. | 300 | (17733) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cboe Global Markets, Inc. | 15897 | (3990147) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chime Financial, Inc. (a) | 100 | (2517) |
| &nbsp;&nbsp;&nbsp;&nbsp; Claros Mortgage Trust, Inc. (a) | 900 | (2754) |
| &nbsp;&nbsp;&nbsp;&nbsp; CME Group, Inc. (b) | 3163 | (863752) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coinbase Global, Inc. (a) | 25900 | (5857026) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corpay, Inc. (a) | 3003 | (903693) |
| &nbsp;&nbsp;&nbsp;&nbsp; DeFi Development Corp. (a) | 100 | (505) |
| &nbsp;&nbsp;&nbsp;&nbsp; Defi Technologies, Inc. (a) | 22300 | (16828) |
| &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, Inc. | 1006 | (15432) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enova International, Inc. (a) | 84569 | (13294247) |
| &nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, Inc. | 900 | (42885) |
| &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, Inc. (a) | 13536 | (1030225) |
| &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research Systems, Inc. (b) | 532 | (154381) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Information Services, Inc. | 81044 | (5386184) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fiserv, Inc. (a),(b) | 2966 | (199226) |
| &nbsp;&nbsp;&nbsp;&nbsp; Forge Global Holdings, Inc. (a) | 1331 | (59309) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gemini Space Station, Inc. (a) | 400 | (3968) |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Payments, Inc. (b) | 4326 | (334832) |
| &nbsp;&nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc. | 5700 | (179151) |
| &nbsp;&nbsp;&nbsp;&nbsp; Innventure, Inc. (a) | 800 | (3344) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc. | 2030 | (328779) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & Associates, Inc. (b) | 6029 | $(1100172) |
| &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson Group PLC | 900 | (42813) |
| &nbsp;&nbsp;&nbsp;&nbsp; Katapult Holdings, Inc. (a) | 539 | (3482) |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR & Co., Inc. | 13200 | (1682736) |
| &nbsp;&nbsp;&nbsp;&nbsp; LendingClub Corp. (a) | 800 | (15152) |
| &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial Holdings, Inc. | 4280 | (1528688) |
| &nbsp;&nbsp;&nbsp;&nbsp; Merchants Bancorp | 50 | (1703) |
| &nbsp;&nbsp;&nbsp;&nbsp; Moody's Corp. (b) | 266 | (135886) |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley (b) | 916 | (162617) |
| &nbsp;&nbsp;&nbsp;&nbsp; MSCI, Inc., Class A (b) | 383 | (219739) |
| &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc. (a) | 900 | (12195) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial Corp. (a) | 2048 | (10834) |
| &nbsp;&nbsp;&nbsp;&nbsp; P10, Inc., Class A | 1100 | (10791) |
| &nbsp;&nbsp;&nbsp;&nbsp; Patria Investments Ltd., Class A | 7700 | (122353) |
| &nbsp;&nbsp;&nbsp;&nbsp; Perella Weinberg Partners | 100 | (1730) |
| &nbsp;&nbsp;&nbsp;&nbsp; Priority Technology Holdings, Inc. (a) | 200 | (1090) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ready Capital Corp. | 200 | (436) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regional Management Corp. | 9544 | (369830) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rithm Capital Corp. | 19100 | (208190) |
| &nbsp;&nbsp;&nbsp;&nbsp; Robinhood Markets, Inc. (a) | 41809 | (4728598) |
| &nbsp;&nbsp;&nbsp;&nbsp; S&P Global, Inc. (b) | 302 | (157822) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, Inc. (a) | 14100 | (887877) |
| &nbsp;&nbsp;&nbsp;&nbsp; StepStone Group, Inc. | 4700 | (301599) |
| &nbsp;&nbsp;&nbsp;&nbsp; StoneX Group, Inc. (a) | 2200 | (209286) |
| &nbsp;&nbsp;&nbsp;&nbsp; Strive, Inc. (a) | 195500 | (144279) |
| &nbsp;&nbsp;&nbsp;&nbsp; Synchrony Financial (b) | 17013 | (1419395) |
| &nbsp;&nbsp;&nbsp;&nbsp; Toast, Inc., Class A (a),(b) | 4860 | (172579) |
| &nbsp;&nbsp;&nbsp;&nbsp; TPG Mortgage Investment Trust, Inc. | 500 | (4260) |
| &nbsp;&nbsp;&nbsp;&nbsp; Two Harbors Investment Corp. | 50 | (525) |
| &nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc. | 40 | (14028) |
| &nbsp;&nbsp;&nbsp;&nbsp; Webull Corp. (a) | 8000 | (62160) |
| &nbsp;&nbsp;&nbsp;&nbsp; WEX, Inc. (a) | 3500 | (521430) |
|  |  | (71274447) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Energy — (0.3)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aemetis, Inc. (a) | 100 | (139) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amplify Energy Corp. (a) | 3934 | (17978) |
| &nbsp;&nbsp;&nbsp;&nbsp; Antero Midstream Corp. | 1200 | (21348) |
| &nbsp;&nbsp;&nbsp;&nbsp; APA Corp. (b) | 7482 | (183010) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlas Energy Solutions, Inc. | 3400 | (32028) |
| &nbsp;&nbsp;&nbsp;&nbsp; Baker Hughes Co. | 104800 | (4772592) |
| &nbsp;&nbsp;&nbsp;&nbsp; Baytex Energy Corp. | 94686 | (305836) |
| &nbsp;&nbsp;&nbsp;&nbsp; Borr Drilling Ltd. (a) | 17200 | (69316) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cactus, Inc. | 2600 | (118768) |
| &nbsp;&nbsp;&nbsp;&nbsp; California Resources Corp. | 50 | (2235) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cameco Corp. | 2800 | (256172) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. | 61200 | (1035504) |
| &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy Corp. (a) | 360 | (87394) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chevron Corp. (b) | 5797 | (883521) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chord Energy Corp. (b) | 1487 | (137845) |
| &nbsp;&nbsp;&nbsp;&nbsp; Civitas Resources, Inc. (b) | 24046 | (651406) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels Corp. (a) | 2100 | (4410) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; CNX Resources Corp. (a),(b) | 3889 | $(142999) |
| &nbsp;&nbsp;&nbsp;&nbsp; Comstock Resources, Inc. (a),(b) | 3936 | (91236) |
| &nbsp;&nbsp;&nbsp;&nbsp; Comstock, Inc. (a) | 680 | (2557) |
| &nbsp;&nbsp;&nbsp;&nbsp; ConocoPhillips (b) | 316 | (29581) |
| &nbsp;&nbsp;&nbsp;&nbsp; Core Laboratories, Inc. | 1500 | (24045) |
| &nbsp;&nbsp;&nbsp;&nbsp; Core Natural Resources, Inc. | 821 | (72667) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coterra Energy, Inc. | 69600 | (1831872) |
| &nbsp;&nbsp;&nbsp;&nbsp; Devon Energy Corp. (b) | 4756 | (174212) |
| &nbsp;&nbsp;&nbsp;&nbsp; DHT Holdings, Inc. | 2200 | (26862) |
| &nbsp;&nbsp;&nbsp;&nbsp; DMC Global, Inc. (a) | 200 | (1338) |
| &nbsp;&nbsp;&nbsp;&nbsp; EOG Resources, Inc. (b) | 2560 | (268826) |
| &nbsp;&nbsp;&nbsp;&nbsp; Epsilon Energy Ltd. | 100 | (464) |
| &nbsp;&nbsp;&nbsp;&nbsp; EQT Corp. | 6290 | (337144) |
| &nbsp;&nbsp;&nbsp;&nbsp; Expand Energy Corp. (b) | 1862 | (205490) |
| &nbsp;&nbsp;&nbsp;&nbsp; Expro Group Holdings NV (a) | 19200 | (256320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Exxon Mobil Corp. (b) | 19107 | (2299336) |
| &nbsp;&nbsp;&nbsp;&nbsp; Flowco Holdings, Inc. | 200 | (3748) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gevo, Inc. (a) | 11300 | (22600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gulfport Energy Corp. (a) | 400 | (83196) |
| &nbsp;&nbsp;&nbsp;&nbsp; Halliburton Co. (b) | 9632 | (272200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Helmerich & Payne, Inc. | 8500 | (243780) |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Oil Ltd. | 300 | (25893) |
| &nbsp;&nbsp;&nbsp;&nbsp; Innovex International, Inc. (a) | 2000 | (43740) |
| &nbsp;&nbsp;&nbsp;&nbsp; International Seaways, Inc. | 2300 | (111665) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinetik Holdings, Inc. | 7820 | (281911) |
| &nbsp;&nbsp;&nbsp;&nbsp; KLX Energy Services Holdings, Inc. (a) | 1900 | (3591) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kolibri Global Energy, Inc. (a) | 700 | (2751) |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Energy, Inc. | 16200 | (299052) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lightbridge Corp. (a) | 1600 | (20224) |
| &nbsp;&nbsp;&nbsp;&nbsp; Matador Resources Co. (b) | 1438 | (61029) |
| &nbsp;&nbsp;&nbsp;&nbsp; MIND Technology, Inc. (a) | 500 | (4395) |
| &nbsp;&nbsp;&nbsp;&nbsp; Murphy Oil Corp. (b) | 7691 | (240344) |
| &nbsp;&nbsp;&nbsp;&nbsp; NextNRG, Inc. (a) | 3900 | (5655) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nine Energy Service, Inc. (a) | 961 | (332) |
| &nbsp;&nbsp;&nbsp;&nbsp; Noble Corp. PLC | 9848 | (278108) |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil & Gas, Inc. | 9600 | (206112) |
| &nbsp;&nbsp;&nbsp;&nbsp; Occidental Petroleum Corp. (b) | 12034 | (494838) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering International, Inc. (a) | 2700 | (64881) |
| &nbsp;&nbsp;&nbsp;&nbsp; ONEOK, Inc. (b) | 8157 | (599539) |
| &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI Energy, Inc. (b) | 47675 | (291294) |
| &nbsp;&nbsp;&nbsp;&nbsp; Permian Resources Corp. (b) | 4922 | (69056) |
| &nbsp;&nbsp;&nbsp;&nbsp; Prairie Operating Co. (a) | 4800 | (8112) |
| &nbsp;&nbsp;&nbsp;&nbsp; ProFrac Holding Corp. (a) | 21 | (82) |
| &nbsp;&nbsp;&nbsp;&nbsp; Range Resources Corp. (b) | 5740 | (202392) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sable Offshore Corp. (a) | 1900 | (17138) |
| &nbsp;&nbsp;&nbsp;&nbsp; SEACOR Marine Holdings, Inc. (a) | 2000 | (12040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Select Water Solutions, Inc. | 3400 | (35768) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, ADR | 200 | (14696) |
| &nbsp;&nbsp;&nbsp;&nbsp; SLB Ltd. | 100 | (3838) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunococorp LLC (a) | 97 | (4780) |
| &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources Corp. | 6300 | (1162350) |
| &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers Ltd. | 37 | (1977) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, Inc. (a) | 7900 | $(74023) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tidewater, Inc. (a) | 4300 | (217193) |
| &nbsp;&nbsp;&nbsp;&nbsp; Uranium Royalty Corp. (a) | 12700 | (44958) |
| &nbsp;&nbsp;&nbsp;&nbsp; VAALCO Energy, Inc. | 5341 | (19441) |
| &nbsp;&nbsp;&nbsp;&nbsp; Valaris Ltd. (a) | 19700 | (992880) |
| &nbsp;&nbsp;&nbsp;&nbsp; Valero Energy Corp. (b) | 7342 | (1195204) |
| &nbsp;&nbsp;&nbsp;&nbsp; Viper Energy, Inc. | 3 | (116) |
| &nbsp;&nbsp;&nbsp;&nbsp; WaterBridge Infrastructure LLC (a) | 100 | (2001) |
| &nbsp;&nbsp;&nbsp;&nbsp; Weatherford International PLC | 4400 | (344344) |
|  |  | (22427718) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; PennantPark Floating Rate Capital Ltd. | 900 | (8343) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food & Staples Retailing — (0.4)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BBB Foods, Inc. (a) | 3200 | (106848) |
| &nbsp;&nbsp;&nbsp;&nbsp; BJ's Wholesale Club Holdings, Inc. (a),(b) | 5049 | (454561) |
| &nbsp;&nbsp;&nbsp;&nbsp; Casey's General Stores, Inc. | 2460 | (1359667) |
| &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. (b) | 412 | (355284) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet Holding Corp. (a) | 700 | (7070) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mangoceuticals, Inc. (a) | 1100 | (814) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maplebear, Inc. (a),(b) | 2599 | (116903) |
| &nbsp;&nbsp;&nbsp;&nbsp; Performance Food Group Co. (a) | 20200 | (1816384) |
| &nbsp;&nbsp;&nbsp;&nbsp; PriceSmart, Inc. | 299 | (36678) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sysco Corp. | 26900 | (1982261) |
| &nbsp;&nbsp;&nbsp;&nbsp; Target Corp. (b) | 14832 | (1449828) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, Inc. (a) | 1100 | (37037) |
| &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc. (b) | 1653 | (184161) |
|  |  | (7907496) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food, Beverage & Tobacco — (0.2)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Above Food Ingredients, Inc. (a) | 200 | (326) |
| &nbsp;&nbsp;&nbsp;&nbsp; Altria Group, Inc. (b) | 35216 | (2030555) |
| &nbsp;&nbsp;&nbsp;&nbsp; Beyond Meat, Inc. (a) | 78300 | (64206) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC, Inc. (a) | 4700 | (5217) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bunge Global SA | 9200 | (819536) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cal-Maine Foods, Inc. | 1700 | (135269) |
| &nbsp;&nbsp;&nbsp;&nbsp; CIMG, Inc. (a) | 19 | (21) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Co. | 9700 | (678127) |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands, Inc. | 3900 | (538044) |
| &nbsp;&nbsp;&nbsp;&nbsp; Edible Garden AG, Inc. (a) | 416 | (253) |
| &nbsp;&nbsp;&nbsp;&nbsp; Freshpet, Inc. (a) | 300 | (18279) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ispire Technology, Inc. (a) | 1500 | (4200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc. | 799 | (22380) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kraft Heinz Co. | 26100 | (632925) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston Holdings, Inc. | 2999 | (125628) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, Inc., Class A | 62000 | (3337460) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oatly Group AB, ADR (a) | 25 | (267) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oriental Rise Holdings Ltd. (a) | 340 | (507) |
| &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, Inc. (b) | 4718 | (756767) |
| &nbsp;&nbsp;&nbsp;&nbsp; Primo Brands Corp. | 8900 | (145515) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sow Good, Inc. (a) | 3400 | (1170) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tyson Foods, Inc. (b) | 5612 | (328975) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Westrock Coffee Co. (a) | 2100 | $(8547) |
|  |  | (9654174) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Equipment & Services — (0.8)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Abbott Laboratories | 1800 | (225522) |
| &nbsp;&nbsp;&nbsp;&nbsp; AdaptHealth Corp. (a) | 1500 | (14940) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alignment Healthcare, Inc. (a) | 1000 | (19750) |
| &nbsp;&nbsp;&nbsp;&nbsp; Anteris Technologies Global Corp. (a) | 500 | (2495) |
| &nbsp;&nbsp;&nbsp;&nbsp; Avinger, Inc. (a),(e) | 266 | (126) |
| &nbsp;&nbsp;&nbsp;&nbsp; Axe Compute, Inc. (a) | 1 | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson & Co. | 1400 | (271698) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bullfrog AI Holdings, Inc. (a) | 700 | (618) |
| &nbsp;&nbsp;&nbsp;&nbsp; Butterfly Network, Inc. (a) | 200 | (760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cencora, Inc. (b) | 2 | (675) |
| &nbsp;&nbsp;&nbsp;&nbsp; Centene Corp. (a),(b) | 1 | (41) |
| &nbsp;&nbsp;&nbsp;&nbsp; Claritev Corp. (a) | 605 | (25864) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clover Health Investments Corp. (a) | 30600 | (71910) |
| &nbsp;&nbsp;&nbsp;&nbsp; Concentra Group Holdings Parent, Inc. | 400 | (7872) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooper Cos., Inc. (a) | 4300 | (352428) |
| &nbsp;&nbsp;&nbsp;&nbsp; CVS Health Corp. | 166900 | (13245184) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dentsply Sirona, Inc. | 8400 | (96012) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ekso Bionics Holdings, Inc. (a) | 1100 | (9504) |
| &nbsp;&nbsp;&nbsp;&nbsp; Elevance Health, Inc. | 2280 | (799254) |
| &nbsp;&nbsp;&nbsp;&nbsp; Embecta Corp. | 1100 | (13068) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enovis Corp. (a) | 14600 | (388944) |
| &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings Corp. (a) | 34600 | (751166) |
| &nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare Technologies, Inc. | 48600 | (3986172) |
| &nbsp;&nbsp;&nbsp;&nbsp; GeneDx Holdings Corp. (a) | 2900 | (377174) |
| &nbsp;&nbsp;&nbsp;&nbsp; Haemonetics Corp. (a) | 3600 | (288540) |
| &nbsp;&nbsp;&nbsp;&nbsp; HCA Healthcare, Inc. (b) | 4508 | (2104605) |
| &nbsp;&nbsp;&nbsp;&nbsp; HealthEquity, Inc. (a) | 8400 | (769524) |
| &nbsp;&nbsp;&nbsp;&nbsp; HeartFlow, Inc. (a) | 300 | (8745) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hims & Hers Health, Inc. (a) | 72300 | (2347581) |
| &nbsp;&nbsp;&nbsp;&nbsp; Humana, Inc. | 80 | (20490) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hyperfine, Inc. (a) | 13700 | (13416) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICU Medical, Inc. (a) | 3000 | (428010) |
| &nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, Inc. (a) | 6700 | (4532751) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intelligent Bio Solutions, Inc. (a) | 130 | (1239) |
| &nbsp;&nbsp;&nbsp;&nbsp; INVO Fertility, Inc. (a) | 4 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; Joint Corp. (a) | 1800 | (15696) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kestra Medical Technologies Ltd. (a) | 100 | (2652) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kindly MD, Inc. (a) | 47600 | (16712) |
| &nbsp;&nbsp;&nbsp;&nbsp; LifeMD, Inc. (a) | 300 | (1023) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lucid Diagnostics, Inc. (a) | 4100 | (4469) |
| &nbsp;&nbsp;&nbsp;&nbsp; Masimo Corp. (a) | 8500 | (1105510) |
| &nbsp;&nbsp;&nbsp;&nbsp; McKesson Corp. | 1200 | (984348) |
| &nbsp;&nbsp;&nbsp;&nbsp; Microbot Medical, Inc. (a) | 100 | (200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Myomo, Inc. (a) | 900 | (819) |
| &nbsp;&nbsp;&nbsp;&nbsp; Neogen Corp. (a) | 22800 | (159372) |
| &nbsp;&nbsp;&nbsp;&nbsp; Neuraxis, Inc. (a) | 600 | (2724) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nutex Health, Inc. (a) | 700 | (115234) |
| &nbsp;&nbsp;&nbsp;&nbsp; Option Care Health, Inc. (a) | 2000 | (63720) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; OraSure Technologies, Inc. (a) | 600 | $(1452) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orchestra BioMed Holdings, Inc. (a) | 38 | (158) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orthofix Medical, Inc. (a) | 194 | (2941) |
| &nbsp;&nbsp;&nbsp;&nbsp; OrthoPediatrics Corp. (a) | 200 | (3552) |
| &nbsp;&nbsp;&nbsp;&nbsp; Outset Medical, Inc. (a) | 34 | (126) |
| &nbsp;&nbsp;&nbsp;&nbsp; PDL BioPharma, Inc. (a),(e) | 4500 | (11115) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical Group, Inc. (a) | 1100 | (23529) |
| &nbsp;&nbsp;&nbsp;&nbsp; Phreesia, Inc. (a) | 700 | (11844) |
| &nbsp;&nbsp;&nbsp;&nbsp; Privia Health Group, Inc. (a) | 1700 | (40307) |
| &nbsp;&nbsp;&nbsp;&nbsp; Progyny, Inc. (a) | 1100 | (28248) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pulmonx Corp. (a) | 500 | (1105) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pulse Biosciences, Inc. (a) | 114 | (1565) |
| &nbsp;&nbsp;&nbsp;&nbsp; QuidelOrtho Corp. (a) | 7556 | (215799) |
| &nbsp;&nbsp;&nbsp;&nbsp; RadNet, Inc. (a) | 2925 | (208699) |
| &nbsp;&nbsp;&nbsp;&nbsp; ResMed, Inc. (b) | 3422 | (824257) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Medical, Inc. (a) | 3936 | (3281) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sanara Medtech, Inc. (a) | 100 | (2335) |
| &nbsp;&nbsp;&nbsp;&nbsp; Semler Scientific, Inc. (a) | 5000 | (76450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Senseonics Holdings, Inc. (a) | 5560 | (30691) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spectral AI, Inc. (a) | 2100 | (2982) |
| &nbsp;&nbsp;&nbsp;&nbsp; Strata Critical Medical, Inc. (a) | 4800 | (23088) |
| &nbsp;&nbsp;&nbsp;&nbsp; Streamex Corp. (a) | 1200 | (3636) |
| &nbsp;&nbsp;&nbsp;&nbsp; Surgery Partners, Inc. (a) | 7700 | (118965) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tela Bio, Inc. (a) | 2100 | (2478) |
| &nbsp;&nbsp;&nbsp;&nbsp; Teleflex, Inc. | 2600 | (317304) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tenon Medical, Inc. (a) | 49 | (47) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tivic Health Systems, Inc. (a) | 25 | (36) |
| &nbsp;&nbsp;&nbsp;&nbsp; Treace Medical Concepts, Inc. (a) | 300 | (735) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings, Inc. | 1100 | (98912) |
|  |  | (35704204) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Household & Personal Products — (0.2)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beauty Health Co. (a) | 11100 | (15429) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bonk, Inc. (a) | 1042 | (2688) |
| &nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., Inc. (b) | 346 | (29012) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clorox Co. (b) | 306 | (30854) |
| &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive Co. (b) | 490 | (38720) |
| &nbsp;&nbsp;&nbsp;&nbsp; elf Beauty, Inc. (a) | 200 | (15208) |
| &nbsp;&nbsp;&nbsp;&nbsp; Flora Growth Corp. (a) | 35 | (219) |
| &nbsp;&nbsp;&nbsp;&nbsp; Honest Co., Inc. (a) | 5300 | (13674) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kenvue, Inc. | 488200 | (8421450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble Co. (b) | 1118 | (160221) |
|  |  | (8727475) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Insurance — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Abacus Global Management, Inc. | 600 | (5130) |
| &nbsp;&nbsp;&nbsp;&nbsp; Accelerant Holdings (a) | 900 | (14715) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aegon Ltd. | 19100 | (147261) |
| &nbsp;&nbsp;&nbsp;&nbsp; American International Group, Inc. | 6400 | (547520) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aon PLC, Class A | 120 | (42346) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & Co. | 360 | (93164) |
| &nbsp;&nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc. (a) | 6700 | (161001) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, Inc. (a) | 1700 | (110143) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Brown & Brown, Inc. | 2000 | $(159400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Everest Group Ltd. | 80 | (27148) |
| &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, Inc. (b) | 143 | (4412) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Financial, Inc. (b) | 2408 | (131453) |
| &nbsp;&nbsp;&nbsp;&nbsp; First American Financial Corp. (b) | 2090 | (128410) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hippo Holdings, Inc. (a) | 24 | (722) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp. | 2700 | (120231) |
| &nbsp;&nbsp;&nbsp;&nbsp; Loews Corp. | 100 | (10531) |
| &nbsp;&nbsp;&nbsp;&nbsp; Markel Group, Inc. (a) | 200 | (429930) |
| &nbsp;&nbsp;&nbsp;&nbsp; Old Republic International Corp. (b) | 2461 | (112320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc. (a),(b) | 8 | (115) |
| &nbsp;&nbsp;&nbsp;&nbsp; Root, Inc. (a) | 1817 | (131242) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryan Specialty Holdings, Inc. | 3000 | (154890) |
| &nbsp;&nbsp;&nbsp;&nbsp; Selectquote, Inc. (a) | 3400 | (4794) |
| &nbsp;&nbsp;&nbsp;&nbsp; Slide Insurance Holdings, Inc. (a) | 400 | (7792) |
| &nbsp;&nbsp;&nbsp;&nbsp; Willis Towers Watson PLC | 2880 | (946368) |
|  |  | (3491038) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — (0.4)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alcoa Corp. | 47300 | (2513522) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amcor PLC | 72600 | (605484) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amrize Ltd. (a),(b) | 523 | (28284) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arq, Inc. (a) | 1200 | (3924) |
| &nbsp;&nbsp;&nbsp;&nbsp; ASP Isotopes, Inc. (a) | 5900 | (31565) |
| &nbsp;&nbsp;&nbsp;&nbsp; Avery Dennison Corp. | 200 | (36376) |
| &nbsp;&nbsp;&nbsp;&nbsp; Avient Corp. (b) | 394 | (12309) |
| &nbsp;&nbsp;&nbsp;&nbsp; Avino Silver & Gold Mines Ltd. (a) | 100 | (621) |
| &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating Systems Ltd. (a) | 100 | (3231) |
| &nbsp;&nbsp;&nbsp;&nbsp; Century Aluminum Co. (a) | 8200 | (321276) |
| &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals Co. | 2100 | (145362) |
| &nbsp;&nbsp;&nbsp;&nbsp; Contango ORE, Inc. (a) | 100 | (2641) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corteva, Inc. (b) | 482 | (32308) |
| &nbsp;&nbsp;&nbsp;&nbsp; CRH PLC | 14800 | (1847040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dow, Inc. (b) | 2274 | (53166) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical Co. (b) | 404 | (25787) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ecolab, Inc. (b) | 39 | (10238) |
| &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, Inc. (b) | 4529 | (113180) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ferroglobe PLC | 4500 | (20880) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver Corp. | 120 | (1999) |
| &nbsp;&nbsp;&nbsp;&nbsp; Flotek Industries, Inc. (a) | 200 | (3446) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hawkins, Inc. | 600 | (85236) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hecla Mining Co. | 40 | (768) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hycroft Mining Holding Corp. (a) | 2160 | (51343) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ingevity Corp. (a) | 1300 | (76934) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inno Holdings, Inc. (a) | 400 | (456) |
| &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & Fragrances, Inc. | 25700 | (1731923) |
| &nbsp;&nbsp;&nbsp;&nbsp; International Paper Co. | 11700 | (460863) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ivanhoe Electric, Inc. (a) | 5900 | (94282) |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC (a) | 22 | (456) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum Corp. | 500 | (57430) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. | 13000 | (366080) |
| &nbsp;&nbsp;&nbsp;&nbsp; LyondellBasell Industries NV (b) | 1392 | (60274) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Martin Marietta Materials, Inc. (b) | 123 | $(76587) |
| &nbsp;&nbsp;&nbsp;&nbsp; Materion Corp. | 100 | (12432) |
| &nbsp;&nbsp;&nbsp;&nbsp; Methanex Corp. | 1300 | (51636) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mosaic Co. | 1300 | (31317) |
| &nbsp;&nbsp;&nbsp;&nbsp; Newmont Corp. | 300 | (29955) |
| &nbsp;&nbsp;&nbsp;&nbsp; NioCorp Developments Ltd. (a) | 5076 | (26903) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nucor Corp. | 1200 | (195732) |
| &nbsp;&nbsp;&nbsp;&nbsp; Olin Corp. (b) | 905 | (18851) |
| &nbsp;&nbsp;&nbsp;&nbsp; Perpetua Resources Corp. (a) | 6200 | (150102) |
| &nbsp;&nbsp;&nbsp;&nbsp; PPG Industries, Inc. (b) | 216 | (22131) |
| &nbsp;&nbsp;&nbsp;&nbsp; PureCycle Technologies, Inc. (a) | 19800 | (170082) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical Corp. | 300 | (41193) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings Corp. (a) | 800 | (4328) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sealed Air Corp. | 600 | (24858) |
| &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock PLC | 57500 | (2223525) |
| &nbsp;&nbsp;&nbsp;&nbsp; Standard Lithium Ltd. (a) | 20700 | (92529) |
| &nbsp;&nbsp;&nbsp;&nbsp; Steel Dynamics, Inc. | 3800 | (643910) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ternium SA, ADR | 100 | (3819) |
| &nbsp;&nbsp;&nbsp;&nbsp; TMC the metals Co., Inc. (a) | 34000 | (209780) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trilogy Metals, Inc. (a) | 1600 | (6896) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinseo PLC | 500 | (249) |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Gold Corp. (a) | 200 | (3882) |
| &nbsp;&nbsp;&nbsp;&nbsp; USA Rare Earth, Inc. (a) | 45900 | (546210) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vizsla Silver Corp. (a) | 1000 | (5470) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vulcan Materials Co. (b) | 212 | (60467) |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrior Met Coal, Inc. | 3500 | (308595) |
|  |  | (13760123) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media & Entertainment — (0.8)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Angel Studios, Inc. (a) | 1300 | (6071) |
| &nbsp;&nbsp;&nbsp;&nbsp; Angi, Inc. (a) | 2110 | (27282) |
| &nbsp;&nbsp;&nbsp;&nbsp; BuzzFeed, Inc. (a) | 177 | (165) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cable One, Inc. | 300 | (33855) |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. (a) | 8920 | (1862050) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cinemark Holdings, Inc. | 100 | (2324) |
| &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp. (a) | 7058 | (767205) |
| &nbsp;&nbsp;&nbsp;&nbsp; Emerald Holding, Inc. | 200 | (894) |
| &nbsp;&nbsp;&nbsp;&nbsp; GameSquare Holdings, Inc. (a) | 22400 | (8624) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ibotta, Inc. (a) | 400 | (9092) |
| &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, Inc. | 700 | (21441) |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband Corp. (a) | 26800 | (1302480) |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty Formula One (a) | 500 | (44690) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lionsgate Studios Corp. (a) | 8508 | (77678) |
| &nbsp;&nbsp;&nbsp;&nbsp; Live Nation Entertainment, Inc. (a),(b) | 12266 | (1747905) |
| &nbsp;&nbsp;&nbsp;&nbsp; Magnite, Inc. (a) | 200 | (3246) |
| &nbsp;&nbsp;&nbsp;&nbsp; Match Group, Inc. | 57600 | (1859904) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mega Matrix, Inc. (a) | 800 | (728) |
| &nbsp;&nbsp;&nbsp;&nbsp; National CineMedia, Inc. | 10960 | (42634) |
| &nbsp;&nbsp;&nbsp;&nbsp; Newsmax, Inc. (a) | 1100 | (8503) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media Group, Inc. | 911 | (184979) |
| &nbsp;&nbsp;&nbsp;&nbsp; NIQ Global Intelligence PLC (a) | 1300 | (21437) |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. (b) | 13224 | (1067838) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Optimum Communications, Inc. (a) | 18400 | $(30360) |
| &nbsp;&nbsp;&nbsp;&nbsp; PSQ Holdings, Inc. (a) | 14100 | (14523) |
| &nbsp;&nbsp;&nbsp;&nbsp; Roku, Inc. (a),(b) | 1789 | (194089) |
| &nbsp;&nbsp;&nbsp;&nbsp; Scholastic Corp. | 200 | (5926) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sinclair, Inc. | 1200 | (18360) |
| &nbsp;&nbsp;&nbsp;&nbsp; Society Pass, Inc. (a) | 100 | (380) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stagwell, Inc. (a) | 100 | (489) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stubhub Holdings, Inc. (a) | 900 | (12177) |
| &nbsp;&nbsp;&nbsp;&nbsp; TEGNA, Inc. | 7600 | (147516) |
| &nbsp;&nbsp;&nbsp;&nbsp; TKO Group Holdings, Inc. | 800 | (167200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trade Desk, Inc., Class A (a),(b) | 9084 | (344829) |
| &nbsp;&nbsp;&nbsp;&nbsp; TripAdvisor, Inc. (a) | 3500 | (50960) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vivid Seats, Inc. (a) | 30 | (216) |
| &nbsp;&nbsp;&nbsp;&nbsp; Warner Bros Discovery, Inc. (a) | 465974 | (13429371) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yelp, Inc. (a) | 600 | (18234) |
|  |  | (23535655) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals, Biotechnology & Life Sciences — (1.4)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AbbVie, Inc. (b) | 2823 | (645027) |
| &nbsp;&nbsp;&nbsp;&nbsp; Abeona Therapeutics, Inc. (a) | 1228 | (6472) |
| &nbsp;&nbsp;&nbsp;&nbsp; ABVC BioPharma, Inc. (a) | 100 | (213) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aceragen, Inc. (a),(e) | 735 | (283) |
| &nbsp;&nbsp;&nbsp;&nbsp; Adial Pharmaceuticals, Inc. (a) | 32 | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aligos Therapeutics, Inc. (a) | 900 | (8388) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alzamend Neuro, Inc. (a) | 100 | (182) |
| &nbsp;&nbsp;&nbsp;&nbsp; Applied Therapeutics, Inc. (a) | 15300 | (1530) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arbutus Biopharma Corp. (a) | 8900 | (42809) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcellx, Inc. (a) | 4200 | (273840) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcus Biosciences, Inc. (a) | 1600 | (38128) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arrowhead Pharmaceuticals, Inc. (a) | 400 | (26556) |
| &nbsp;&nbsp;&nbsp;&nbsp; ARS Pharmaceuticals, Inc. (a) | 500 | (5825) |
| &nbsp;&nbsp;&nbsp;&nbsp; Astria Therapeutics, Inc. (a) | 100 | (1309) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atara Biotherapeutics, Inc. (a) | 1764 | (31911) |
| &nbsp;&nbsp;&nbsp;&nbsp; Athira Pharma, Inc. (a) | 140 | (1060) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aura Biosciences, Inc. (a) | 400 | (2180) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aurora Cannabis, Inc. (a) | 2600 | (10972) |
| &nbsp;&nbsp;&nbsp;&nbsp; Avantor, Inc. (a) | 48300 | (553518) |
| &nbsp;&nbsp;&nbsp;&nbsp; Avita Medical, Inc. (a) | 300 | (1035) |
| &nbsp;&nbsp;&nbsp;&nbsp; Azenta, Inc. (a) | 400 | (13304) |
| &nbsp;&nbsp;&nbsp;&nbsp; Azitra, Inc. (a) | 15 | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioAtla, Inc. (a) | 400 | (227) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical, Inc. (a) | 1900 | (112917) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, Inc. (a) | 580 | (175734) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bio-Techne Corp. | 15100 | (888031) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bioxcel Therapeutics, Inc. (a) | 18 | (29) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond Therapeutics, Inc. (a) | 12600 | (30618) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. (b) | 734 | (39592) |
| &nbsp;&nbsp;&nbsp;&nbsp; Calidi Biotherapeutics, Inc. (a) | 16 | (19) |
| &nbsp;&nbsp;&nbsp;&nbsp; Candel Therapeutics, Inc. (a) | 1300 | (7345) |
| &nbsp;&nbsp;&nbsp;&nbsp; Canopy Growth Corp. (a) | 112880 | (128683) |
| &nbsp;&nbsp;&nbsp;&nbsp; Capricor Therapeutics, Inc. (a) | 800 | (23088) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cardio Diagnostics Holdings, Inc. (a) | 15 | (41) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Caris Life Sciences, Inc. (a) | 300 | $(8094) |
| &nbsp;&nbsp;&nbsp;&nbsp; CASI Pharmaceuticals Holdings, Inc. (a) | 47 | (40) |
| &nbsp;&nbsp;&nbsp;&nbsp; Catalyst Pharmaceuticals, Inc. (a) | 34200 | (798228) |
| &nbsp;&nbsp;&nbsp;&nbsp; cbdMD, Inc. (a) | 30 | (40) |
| &nbsp;&nbsp;&nbsp;&nbsp; Centessa Pharmaceuticals PLC, ADR (a) | 6400 | (160064) |
| &nbsp;&nbsp;&nbsp;&nbsp; Charles River Laboratories International, Inc. (a) | 2200 | (438856) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cingulate, Inc. (a) | 2100 | (9114) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clene, Inc. (a) | 100 | (587) |
| &nbsp;&nbsp;&nbsp;&nbsp; CNS Pharmaceuticals, Inc. (a) | 149 | (782) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeptis Therapeutics Holdings, Inc. (a) | 100 | (1425) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cognition Therapeutics, Inc. (a) | 29100 | (39285) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass Therapeutics, Inc. (a) | 4300 | (23091) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corbus Pharmaceuticals Holdings, Inc. (a) | 900 | (7326) |
| &nbsp;&nbsp;&nbsp;&nbsp; CorMedix, Inc. (a) | 500 | (5815) |
| &nbsp;&nbsp;&nbsp;&nbsp; Crinetics Pharmaceuticals, Inc. (a) | 400 | (18620) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cybin, Inc. (a) | 1200 | (9816) |
| &nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp. | 13400 | (3067528) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dermata Therapeutics, Inc. (a) | 300 | (696) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dyne Therapeutics, Inc. (a) | 100 | (1956) |
| &nbsp;&nbsp;&nbsp;&nbsp; Edgewise Therapeutics, Inc. (a) | 1200 | (29778) |
| &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal Health, Inc. (a) | 88900 | (2011807) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eledon Pharmaceuticals, Inc. (a) | 5800 | (8758) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 600 | (644808) |
| &nbsp;&nbsp;&nbsp;&nbsp; Elicio Operating Co., Inc. (a) | 100 | (796) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enliven Therapeutics, Inc. (a) | 1800 | (27720) |
| &nbsp;&nbsp;&nbsp;&nbsp; Erasca, Inc. (a) | 1500 | (5580) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ethzilla Corp. (a) | 4526 | (22177) |
| &nbsp;&nbsp;&nbsp;&nbsp; Exact Sciences Corp. (a) | 3700 | (375772) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fibrobiologics, Inc. (a) | 1900 | (427) |
| &nbsp;&nbsp;&nbsp;&nbsp; Foghorn Therapeutics, Inc. (a) | 400 | (2160) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortrea Holdings, Inc. (a) | 2100 | (36225) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gain Therapeutics, Inc. (a) | 1700 | (5474) |
| &nbsp;&nbsp;&nbsp;&nbsp; Genelux Corp. (a) | 300 | (1308) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. (b) | 61724 | (7576004) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ginkgo Bioworks Holdings, Inc. (a) | 88 | (731) |
| &nbsp;&nbsp;&nbsp;&nbsp; GRI Bio, Inc. (a) | 35 | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp; GSK PLC, ADR (b) | 735 | (36044) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gyre Therapeutics, Inc. (a) | 400 | (2824) |
| &nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC, ADR | 296900 | (3001659) |
| &nbsp;&nbsp;&nbsp;&nbsp; Harrow, Inc. (a) | 3300 | (161700) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hoth Therapeutics, Inc. (a) | 100 | (99) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICON PLC (a) | 16200 | (2951964) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ideaya Biosciences, Inc. (a) | 100 | (3457) |
| &nbsp;&nbsp;&nbsp;&nbsp; Illumina, Inc. (a) | 2700 | (354132) |
| &nbsp;&nbsp;&nbsp;&nbsp; Immix Biopharma, Inc. (a) | 100 | (523) |
| &nbsp;&nbsp;&nbsp;&nbsp; Immunome, Inc. (a) | 2400 | (51552) |
| &nbsp;&nbsp;&nbsp;&nbsp; Immunovant, Inc. (a) | 100 | (2542) |
| &nbsp;&nbsp;&nbsp;&nbsp; Incannex Healthcare, Inc. (a) | 70600 | (25275) |
| &nbsp;&nbsp;&nbsp;&nbsp; Incyte Corp. (a) | 3900 | (385203) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inhibikase Therapeutics, Inc. (a) | 100 | (205) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inhibrx Biosciences, Inc. (a) | 200 | (15800) |
| &nbsp;&nbsp;&nbsp;&nbsp; Instil Bio, Inc. (a) | 900 | (9900) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; IQVIA Holdings, Inc. (a) | 8200 | $(1848362) |
| &nbsp;&nbsp;&nbsp;&nbsp; Iterum Therapeutics PLC (a) | 10413 | (3488) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jaguar Health, Inc. (a) | 19 | (18) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jasper Therapeutics, Inc. (a) | 1000 | (1830) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals PLC (a) | 200 | (34000) |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson & Johnson (b) | 2 | (414) |
| &nbsp;&nbsp;&nbsp;&nbsp; Journey Medical Corp. (a) | 200 | (1542) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Neurosciences, Inc. (a) | 300 | (306) |
| &nbsp;&nbsp;&nbsp;&nbsp; KalVista Pharmaceuticals, Inc. (a) | 800 | (12920) |
| &nbsp;&nbsp;&nbsp;&nbsp; Krystal Biotech, Inc. (a) | 2000 | (493080) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lexaria Bioscience Corp. (a) | 900 | (555) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lineage Cell Therapeutics, Inc. (a) | 100 | (167) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lyra Therapeutics, Inc. (a) | 70 | (216) |
| &nbsp;&nbsp;&nbsp;&nbsp; Madrigal Pharmaceuticals, Inc. (a) | 7300 | (4251082) |
| &nbsp;&nbsp;&nbsp;&nbsp; MAIA Biotechnology, Inc. (a) | 400 | (612) |
| &nbsp;&nbsp;&nbsp;&nbsp; Medicus Pharma Ltd. (a) | 100 | (153) |
| &nbsp;&nbsp;&nbsp;&nbsp; MeiraGTx Holdings PLC (a) | 4300 | (34185) |
| &nbsp;&nbsp;&nbsp;&nbsp; Merck & Co., Inc. | 600 | (63156) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo International, Inc. (a) | 2200 | (3067218) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mind Medicine MindMed, Inc. (a) | 6 | (80) |
| &nbsp;&nbsp;&nbsp;&nbsp; Monte Rosa Therapeutics, Inc. (a) | 100 | (1568) |
| &nbsp;&nbsp;&nbsp;&nbsp; NeuBase Therapeutics, Inc. (a),(e) | 49 | (18) |
| &nbsp;&nbsp;&nbsp;&nbsp; Neurogene, Inc. (a) | 300 | (6180) |
| &nbsp;&nbsp;&nbsp;&nbsp; Novartis AG, ADR | 12700 | (1750949) |
| &nbsp;&nbsp;&nbsp;&nbsp; NRX Therapeutics, Inc. (a) | 711 | (1927) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nurix Therapeutics, Inc. (a) | 800 | (15176) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nutriband, Inc. (a) | 300 | (1362) |
| &nbsp;&nbsp;&nbsp;&nbsp; Onconetix, Inc. (a) | 25 | (39) |
| &nbsp;&nbsp;&nbsp;&nbsp; OS Therapies, Inc. (a) | 200 | (280) |
| &nbsp;&nbsp;&nbsp;&nbsp; Outlook Therapeutics, Inc. (a) | 210 | (332) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palisade Bio, Inc. (a) | 8100 | (19035) |
| &nbsp;&nbsp;&nbsp;&nbsp; PDS Biotechnology Corp. (a) | 2400 | (1848) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pfizer, Inc. (b) | 13003 | (323775) |
| &nbsp;&nbsp;&nbsp;&nbsp; Phathom Pharmaceuticals, Inc. (a) | 2500 | (41475) |
| &nbsp;&nbsp;&nbsp;&nbsp; Praxis Precision Medicines, Inc. (a) | 860 | (253476) |
| &nbsp;&nbsp;&nbsp;&nbsp; Precigen, Inc. (a) | 13600 | (56848) |
| &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer Healthcare, Inc. (a) | 11600 | (715604) |
| &nbsp;&nbsp;&nbsp;&nbsp; ProMIS Neurosciences, Inc. (a) | 4 | (29) |
| &nbsp;&nbsp;&nbsp;&nbsp; Protagonist Therapeutics, Inc. (a) | 20600 | (1799204) |
| &nbsp;&nbsp;&nbsp;&nbsp; Protalix BioTherapeutics, Inc. (a) | 1500 | (2700) |
| &nbsp;&nbsp;&nbsp;&nbsp; Protara Therapeutics, Inc. (a) | 1500 | (7995) |
| &nbsp;&nbsp;&nbsp;&nbsp; Qiagen NV | 18300 | (822951) |
| &nbsp;&nbsp;&nbsp;&nbsp; Repligen Corp. (a) | 5700 | (934002) |
| &nbsp;&nbsp;&nbsp;&nbsp; Revvity, Inc. | 3200 | (309600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rezolute, Inc. (a) | 7300 | (17228) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rhythm Pharmaceuticals, Inc. (a) | 6100 | (652944) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rigel Pharmaceuticals, Inc. (a) | 10 | (428) |
| &nbsp;&nbsp;&nbsp;&nbsp; Roivant Sciences Ltd. (a) | 31400 | (681380) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sagimet Biosciences, Inc. (a) | 2400 | (14208) |
| &nbsp;&nbsp;&nbsp;&nbsp; Savara, Inc. (a) | 200 | (1206) |
| &nbsp;&nbsp;&nbsp;&nbsp; Senti Biosciences, Inc. (a) | 100 | (104) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sera Prognostics, Inc. (a) | 629 | (1856) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Seres Therapeutics, Inc. (a) | 45 | $(670) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sionna Therapeutics, Inc. (a) | 100 | (4114) |
| &nbsp;&nbsp;&nbsp;&nbsp; SNDL, Inc. (a) | 14740 | (24468) |
| &nbsp;&nbsp;&nbsp;&nbsp; Soleno Therapeutics, Inc. (a) | 6200 | (287060) |
| &nbsp;&nbsp;&nbsp;&nbsp; Solid Biosciences, Inc. (a) | 3027 | (17072) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spyre Therapeutics, Inc. (a) | 3448 | (112956) |
| &nbsp;&nbsp;&nbsp;&nbsp; Standard BioTools, Inc. (a) | 14300 | (18304) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stoke Therapeutics, Inc. (a) | 1200 | (38088) |
| &nbsp;&nbsp;&nbsp;&nbsp; Structure Therapeutics, Inc., ADR (a) | 100 | (6955) |
| &nbsp;&nbsp;&nbsp;&nbsp; Summit Therapeutics, Inc. (a) | 30000 | (524700) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tectonic Therapeutic, Inc. (a) | 50 | (1043) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tempest Therapeutics, Inc. (a) | 527 | (1512) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terns Pharmaceuticals, Inc. (a) | 1900 | (76760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tharimmune, Inc. (a) | 200 | (606) |
| &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. (b) | 13904 | (8056673) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tilray Brands, Inc. (a) | 37032 | (334399) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tonix Pharmaceuticals Holding Corp. (a) | 35 | (547) |
| &nbsp;&nbsp;&nbsp;&nbsp; Traws Pharma, Inc. (a) | 200 | (226) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trevi Therapeutics, Inc. (a) | 10300 | (128956) |
| &nbsp;&nbsp;&nbsp;&nbsp; TuHURA Biosciences, Inc. (a) | 6800 | (5146) |
| &nbsp;&nbsp;&nbsp;&nbsp; Twist Bioscience Corp. (a) | 100 | (3172) |
| &nbsp;&nbsp;&nbsp;&nbsp; Unicycive Therapeutics, Inc. (a) | 1000 | (5770) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics Corp. (a) | 180 | (87705) |
| &nbsp;&nbsp;&nbsp;&nbsp; Upstream Bio, Inc. (a) | 2000 | (54300) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vaxcyte, Inc. (a) | 16400 | (756696) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vera Therapeutics, Inc. (a) | 100 | (5064) |
| &nbsp;&nbsp;&nbsp;&nbsp; Veracyte, Inc. (a) | 2900 | (122090) |
| &nbsp;&nbsp;&nbsp;&nbsp; Veru, Inc. (a) | 2182 | (4669) |
| &nbsp;&nbsp;&nbsp;&nbsp; Viatris, Inc. | 11900 | (148155) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vor BioPharma, Inc. (a) | 3200 | (41856) |
| &nbsp;&nbsp;&nbsp;&nbsp; Waters Corp. (a) | 7460 | (2833532) |
| &nbsp;&nbsp;&nbsp;&nbsp; X4 Pharmaceuticals, Inc. (a) | 50 | (200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zevra Therapeutics, Inc. (a) | 600 | (5376) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zoetis, Inc. | 100 | (12582) |
|  |  | (57385186) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — (0.2)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alexander & Baldwin, Inc. | 100 | (2064) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp. (b) | 3 | (527) |
| &nbsp;&nbsp;&nbsp;&nbsp; Americold Realty Trust, Inc. | 100 | (1286) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apartment Investment & Management Co. (a) | 200 | (1188) |
| &nbsp;&nbsp;&nbsp;&nbsp; Braemar Hotels & Resorts, Inc. | 3000 | (8610) |
| &nbsp;&nbsp;&nbsp;&nbsp; Centerspace | 100 | (6672) |
| &nbsp;&nbsp;&nbsp;&nbsp; Crown Castle, Inc. (b) | 4407 | (391650) |
| &nbsp;&nbsp;&nbsp;&nbsp; Digital Realty Trust, Inc. (b) | 3 | (464) |
| &nbsp;&nbsp;&nbsp;&nbsp; Elme Communities (a) | 300 | (5220) |
| &nbsp;&nbsp;&nbsp;&nbsp; Essex Property Trust, Inc. | 20 | (5234) |
| &nbsp;&nbsp;&nbsp;&nbsp; Extra Space Storage, Inc. | 10000 | (1302200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gaming & Leisure Properties, Inc. | 100 | (4469) |
| &nbsp;&nbsp;&nbsp;&nbsp; Generation Income Properties, Inc. (a) | 400 | (253) |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthpeak Properties, Inc. | 27 | (434) |
| &nbsp;&nbsp;&nbsp;&nbsp; Host Hotels & Resorts, Inc. | 29700 | (526581) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Hudson Pacific Properties, Inc. (a) | 472 | $(5112) |
| &nbsp;&nbsp;&nbsp;&nbsp; Innovative Industrial Properties, Inc. | 1100 | (52096) |
| &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes, Inc. | 99 | (2751) |
| &nbsp;&nbsp;&nbsp;&nbsp; Iron Mountain, Inc. (b) | 292 | (24221) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimco Realty Corp. | 4900 | (99323) |
| &nbsp;&nbsp;&nbsp;&nbsp; LXP Industrial Trust | 13077 | (648358) |
| &nbsp;&nbsp;&nbsp;&nbsp; Macerich Co. | 12500 | (230750) |
| &nbsp;&nbsp;&nbsp;&nbsp; NexPoint Diversified Real Estate Trust | 702 | (2689) |
| &nbsp;&nbsp;&nbsp;&nbsp; Outfront Media, Inc. | 27296 | (657834) |
| &nbsp;&nbsp;&nbsp;&nbsp; Peakstone Realty Trust | 800 | (11480) |
| &nbsp;&nbsp;&nbsp;&nbsp; PotlatchDeltic Corp. | 21 | (835) |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Storage | 120 | (31140) |
| &nbsp;&nbsp;&nbsp;&nbsp; Realty Income Corp. | 24748 | (1395045) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regency Centers Corp. | 2000 | (138060) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rexford Industrial Realty, Inc. | 8800 | (340736) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryman Hospitality Properties, Inc. | 10800 | (1021896) |
| &nbsp;&nbsp;&nbsp;&nbsp; Service Properties Trust | 300 | (552) |
| &nbsp;&nbsp;&nbsp;&nbsp; SL Green Realty Corp. | 2851 | (130775) |
| &nbsp;&nbsp;&nbsp;&nbsp; Smartstop Self Storage REIT, Inc. | 1200 | (37128) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sun Communities, Inc. | 5800 | (718678) |
| &nbsp;&nbsp;&nbsp;&nbsp; UDR, Inc. | 12600 | (462168) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vornado Realty Trust | 3000 | (99840) |
| &nbsp;&nbsp;&nbsp;&nbsp; WP Carey, Inc. (b) | 839 | (53998) |
|  |  | (8422317) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate Management & Development — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real Estate, Inc. (a) | 1400 | (19824) |
| &nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc. (a) | 8900 | (1431031) |
| &nbsp;&nbsp;&nbsp;&nbsp; Colliers International Group, Inc. | 800 | (117608) |
| &nbsp;&nbsp;&nbsp;&nbsp; CoStar Group, Inc. (a) | 8619 | (579542) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cushman & Wakefield Ltd. (a) | 8000 | (129520) |
| &nbsp;&nbsp;&nbsp;&nbsp; La Rosa Holdings Corp. (a) | 26 | (16) |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Brokerage, Inc. (a) | 1900 | (6935) |
| &nbsp;&nbsp;&nbsp;&nbsp; RenX Enterprises Corp. (a) | 5 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seaport Entertainment Group, Inc. (a) | 500 | (9885) |
|  |  | (2294362) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retailing — (0.6)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch Co. (a) | 100 | (12587) |
| &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & Outdoors, Inc. | 3100 | (154876) |
| &nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, Inc. | 200 | (7860) |
| &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive Group, Inc. (a) | 1000 | (232530) |
| &nbsp;&nbsp;&nbsp;&nbsp; BARK, Inc. (a) | 1500 | (904) |
| &nbsp;&nbsp;&nbsp;&nbsp; Barnes & Noble Education, Inc. (a) | 4235 | (38920) |
| &nbsp;&nbsp;&nbsp;&nbsp; Best Buy Co., Inc. (b) | 2789 | (186668) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boot Barn Holdings, Inc. (a) | 8400 | (1482348) |
| &nbsp;&nbsp;&nbsp;&nbsp; Build-A-Bear Workshop, Inc. | 200 | (12254) |
| &nbsp;&nbsp;&nbsp;&nbsp; Burlington Stores, Inc. (a) | 8980 | (2593873) |
| &nbsp;&nbsp;&nbsp;&nbsp; CarParts.com, Inc. (a) | 800 | (400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Carvana Co. (a),(b) | 182 | (76808) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting Goods, Inc. | 102 | (20193) |
| &nbsp;&nbsp;&nbsp;&nbsp; eBay, Inc. (b) | 12054 | (1049903) |
| &nbsp;&nbsp;&nbsp;&nbsp; Etsy, Inc. (a),(b) | 838 | (46459) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Express, Inc. (a) | 0 | $(3) |
| &nbsp;&nbsp;&nbsp;&nbsp; Floor & Decor Holdings, Inc. (a) | 700 | (42623) |
| &nbsp;&nbsp;&nbsp;&nbsp; Genuine Parts Co. | 11200 | (1377152) |
| &nbsp;&nbsp;&nbsp;&nbsp; GigaCloud Technology, Inc. (a) | 9400 | (369232) |
| &nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc. | 5419 | (1864678) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hour Loop, Inc. (a) | 6 | (11) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lands' End, Inc. (a) | 400 | (5808) |
| &nbsp;&nbsp;&nbsp;&nbsp; LKQ Corp. | 17600 | (531520) |
| &nbsp;&nbsp;&nbsp;&nbsp; National Vision Holdings, Inc. (a) | 9600 | (247872) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet Holdings, Inc. (a) | 100 | (10961) |
| &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, Inc. (a) | 200 | (2164) |
| &nbsp;&nbsp;&nbsp;&nbsp; PetMed Express, Inc. (a) | 1800 | (5760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool Corp. (b) | 5383 | (1231361) |
| &nbsp;&nbsp;&nbsp;&nbsp; Revolve Group, Inc. (a) | 3100 | (93589) |
| &nbsp;&nbsp;&nbsp;&nbsp; RideNow Group, Inc. (a) | 249 | (1374) |
| &nbsp;&nbsp;&nbsp;&nbsp; Savers Value Village, Inc. (a) | 300 | (2802) |
| &nbsp;&nbsp;&nbsp;&nbsp; Signet Jewelers Ltd. | 11900 | (986272) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tractor Supply Co. (b) | 1838 | (91918) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ulta Beauty, Inc. (a) | 14560 | (8808946) |
| &nbsp;&nbsp;&nbsp;&nbsp; Urban Outfitters, Inc. (a),(b) | 1056 | (79475) |
| &nbsp;&nbsp;&nbsp;&nbsp; Valvoline, Inc. (a) | 2800 | (81368) |
| &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & Co. (a) | 6900 | (373773) |
| &nbsp;&nbsp;&nbsp;&nbsp; Warby Parker, Inc. (a) | 200 | (4358) |
| &nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, Inc. | 3700 | (660783) |
|  |  | (22790386) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Semiconductors & Semiconductor Equipment — (0.5)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aeluma, Inc. (a) | 200 | (3434) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ambarella, Inc. (a) | 1100 | (77924) |
| &nbsp;&nbsp;&nbsp;&nbsp; Analog Devices, Inc. | 2800 | (759360) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ascent Solar Technologies, Inc. (a) | 1 | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; Astera Labs, Inc. (a),(b) | 272 | (45250) |
| &nbsp;&nbsp;&nbsp;&nbsp; Blaize Holdings, Inc. (a) | 1300 | (2535) |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | 11700 | (4049370) |
| &nbsp;&nbsp;&nbsp;&nbsp; Credo Technology Group Holding Ltd. (a),(b) | 64 | (9209) |
| &nbsp;&nbsp;&nbsp;&nbsp; Datavault AI, Inc. (a) | 54300 | (35409) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy, Inc. (a),(b) | 3231 | (103554) |
| &nbsp;&nbsp;&nbsp;&nbsp; Entegris, Inc. (b) | 5816 | (489998) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Solar, Inc. (a) | 12900 | (3369867) |
| &nbsp;&nbsp;&nbsp;&nbsp; FormFactor, Inc. (a) | 200 | (11156) |
| &nbsp;&nbsp;&nbsp;&nbsp; GLOBALFOUNDRIES, Inc. (a),(b) | 181 | (6321) |
| &nbsp;&nbsp;&nbsp;&nbsp; GSI Technology, Inc. (a) | 300 | (1863) |
| &nbsp;&nbsp;&nbsp;&nbsp; Impinj, Inc. (a) | 700 | (121807) |
| &nbsp;&nbsp;&nbsp;&nbsp; KLA Corp. | 60 | (72905) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kopin Corp. (a) | 5600 | (13104) |
| &nbsp;&nbsp;&nbsp;&nbsp; MACOM Technology Solutions Holdings, Inc. (a) | 400 | (68512) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, Inc. | 1600 | (135968) |
| &nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology, Inc. (b) | 559 | (35619) |
| &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. (b) | 4701 | (1341712) |
| &nbsp;&nbsp;&nbsp;&nbsp; MKS, Inc. | 1400 | (223720) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mobix Labs, Inc. (a) | 7800 | (2085) |
| &nbsp;&nbsp;&nbsp;&nbsp; Monolithic Power Systems, Inc. (b) | 5648 | (5119121) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Navitas Semiconductor Corp. (a) | 4700 | $(33558) |
| &nbsp;&nbsp;&nbsp;&nbsp; Photronics, Inc. (a) | 200 | (6400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pixelworks, Inc. (a) | 200 | (1272) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. (b) | 1388 | (237417) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rigetti Computing, Inc. (a) | 12500 | (276875) |
| &nbsp;&nbsp;&nbsp;&nbsp; Semtech Corp. (a) | 800 | (58952) |
| &nbsp;&nbsp;&nbsp;&nbsp; SiTime Corp. (a) | 400 | (141276) |
| &nbsp;&nbsp;&nbsp;&nbsp; SkyWater Technology, Inc. (a) | 200 | (3632) |
| &nbsp;&nbsp;&nbsp;&nbsp; Teradyne, Inc. (b) | 8 | (1548) |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, Inc. (b) | 496 | (86051) |
|  |  | (16946788) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — (1.7)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, Class A (b) | 4598 | (1233643) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aduro Clean Technologies, Inc. (a) | 100 | (1036) |
| &nbsp;&nbsp;&nbsp;&nbsp; Airship AI Holdings, Inc. (a) | 160 | (462) |
| &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, Inc. (a),(b) | 1042 | (90914) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alkami Technology, Inc. (a) | 1200 | (27684) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpha Modus Holdings, Inc. (a) | 100 | (46) |
| &nbsp;&nbsp;&nbsp;&nbsp; Applied Digital Corp. (a) | 33600 | (823872) |
| &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., Class A (a) | 19220 | (12950820) |
| &nbsp;&nbsp;&nbsp;&nbsp; Auddia, Inc. (a) | 23 | (22) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aurora Innovation, Inc. (a) | 2800 | (10752) |
| &nbsp;&nbsp;&nbsp;&nbsp; Banzai International, Inc. (a) | 2600 | (2511) |
| &nbsp;&nbsp;&nbsp;&nbsp; BigBear.ai Holdings, Inc. (a) | 91107 | (491978) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bio-key International, Inc. (a) | 9 | (5) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bit Digital, Inc. (a) | 12400 | (23436) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bitdeer Technologies Group (a) | 1600 | (17936) |
| &nbsp;&nbsp;&nbsp;&nbsp; BitMine Immersion Technologies, Inc. | 90300 | (2451645) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackBerry Ltd. (a) | 2500 | (9475) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackLine, Inc. (a),(b) | 416 | (23001) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brand Engagement Network, Inc. (a) | 100 | (232) |
| &nbsp;&nbsp;&nbsp;&nbsp; Braze, Inc. (a) | 14100 | (483489) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. (a),(b) | 183 | (57202) |
| &nbsp;&nbsp;&nbsp;&nbsp; Castellum, Inc. (a) | 6600 | (5961) |
| &nbsp;&nbsp;&nbsp;&nbsp; CCC Intelligent Solutions Holdings, Inc. (a) | 11000 | (87450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleanspark, Inc. (a) | 4300 | (43516) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Analytics Holdings, Inc. (a) | 95000 | (2291400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cloudflare, Inc. (a),(b) | 191 | (37656) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cognizant Technology Solutions Corp. | 5700 | (473100) |
| &nbsp;&nbsp;&nbsp;&nbsp; Confluent, Inc. (a),(b) | 21945 | (663617) |
| &nbsp;&nbsp;&nbsp;&nbsp; CoreWeave, Inc. (a),(b) | 70312 | (5035042) |
| &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc. (a),(b) | 92 | (43126) |
| &nbsp;&nbsp;&nbsp;&nbsp; CXApp, Inc. (a) | 5600 | (1859) |
| &nbsp;&nbsp;&nbsp;&nbsp; CyberArk Software Ltd. (a) | 20 | (8921) |
| &nbsp;&nbsp;&nbsp;&nbsp; CYNGN, Inc. (a) | 1000 | (2380) |
| &nbsp;&nbsp;&nbsp;&nbsp; Datacentrex, Inc. (a) | 900 | (2475) |
| &nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc. (a),(b) | 632 | (85946) |
| &nbsp;&nbsp;&nbsp;&nbsp; Digi Power X, Inc. (a) | 3100 | (7905) |
| &nbsp;&nbsp;&nbsp;&nbsp; Digimarc Corp. (a) | 700 | (4592) |
| &nbsp;&nbsp;&nbsp;&nbsp; DigitalOcean Holdings, Inc. (a) | 400 | (19248) |
| &nbsp;&nbsp;&nbsp;&nbsp; D-Wave Quantum, Inc. (a) | 79400 | (2076310) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Dynatrace, Inc. (a),(b) | 1617 | $(70081) |
| &nbsp;&nbsp;&nbsp;&nbsp; Elastic NV (a),(b) | 924 | (69707) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortinet, Inc. (a),(b) | 3 | (238) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gartner, Inc. (a),(b) | 3195 | (806035) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gen Digital, Inc. | 4400 | (119636) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gitlab, Inc., Class A (a),(b) | 1985 | (74497) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greenidge Generation Holdings, Inc. (a) | 230 | (340) |
| &nbsp;&nbsp;&nbsp;&nbsp; HubSpot, Inc. (a),(b) | 259 | (103937) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hut 8 Corp. (a) | 20200 | (927988) |
| &nbsp;&nbsp;&nbsp;&nbsp; I3 Verticals, Inc. (a) | 1700 | (42823) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intapp, Inc. (a) | 800 | (36656) |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business Machines Corp. | 10540 | (3122053) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kyndryl Holdings, Inc. (a) | 100 | (2656) |
| &nbsp;&nbsp;&nbsp;&nbsp; Life360, Inc. (a) | 2900 | (186006) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed Commerce, Inc. (a) | 300 | (3624) |
| &nbsp;&nbsp;&nbsp;&nbsp; MARA Holdings, Inc. (a) | 311 | (2793) |
| &nbsp;&nbsp;&nbsp;&nbsp; MicroAlgo, Inc. (a) | 1363 | (6024) |
| &nbsp;&nbsp;&nbsp;&nbsp; MicroCloud Hologram, Inc. (a) | 167 | (441) |
| &nbsp;&nbsp;&nbsp;&nbsp; NCR Voyix Corp. (a) | 800 | (8160) |
| &nbsp;&nbsp;&nbsp;&nbsp; Netskope, Inc. (a) | 800 | (14032) |
| &nbsp;&nbsp;&nbsp;&nbsp; NextNav, Inc. (a) | 300 | (4992) |
| &nbsp;&nbsp;&nbsp;&nbsp; Onestream, Inc. (a) | 7800 | (143364) |
| &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp. | 200 | (6516) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oracle Corp. (b) | 30186 | (5883553) |
| &nbsp;&nbsp;&nbsp;&nbsp; PAR Technology Corp. (a) | 600 | (21768) |
| &nbsp;&nbsp;&nbsp;&nbsp; Phunware, Inc. (a) | 2855 | (5282) |
| &nbsp;&nbsp;&nbsp;&nbsp; Procore Technologies, Inc. (a) | 20300 | (1476622) |
| &nbsp;&nbsp;&nbsp;&nbsp; reAlpha Tech Corp. (a) | 1900 | (793) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rekor Systems, Inc. (a) | 3400 | (4692) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rezolve AI PLC (a) | 55200 | (141864) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rubrik, Inc. (a),(b) | 785 | (60037) |
| &nbsp;&nbsp;&nbsp;&nbsp; SailPoint, Inc. (a),(b) | 870 | (17600) |
| &nbsp;&nbsp;&nbsp;&nbsp; SentinelOne, Inc., Class A (a),(b) | 1835 | (27525) |
| &nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. (a),(b) | 3152 | (482855) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc. (a) | 38429 | (6185916) |
| &nbsp;&nbsp;&nbsp;&nbsp; Soluna Holdings, Inc. (a) | 4500 | (5265) |
| &nbsp;&nbsp;&nbsp;&nbsp; SoundHound AI, Inc., Class A (a) | 127800 | (1274166) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sphere 3D Corp. (a) | 14 | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; Strategy, Inc. (a),(b) | 14895 | (2263295) |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. (a),(b) | 6635 | (3116592) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trimble, Inc. (a) | 3400 | (266390) |
| &nbsp;&nbsp;&nbsp;&nbsp; TSS, Inc. (a) | 4000 | (28280) |
| &nbsp;&nbsp;&nbsp;&nbsp; UiPath, Inc. (a),(b) | 9463 | (155099) |
| &nbsp;&nbsp;&nbsp;&nbsp; Unisys Corp. (a) | 400 | (1104) |
| &nbsp;&nbsp;&nbsp;&nbsp; Urgent.ly, Inc. (a) | 100 | (292) |
| &nbsp;&nbsp;&nbsp;&nbsp; Varonis Systems, Inc. (a),(b) | 444 | (14563) |
| &nbsp;&nbsp;&nbsp;&nbsp; VeriSign, Inc. (b) | 368 | (89406) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vertex, Inc. (a) | 2300 | (45931) |
| &nbsp;&nbsp;&nbsp;&nbsp; Via Transportation, Inc. (a) | 100 | (2901) |
| &nbsp;&nbsp;&nbsp;&nbsp; Whitefiber, Inc. (a) | 300 | (4740) |
| &nbsp;&nbsp;&nbsp;&nbsp; Workday, Inc. (a),(b) | 1207 | (259239) |
| &nbsp;&nbsp;&nbsp;&nbsp; X3 Holdings Co., Ltd. (a) | 750 | (274) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; XTI Aerospace, Inc. (a) | 7600 | $(9424) |
| &nbsp;&nbsp;&nbsp;&nbsp; ZenaTech, Inc. (a) | 300 | (960) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zoom Communications, Inc. (a),(b) | 973 | (83960) |
|  |  | (57273656) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Hardware & Equipment — (0.2)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 908 Devices, Inc. (a) | 2600 | (13650) |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy Industries, Inc. | 100 | (20937) |
| &nbsp;&nbsp;&nbsp;&nbsp; AEye, Inc. (a) | 770 | (1417) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amphenol Corp., Class A (b) | 434 | (58651) |
| &nbsp;&nbsp;&nbsp;&nbsp; Applied Optoelectronics, Inc. (a) | 2300 | (80178) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arista Networks, Inc. (a),(b) | 344 | (45074) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boxlight Corp. (a) | 109 | (185) |
| &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (a),(b) | 18509 | (5471460) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ciena Corp. (a),(b) | 70 | (16371) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cisco Systems, Inc.p | 14600 | (1124638) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clearfield, Inc. (a) | 1000 | (29150) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coherent Corp. (a) | 1200 | (221484) |
| &nbsp;&nbsp;&nbsp;&nbsp; Core AI Holdings, Inc. (a) | 150 | (244) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corsair Gaming, Inc. (a) | 200 | (1188) |
| &nbsp;&nbsp;&nbsp;&nbsp; Daktronics, Inc. (a) | 100 | (1977) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dell Technologies, Inc. (b) | 3772 | (474819) |
| &nbsp;&nbsp;&nbsp;&nbsp; F5, Inc. (a),(b) | 209 | (53349) |
| &nbsp;&nbsp;&nbsp;&nbsp; Flex Ltd. (a),(b) | 10799 | (652476) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co. (b) | 5753 | (138187) |
| &nbsp;&nbsp;&nbsp;&nbsp; HP, Inc. (b) | 3817 | (85043) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inseego Corp. (a) | 1000 | (10270) |
| &nbsp;&nbsp;&nbsp;&nbsp; IonQ, Inc. (a) | 15100 | (677537) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lightwave Logic, Inc. (a) | 1600 | (5184) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lumentum Holdings, Inc. (a),(b) | 186 | (68558) |
| &nbsp;&nbsp;&nbsp;&nbsp; MicroVision, Inc. (a) | 9100 | (7536) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, Inc. (a) | 26400 | (618288) |
| &nbsp;&nbsp;&nbsp;&nbsp; NetApp, Inc. (b) | 562 | (60185) |
| &nbsp;&nbsp;&nbsp;&nbsp; NETGEAR, Inc. (a) | 300 | (7359) |
| &nbsp;&nbsp;&nbsp;&nbsp; Phaos Technology Holdings Cayman Ltd. (a) | 2573 | (8825) |
| &nbsp;&nbsp;&nbsp;&nbsp; Powerfleet, Inc. NJ (a) | 19700 | (104804) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pure Storage, Inc. (a),(b) | 751 | (50325) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quantum Computing, Inc. (a) | 12874 | (132087) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quantum Corp. (a) | 600 | (3870) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sandisk Corp. (a),(b) | 381 | (90442) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sanmina Corp. (a) | 4100 | (615287) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seagate Technology Holdings PLC | 100 | (27539) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sobr Safe, Inc. (a) | 100 | (214) |
| &nbsp;&nbsp;&nbsp;&nbsp; Super Micro Computer, Inc. (a),(b) | 17026 | (498351) |
| &nbsp;&nbsp;&nbsp;&nbsp; Syntec Optics Holdings, Inc. (a) | 9 | (26) |
| &nbsp;&nbsp;&nbsp;&nbsp; Turtle Beach Corp. (a) | 700 | (9821) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ubiquiti, Inc. | 600 | (332010) |
| &nbsp;&nbsp;&nbsp;&nbsp; Unusual Machines, Inc. (a) | 7500 | (95550) |
| &nbsp;&nbsp;&nbsp;&nbsp; Viasat, Inc. (a) | 2200 | (75812) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vontier Corp. | 4500 | (167310) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vuzix Corp. (a) | 2800 | (10584) |
|  |  | (12168252) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunication Services — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Array Digital Infrastructure, Inc. (a) | 1500 | $(80430) |
| &nbsp;&nbsp;&nbsp;&nbsp; AST SpaceMobile, Inc. (a) | 36600 | (2658258) |
| &nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp. (b) | 868 | (25945) |
| &nbsp;&nbsp;&nbsp;&nbsp; Globalstar, Inc. (a) | 2247 | (137157) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, Inc. (a) | 900 | (6993) |
| &nbsp;&nbsp;&nbsp;&nbsp; Millicom International Cellular SA | 2800 | (155232) |
| &nbsp;&nbsp;&nbsp;&nbsp; SurgePays, Inc. (a) | 800 | (1336) |
| &nbsp;&nbsp;&nbsp;&nbsp; Telephone & Data Systems, Inc. | 23200 | (951200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Uniti Group, Inc. | 15400 | (107954) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, Inc. (b) | 939 | (38245) |
|  |  | (4162750) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk AS (b) | 40 | (91782) |
| &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Group, Inc. (a) | 200 | (25664) |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway Co. (b) | 7 | (692) |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific Kansas City Ltd. (b) | 9878 | (727317) |
| &nbsp;&nbsp;&nbsp;&nbsp; CH Robinson Worldwide, Inc. | 7600 | (1221776) |
| &nbsp;&nbsp;&nbsp;&nbsp; CSX Corp. | 24098 | (873552) |
| &nbsp;&nbsp;&nbsp;&nbsp; Expeditors International of Washington, Inc. (b) | 4331 | (645362) |
| &nbsp;&nbsp;&nbsp;&nbsp; FedEx Corp. | 6100 | (1762046) |
| &nbsp;&nbsp;&nbsp;&nbsp; flyExclusive, Inc. (a) | 11 | (45) |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Air Corp. (a) | 2700 | (67500) |
| &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, Inc. | 20000 | (92200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Globavend Holdings Ltd. (a) | 200 | (288) |
| &nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport Services, Inc. | 1200 | (233208) |
| &nbsp;&nbsp;&nbsp;&nbsp; Joby Aviation, Inc. (a) | 89600 | (1182720) |
| &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift Transportation Holdings, Inc. | 300 | (15684) |
| &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. (b) | 31 | (4861) |
| &nbsp;&nbsp;&nbsp;&nbsp; Proficient Auto Logistics, Inc. (a) | 500 | (4820) |
| &nbsp;&nbsp;&nbsp;&nbsp; RXO, Inc. (a) | 5600 | (70784) |
| &nbsp;&nbsp;&nbsp;&nbsp; Surf Air Mobility, Inc. (a) | 20571 | (39908) |
| &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. | 200 | (20670) |
| &nbsp;&nbsp;&nbsp;&nbsp; Uber Technologies, Inc. (a),(b) | 3977 | (324961) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, Inc. (b) | 235 | (23310) |
| &nbsp;&nbsp;&nbsp;&nbsp; Volato Group, Inc. (a) | 2424 | (1551) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wheels Up Experience, Inc. (a) | 10 | (7) |
|  |  | (7430708) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — (0.6)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ameren Corp. | 6400 | (639104) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co., Inc. | 300 | (34593) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atmos Energy Corp. | 200 | (33526) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Infrastructure Corp. | 5800 | (263320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Renewable Corp. | 9200 | (352728) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cadiz, Inc. (a) | 1846 | (10356) |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy Corp. | 26760 | (9453505) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, Inc. | 11200 | (656208) |
| &nbsp;&nbsp;&nbsp;&nbsp; Entergy Corp. | 3500 | (323505) |
| &nbsp;&nbsp;&nbsp;&nbsp; Essential Utilities, Inc. | 4200 | (161112) |
| &nbsp;&nbsp;&nbsp;&nbsp; Evergy, Inc. | 100 | (7249) |
| &nbsp;&nbsp;&nbsp;&nbsp; Exelon Corp. | 2800 | (122052) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; National Fuel Gas Co. | 200 | $(16012) |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy, Inc. | 8900 | (714492) |
| &nbsp;&nbsp;&nbsp;&nbsp; NRG Energy, Inc. | 4700 | (748428) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oklo, Inc. (a) | 49100 | (3523416) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, Inc. | 100 | (11047) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sempra | 31800 | (2807622) |
| &nbsp;&nbsp;&nbsp;&nbsp; Talen Energy Corp. (a) | 480 | (179923) |
| &nbsp;&nbsp;&nbsp;&nbsp; TransAlta Corp. | 500 | (6320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vistra Corp. | 18500 | (2984605) |
|  |  | (23049123) |
|  **Total North America** |  | **(597649285)** |
|  **Oceania — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Energy — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy Group Ltd., ADR | 1700 | (26503) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food, Beverage & Tobacco — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Innovation Beverage Group Ltd. (a) | 40 | (77) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Anglogold Ashanti PLC | 7900 | (673712) |
| &nbsp;&nbsp;&nbsp;&nbsp; IperionX Ltd., ADR (a) | 200 | (7237) |
| &nbsp;&nbsp;&nbsp;&nbsp; Snow Lake Resources Ltd. (a) | 400 | (1200) |
|  |  | (682149) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals, Biotechnology & Life Sciences — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alterity Therapeutics Ltd., ADR (a) | 10 | (31) |
| &nbsp;&nbsp;&nbsp;&nbsp; Benitec Biopharma, Inc. (a) | 500 | (6735) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mesoblast Ltd., ADR (a) | 400 | (7216) |
|  |  | (13982) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; IREN Ltd. (a) | 14100 | (532557) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mawson Infrastructure Group, Inc. (a) | 3 | (13) |
|  |  | (532570) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Hardware & Equipment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Novonix Ltd., ADR (a) | 600 | (606) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; VivoPower International PLC (a) | 1189 | (2693) |
|  **Total Oceania** |  | **(1258580)** |
|  **South America — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco BBVA Argentina SA, ADR | 200 | (3614) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Supervielle SA, ADR (a) | 2900 | (34278) |
|  |  | (37892) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Capital Goods — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA, ADR | 9400 | (605078) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcos Dorados Holdings, Inc. | 37 | (272) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Diversified Financials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; StoneCo Ltd. (a) | 10900 | (161211) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Energy — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Geopark Ltd. | 500 | (3705) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Gran Tierra Energy, Inc. (a) | 10 | $(42) |
| &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA - Petrobras, ADR | 1700 | (20145) |
| &nbsp;&nbsp;&nbsp;&nbsp; Transportadora de Gas del Sur SA, ADR (a) | 1200 | (37308) |
|  |  | (61200) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food, Beverage & Tobacco — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ambev SA, ADR | 200 | (494) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cia Cervecerias Unidas SA, ADR | 300 | (3828) |
|  |  | (4322) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bioceres Crop Solutions Corp. (a) | 400 | (524) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gerdau SA, ADR | 20 | (74) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sigma Lithium Corp. (a) | 19600 | (258524) |
| &nbsp;&nbsp;&nbsp;&nbsp; Suzano SA, ADR | 3099 | (28945) |
|  |  | (288067) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retailing — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar Participacoes SA, ADR | 400 | (1508) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Axia Energia, ADR | 500 | (4580) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento Basico do Estado de Sao Paulo SABESP, ADR | 25523 | (608724) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pampa Energia SA, ADR (a) | 300 | (26553) |
|  |  | (639857) |
|  **Total South America** |  | **(1799407)** |
|  **TOTAL COMMON STOCK<br>(PROCEEDS $619,989,191)** |  | **(665343197)** |
|  | **Principal<br>Amount** |  |
|  **CORPORATE BONDS AND NOTES — (0.4)%** |  |  |
|  **South America — (0.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Mining — (0.2)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Corp. Nacional del Cobre de Chile, 6.44%, 01/26/36 (b),(c) | $5508000 | (5972739) |
|  **Total South America** |  | **(5972739)** |
|  **Supranational — (0.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Multi-National — (0.2)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; African Export-Import Bank, 3.80%, 05/17/31 (b),(c) | 2386000 | (2127029) |
| &nbsp;&nbsp;&nbsp;&nbsp; African Export-Import Bank, 3.99%, 09/21/29 (b),(c) | 1824000 | (1722914) |
|  |  | (3849943) |
|  **Total Supranational** |  | **(3849943)** |
|  **TOTAL CORPORATE BONDS AND NOTES<br>(PROCEEDS $9,507,194)** |  | **(9822682)** |
|  | **Shares** |  |
|  **EXCHANGE-TRADED FUNDS — (0.1)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF (a),(b) | 2283 | (241290) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares MSCI EAFE Small-Cap ETF | 7875 | (610549) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares MSCI Taiwan ETF (b) | 3654 | (232139) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares U.S. Home Construction ETF (b) | 2632 | (253462) |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | 4160 | (2836787) |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Consumer Staples Select Sector SPDR ETF (b) | 12426 | (965252) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Shares** | | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Energy Select Sector SPDR ETF (b) | 15028 |  | $(671902) |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Health Care Select Sector SPDR ETF (b) | 1155 |  | (178794) |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Industrial Select Sector SPDR ETF (b) | 3221 |  | (499642) |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street SPDR S&P Biotech ETF (b) | 2229 |  | (271782) |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street SPDR S&P Homebuilders ETF (b) | 3394 |  | (349446) |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street SPDR S&P Regional Banking ETF (b) | 1415 |  | (91706) |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street SPDR S&P Retail ETF (b) | 458 |  | (39063) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vanguard Real Estate ETF (b) | 5 |  | (442) |
|  **TOTAL EXCHANGE-TRADED FUNDS<br>(PROCEEDS $7,150,371)** |  |  | **(7242256)** |
|  | **Principal<br>Amount** |  |  |
|  **MORTGAGE BACKED SECURITIES — (3.9)%** |  |  |  |
|  **North America — (3.9)%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>U.S. Government Sponsored Agency Security — (3.9)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security,<br>TBA, TBA, 30 Year Maturity, 5.00%, 01/01/55 (b),(l) | $147000000 |  | (146655432) |
|  **Total North America** |  |  | **(146655432)** |
|  **TOTAL MORTGAGE BACKED SECURITIES<br>(PROCEEDS $146,245,899)** |  |  | **(146655432)** |
|  **SOVEREIGN DEBT — (1.3)%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bahrain Government International Bonds, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/16/32 (b),(c) | 4035000 |  | (3914976) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/05/32 (b),(c) | 7453000 |  | (7477022) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/12/31 (b),(c) | 4050000 |  | (4112949) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 07/07/37 (b),(c) | 4304000 |  | (4639758) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bundesrepublik Deutschland Bundesanleihe, 2.50%, 07/04/44 (b),(c) | 2647444 | EUR | (2757415) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dominican Republic International Bonds, 6.00%, 02/22/33 (b),(c) | $961000 |  | (983439) |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel Government International Bonds, 5.63%, 02/19/35 (b) | 7205000 |  | (7518893) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico Government International Bonds, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/22/35 (b) | 7630000 |  | (7523180) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 05/13/37 (b) | 4020000 |  | (4289340) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 (b) | 4865000 |  | (5239605) |
|  **TOTAL SOVEREIGN DEBT<br>(PROCEEDS $47,004,380)** |  |  | **(48456577)** |
|  **U.S. TREASURY OBLIGATIONS — (0.1)%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes 4.25%,08/15/35 | 4993500 |  | $(5029391) |
|  **TOTAL U.S. TREASURY OBLIGATIONS<br>(PROCEEDS $5,080,617)** |  |  | **(5029391)** |
|  | **Shares** |  |  |
|  **WARRANTS — 0.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Galectin Therapeutics, Inc. (a),(e) | 1340 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pulse Biosciences, Inc. (a),(e) | 44 |  | 0 |
|  **TOTAL WARRANTS<br>(PROCEEDS $0)** |  |  | **0** |
|  **RIGHTS — 0.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NeuroBo Pharmaceuticals, Inc. (a),(e) | 92 |  | (29) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Catalyst Biosciences, Inc. (a),(e) | 4600 | $0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sesen Bio, Inc. (a),(e) | 25568 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novusterra, Inc. (a),(e) | 383 | 0 |
|  **TOTAL RIGHTS<br>(PROCEEDS $541)** |  | **(29)** |
|  **TOTAL SECURITIES SOLD SHORT — (23.4)%<br>(PROCEEDS $834,978,193)** |  | $**(882549564)** |

---

**Footnote Legend:** 

---

| | |
|:---|:---|
| ^ | A balance indicated with a "0", reflects either a zero balance or an amount that rounds to less than 1.  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Security is held by a consolidated wholly-owned subsidiary of Blackstone Alternative Multi-Strategy Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Security is exempt from registration pursuant to Regulation S under the Securities Act of 1933, as amended.
Security may only be offered or sold outside of the Unites States unless registered under the Securities Act of 1933, as amended, or otherwise exempt from registration.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended.
Security may only be sold to qualified institutional buyers unless registered under the Securities Act of 1933, as amended, or otherwise exempt from registration.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Security is valued using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Variable/Floating interest rate security. Certain variable/floating interest rate securities are not based on a
published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities may not indicate a reference rate and spread in their description above. Rate presented is as of
December 31, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Represents a step-up bond. Coupon rate increases in increments to maturity. Rate presented is as of
December 31, 2025. Maturity date presented is the ultimate maturity.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Security is an Interest Only (IO) bond, which represents the "interest only" portion of payments on
a pool of underlying mortgages or mortgage-backed securities. IO securities are subject to prepayment risk of the pool of underlying mortgages.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Non-interest bearing bond.

&nbsp;&nbsp;&nbsp;&nbsp;(j) All or a portion of the security represents an unsettled loan commitment at December 31, 2025 where the
rate will be determined at time of settlement.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Security is currently in default due to bankruptcy or failure to make payment of principal or interest.

&nbsp;&nbsp;&nbsp;&nbsp;(l) A portion of this security is purchased on a when-issued, delayed-delivery or forward commitment basis.

&nbsp;&nbsp;&nbsp;&nbsp;(m) Security is restricted per Rule 12-12.8 of Regulation S-X. First acquisition dates of Aeolus Property
Catastrophe Keystone PF Fund LP, Asgard Fixed Income Risk Premia Fund, Rokos Global Macro Fund Ltd., and Kirkoswald Global Macro Fund Ltd. 1/2/2019, 8/2/2021, 9/1/2021 and 5/1/2024. Amounts to $340,956,218 and represents 9.0% of Net Assets.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Premium due at a future settlement date.

&nbsp;&nbsp;&nbsp;&nbsp;(o) Repurchase agreements may additionally have cash collateral held to meet collateral requirements.

&nbsp;&nbsp;&nbsp;&nbsp;(p) Open repurchase agreement with no specific maturity date. Either party may terminate the agreement upon demand.

&nbsp;&nbsp;&nbsp;&nbsp;(q) Assets, other than investments in securities, less liabilities other than securities sold short.

**Options Written Contracts Outstanding at December 31, 2025** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Received** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** |  |  |  |
|  CALIFORNIA CARBON ALLOWANCE VINTAGE DEC 26 | 40.00 USD | 12/15/26 | (1000) | (40000) | $(1514180) | $(800000) | $714180 |
|  LITHIUM HYD FUT AUG 26 | 11.00 USD | 09/02/26 | (20) | (220) | (30854) | (111400) | (80546) |
|  LITHIUM HYD FUT DEC 26 | 11.00 USD | 01/05/27 | (20) | (220) | (30853) | (125200) | (94347) |
|  LITHIUM HYD FUT JUL 26 | 11.00 USD | 08/04/26 | (20) | (220) | (30854) | (111800) | (80946) |
|  LITHIUM HYD FUT NOV 26 | 11.00 USD | 12/02/26 | (20) | (220) | (30854) | (123800) | (92946) |
|  LITHIUM HYD FUT OCT 26 | 11.00 USD | 11/03/26 | (20) | (220) | (30854) | (120600) | (89746) |
|  LITHIUM HYD FUT SEP 26 | 11.00 USD | 10/02/26 | (20) | (220) | (30854) | (112400) | (81546) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Strike** |  | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Received** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  LME COPPER 3MO CALL | 10,800.00 USD |  | 01/07/26 | (32) | (345600) | $(211897) | $(1442416) | $(1230519) |
|  NAT GAS EURO FUT MAR 26 | 100.00 EUR |  | 02/24/26 | (430) | (43000) | (26842) | (4881) | 21961 |
|  NAT GAS EURO OPT APR 26 | 8.00 USD |  | 03/26/26 | (50) | (400) | (85500) | (800) | 84700 |
|  NAT GAS EURO OPT AUG 26 | 8.00 USD |  | 07/28/26 | (50) | (400) | (85500) | (2600) | 82900 |
|  NAT GAS EURO OPT DEC 26 | 8.00 USD |  | 11/24/26 | (50) | (400) | (85500) | (27000) | 58500 |
|  NAT GAS EURO OPT FEB 26 | 5.25 USD |  | 01/27/26 | (150) | (788) | (332000) | (49350) | 282650 |
|  NAT GAS EURO OPT FEB 26 | 8.00 USD |  | 01/27/26 | (50) | (400) | (85500) | (1900) | 83600 |
|  NAT GAS EURO OPT JUL 26 | 8.00 USD |  | 06/25/26 | (50) | (400) | (85500) | (1650) | 83850 |
|  NAT GAS EURO OPT JUN 26 | 8.00 USD |  | 05/26/26 | (50) | (400) | (85500) | (1100) | 84400 |
|  NAT GAS EURO OPT MAR 26 | 8.00 USD |  | 02/24/26 | (50) | (400) | (85500) | (1650) | 83850 |
|  NAT GAS EURO OPT MAY 26 | 8.00 USD |  | 04/27/26 | (50) | (400) | (85500) | (700) | 84800 |
|  NAT GAS EURO OPT NOV 26 | 8.00 USD |  | 10/27/26 | (50) | (400) | (85500) | (9900) | 75600 |
|  NAT GAS EURO OPT OCT 26 | 8.00 USD |  | 09/25/26 | (50) | (400) | (85500) | (5100) | 80400 |
|  NAT GAS EURO OPT SEP 26 | 8.00 USD |  | 08/26/26 | (50) | (400) | (85500) | (3400) | 82100 |
|  S&P 500 INDEX | 10,000.00 USD |  | 12/18/26 | (4382) | (43820000) | (384330) | (560896) | (176566) |
|  SILVER MAR 26 | 80.00 USD |  | 02/24/26 | (44) | (3520) | (734051) | (761420) | (27369) |
|  SOYBEAN OIL JUL 26 | 70.00 USD |  | 06/26/26 | (65) | (4550) | (25171) | (9360) | 15811 |
|  SOYBEAN OIL MAR 26 | 75.00 USD |  | 02/20/26 | (97) | (7275) | (26423) | (873) | 25550 |
|  SOYBEAN OIL MAY 26 | 75.00 USD |  | 04/24/26 | (92) | (6900) | (18358) | (3864) | 14494 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4398875) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4394060) | $4815 |
|  **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** |  |  |  |
|  CALIFORNIA CARBON ALLOWANCE VINTAGE DEC 26 | 30.00 USD |  | 12/15/26 | (500) | (15000) | (1212090) | (916500) | 295590 |
|  CRUDE FIN CSO 1MO FEB 26 | (0.50) |) USD | 01/16/26 | (215) | 107 | (3661) | (2150) | 1511 |
|  CRUDE FIN CSO 1MO MAR 26 | (0.50) |) USD | 02/19/26 | (215) | 108 | (3661) | (4300) | (639) |
|  CRUDE OIL FUT APR 26 | 43.00 USD |  | 03/17/26 | (150) | (6450) | (54734) | (34500) | 20234 |
|  LME COPPER 3MO CALL | 10,800.00 USD |  | 01/07/26 | (32) | (345600) | (218298) | (16) | 218282 |
|  S&P 500 INDEX | 6,150.00 USD |  | 01/30/26 | (1065) | (6549750) | (1410088) | (814725) | 595363 |
|  SGX IRON ORE APR 26 | 85.00 USD |  | 04/30/26 | (215) | (18275) | (13438) | (2580) | 10858 |
|  SGX IRON ORE FEB 26 | 85.00 USD |  | 02/27/26 | (215) | (18275) | (13437) | 0 | 13437 |
|  SGX IRON ORE JAN 26 | 85.00 USD |  | 01/30/26 | (215) | (18275) | (13437) | 0 | 13437 |
|  SGX IRON ORE JUN 26 | 85.00 USD |  | 06/30/26 | (215) | (18275) | (13438) | (8600) | 4838 |
|  SGX IRON ORE MAR 26 | 85.00 USD |  | 03/31/26 | (215) | (18275) | (13437) | (860) | 12577 |
|  SGX IRON ORE MAY 26 | 85.00 USD |  | 05/29/26 | (215) | (18275) | (13438) | (5160) | 8278 |
|  |  |  |  |  |  | $(2983157) | $(1789391) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193766 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Counterparty** | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Received** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **OTC Call Options Written** | **OTC Call Options Written** | **OTC Call Options Written** | **OTC Call Options Written** | **OTC Call Options Written** |  |  |  |  |
|  BLOOMBERG<br> COMMODITY<br> INDEX 06/30/26<sup>1</sup> | Morgan Stanley Capital<br> Services LLC | 132.00 USD | 06/30/26 | (59092) | (7800078) | $(13000) | $(14773) | $(1773) |
|  LME COPPER 3MO CALL | Morgan Stanley & Co. LLC | 12,000.00 USD | 06/03/26 | (43) | (516000) | (280575) | (1043720) | (763145) |
|  XAG USD FX OPTION CALL 90 3/5/26 | Morgan Stanley Capital<br> Services LLC | 90.00 USD | 03/05/26 | (225000) | (20250000) | (510750) | (392115) | 118635 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Counterparty** | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Received** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  XAU USD FX OPTION CALL 5050 1/22/26 | Morgan Stanley Capital<br> Services LLC | 5,050.00 USD | 01/22/26 | (2150) | (10857500) | $(11610) | $(1886) | $9724 |
|  |  |  |  |  |  | $(815935) | $(1452494) | $(636559) |
|  Total Options Written Outstanding | Total Options Written Outstanding | Total Options Written Outstanding | Total Options Written Outstanding | Total Options Written Outstanding | Total Options Written Outstanding | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8197967) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7635945) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562022 |

---

<sup>1</sup> Security is valued using significant unobservable inputs.

**Future Contracts Outstanding at December 31, 2025** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Futures** |  |  |  |  |  |
|  1 Year Mid-Curve 3 Month Eurodollar Option | 141 | EUREX | 16,452,988 EUR | 03/06/26 | $(87468) |
|  3 Month Eurodollar | 15 | LIFFE | 3,672,650 EUR | 09/14/26 | 118 |
|  3 Month Eurodollar | 24 | LIFFE | 5,869,362 EUR | 03/15/27 | 514 |
|  3 Month Eurodollar | 57 | LIFFE | 13,909,388 EUR | 12/13/27 | 2556 |
|  3 Month SOFR | 81 | CME | 19,535,381 USD | 06/17/26 | 2831 |
|  3 Month SOFR | 6 | CME | 1,453,125 USD | 09/15/27 | (300) |
|  3 Month SOFR | 13 | CME | 3,147,825 USD | 12/15/27 | (1663) |
|  3 Month SOFR | 100 | CME | 24,189,725 USD | 03/15/28 | (3475) |
|  Aluminium | 188 | LME | 13,572,794 USD | 01/19/26 | 427566 |
|  Australian 10-Year Bond | 63 | SFE | 6,877,181 AUD | 03/16/26 | 13557 |
|  Australian Dollar Currency | 405 | CME | 26,935,665 USD | 03/16/26 | 89985 |
|  Brazilian Real Currency | 522 | CME | 9,359,356 USD | 02/02/26 | 78404 |
|  Brent Crude | 465 | ICE | 1,144,590 USD | 01/27/26 | (554040) |
|  Brent Crude | 1033 | ICE | 61,862,631 USD | 01/30/26 | 995419 |
|  Brent Crude | 1 | ICE | 660 USD | 02/02/26 | 1157 |
|  Brent Crude | 108 | ICE | 45,360 USD | 03/26/26 | (25920) |
|  Brent Crude | 1 | ICE | 6,980 USD | 04/27/26 | (240) |
|  Brent Crude | 250 | ICE | 857,500 USD | 04/27/26 | 50000 |
|  Brent Crude | 929 | ICE | 56,664,480 USD | 04/30/26 | (692230) |
|  Brent Crude | 5 | NYMEX | 312,500 USD | 04/30/26 | (11250) |
|  Brent Crude | 45 | ICE | 100,600 USD | 10/27/26 | (52000) |
|  Brent Crude | 43 | ICE | 117,820 USD | 10/27/26 | (24510) |
|  Brent Crude | 200 | ICE | 12,453,940 USD | 10/29/27 | (193940) |
|  British Pound Currency | 286 | GBX | 23,951,758 USD | 03/16/26 | 104417 |
|  CAC40 Index | 53 | MAT | 4,318,546 EUR | 01/16/26 | 3613 |
|  California Carbon Allowance Vintage DEC 26 | 5420 | ICE | 174,373,972 USD | 12/24/26 | 3944028 |
|  Canadian 10-Year Bond | 197 | MOE | 24,164,430 CAD | 03/20/26 | (251474) |
|  Carbon Emission | 54 | ICE | 229,500 EUR | 03/18/26 | 56797 |
|  Carbon Emission | 105 | ICE | 856,800 EUR | 12/09/26 | 494201 |
|  Carbon Emission | 105 | ICE | 307,650 EUR | 12/09/26 | 86377 |
|  Carbon Emission | 186 | ICE | 15,995,970 EUR | 12/14/26 | 299500 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  CBOE Volatility Index | 33 | CBOE | 611,488 USD | 01/21/26 | $(65915) |
|  CBOE Volatility Index | 132 | CBOE | 2,522,418 USD | 02/18/26 | (75930) |
|  CBOE Volatility Index | 95 | CBOE | 1,986,985 USD | 04/15/26 | (43922) |
|  CBOE Volatility Index | 58 | CBOE | 1,194,356 USD | 05/19/26 | 14927 |
|  CBOE Volatility Index | 266 | CBOE | 5,584,107 USD | 06/17/26 | 8543 |
|  Cocoa | 22 | NYBOT | 1,362,592 USD | 05/13/26 | (20152) |
|  Coffee 'C' | 5 | NYBOT | 716,009 USD | 03/19/26 | (62103) |
|  Copper | 32 | LME | 9,277,000 USD | 01/21/26 | 695792 |
|  Copper | 10 | LME | 2,449,345 USD | 03/18/26 | 660780 |
|  Copper | 74 | COMEX | 9,647,266 USD | 03/27/26 | 864434 |
|  Copper | 323 | COMEX | 43,594,114 USD | 05/27/26 | 2740236 |
|  Copper | 166 | LME | 46,728,900 USD | 06/17/26 | 4632330 |
|  Corn | 888 | CBT | 19,631,216 USD | 03/13/26 | (84116) |
|  Cotton No.2 | 387 | NYBOT | 12,415,165 USD | 03/09/26 | 21080 |
|  DAX Index | 13 | EUREX | 7,911,409 EUR | 03/20/26 | 132610 |
|  DJIA mini E-CBOT | 88 | CBT | 21,466,007 USD | 03/20/26 | (198167) |
|  E-Mini Russell Index | 81 | ICE | 10,356,046 USD | 03/20/26 | (239146) |
|  E-Mini S&P 500 Index | 189 | CME | 65,192,516 USD | 03/20/26 | (58391) |
|  E-Mini S&P Mid Cap 400 Index | 2 | CME | 675,300 USD | 03/20/26 | (10260) |
|  Euro FX | 47 | CME | 6,936,302 USD | 03/16/26 | (15552) |
|  Euro OAT | 22 | EUREX | 2,663,810 EUR | 03/06/26 | (12727) |
|  Euro Stoxx 50 | 187 | EUREX | 10,837,972 EUR | 03/20/26 | 99537 |
|  Euro-BTP | 114 | EUREX | 13,744,683 EUR | 03/06/26 | (51900) |
|  Euro-Schatz | 1725 | EUREX | 184,445,625 EUR | 03/06/26 | (273675) |
|  FTSE 100 Index | 144 | LIFFE | 14,103,681 GBP | 03/20/26 | 284901 |
|  FTSE/MIB Index | 19 | MIL | 4,221,830 EUR | 03/20/26 | 68403 |
|  Gas Oil | 62 | ICE | 4,501,450 USD | 01/12/26 | (640400) |
|  Gas Oil | 20 | ICE | 496,700 USD | 01/30/26 | (46820) |
|  Gas Oil | 315 | ICE | 19,829,733 USD | 02/12/26 | (299733) |
|  Gas Oil | 20 | ICE | 496,700 USD | 02/27/26 | (48756) |
|  Gas Oil | 112 | ICE | 6,969,872 USD | 03/12/26 | (73472) |
|  Gas Oil | 20 | ICE | 496,700 USD | 03/31/26 | (61124) |
|  Gas Oil | 69 | ICE | 4,175,073 USD | 04/10/26 | 28752 |
|  Gas Oil | 18 | ICE | 1,084,130 USD | 05/12/26 | 4870 |
|  Gasoline RBOB | 106 | ICE | 8,255,633 USD | 01/29/26 | (620453) |
|  Gasoline RBOB | 800 | NYMEX | 58,344,279 USD | 01/30/26 | (720279) |
|  Gasoline RBOB | 45 | NYMEX | 3,893,648 USD | 03/31/26 | (186224) |
|  Gasoline RBOB | 118 | NYMEX | 9,699,280 USD | 04/30/26 | 52641 |
|  Gasoline RBOB | 455 | NYMEX | 38,445,653 USD | 05/29/26 | (1026362) |
|  Gasoline RBOB | 1 | NYMEX | 70,560 USD | 11/30/26 | (1004) |
|  Gold | 116 | COMEX | 49,129,116 USD | 02/25/26 | 1227644 |
|  Henry Hub | 700 | ICE | 6,859,249 USD | 02/01/26 | (408749) |
|  Henry Hub | 744 | ICE | 7,389,213 USD | 03/01/26 | (1567413) |
|  Henry Hub | 660 | ICE | 6,451,026 USD | 04/01/26 | (1248576) |
|  Henry Hub | 682 | ICE | 6,666,061 USD | 05/01/26 | (1158911) |
|  Henry Hub | 660 | ICE | 6,451,026 USD | 06/01/26 | (789876) |
|  Henry Hub | 682 | ICE | 6,666,061 USD | 07/01/26 | (407006) |
|  Henry Hub | 682 | ICE | 6,666,061 USD | 08/01/26 | (287656) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  Henry Hub | 660 | ICE | 6,451,026 USD | 09/01/26 | $(321276) |
|  Henry Hub | 682 | ICE | 6,666,061 USD | 10/01/26 | (253556) |
|  Henry Hub | 600 | ICE | 5,956,701 USD | 11/01/26 | 31299 |
|  Henry Hub | 620 | ICE | 6,155,258 USD | 12/01/26 | 756192 |
|  Henry Hub | 58 | ICE | 567,510 USD | 03/29/27 | (73205) |
|  Henry Hub | 30 | ICE | 303,750 USD | 04/28/27 | (47625) |
|  Henry Hub | 28 | ICE | 283,500 USD | 05/26/27 | (35000) |
|  Henry Hub | 30 | ICE | 303,750 USD | 06/28/27 | (24975) |
|  Henry Hub | 30 | ICE | 303,750 USD | 07/28/27 | (21075) |
|  Henry Hub | 28 | ICE | 283,500 USD | 08/27/27 | (21140) |
|  Henry Hub | 61 | ICE | 596,475 USD | 09/28/27 | (15603) |
|  Henry Hub | 28 | ICE | 283,500 USD | 10/27/27 | (3920) |
|  Henry Hub | 30 | ICE | 303,750 USD | 11/26/27 | 30375 |
|  Henry Hub | 22 | ICE | 199,650 USD | 12/27/29 | 44220 |
|  Henry Hub | 22 | ICE | 199,650 USD | 01/29/30 | 28765 |
|  Henry Hub | 22 | ICE | 199,650 USD | 02/26/30 | (3630) |
|  Henry Hub | 22 | ICE | 199,650 USD | 03/27/30 | (28105) |
|  Henry Hub | 22 | ICE | 199,650 USD | 04/26/30 | (29480) |
|  Henry Hub | 22 | ICE | 199,650 USD | 05/29/30 | (21010) |
|  Henry Hub | 22 | ICE | 199,650 USD | 06/26/30 | (12155) |
|  Henry Hub | 22 | ICE | 199,650 USD | 07/29/30 | (9295) |
|  Henry Hub | 22 | ICE | 199,650 USD | 08/28/30 | (10395) |
|  Henry Hub | 22 | ICE | 199,650 USD | 09/26/30 | (6215) |
|  Henry Hub | 22 | ICE | 199,650 USD | 10/29/30 | 5335 |
|  Henry Hub | 22 | ICE | 199,650 USD | 11/26/30 | 29260 |
|  HKG Hang Seng Index | 40 | HFE | 51,789,500 HKD | 01/29/26 | (63410) |
|  HSC Basis | 31 | ICE | 11,044 USD | 01/05/26 | (30031) |
|  HSC Basis | 28 | ICE | 10,500 USD | 02/03/26 | (30100) |
|  HSC Basis | 31 | ICE | 27,900 USD | 03/03/26 | (12206) |
|  ICE 3 Month Sonia | 19 | ICE | 4,588,300 GBP | 09/15/26 | (371) |
|  ICE 3 Month Sonia | 26 | ICE | 6,282,325 GBP | 03/16/27 | 1651 |
|  ICE 3 Month Sonia | 39 | ICE | 9,416,738 GBP | 09/14/27 | 1719 |
|  ICE 3 Month Sonia | 27 | ICE | 6,514,275 GBP | 12/14/27 | 3842 |
|  ICE 3 Month Sonia | 93 | ICE | 22,421,553 GBP | 03/14/28 | 21378 |
|  IODEX IO | 899 | SING | 9,314,165 USD | 02/27/26 | 135224 |
|  Korean 10-Year Bond | 17 | KFE | 1,914,640,000 KRW | 03/17/26 | 3471 |
|  Korean 3-Year Bond | 247 | KFE | 25,964,640,000 KRW | 03/17/26 | 54868 |
|  Lean Hogs | 318 | CME | 11,246,249 USD | 04/15/26 | 189031 |
|  Lithium Hydroxide | 4 | COMEX | 44,000 USD | 07/31/26 | 22000 |
|  Lithium Hydroxide | 4 | COMEX | 44,000 USD | 08/31/26 | 21600 |
|  Lithium Hydroxide | 4 | COMEX | 44,000 USD | 09/30/26 | 21800 |
|  Lithium Hydroxide | 4 | COMEX | 44,000 USD | 10/30/26 | 23520 |
|  Lithium Hydroxide | 4 | COMEX | 44,000 USD | 11/30/26 | 23720 |
|  Lithium Hydroxide | 4 | COMEX | 44,000 USD | 12/31/26 | 23920 |
|  Live Cattle | 152 | CME | 13,808,495 USD | 04/30/26 | 309265 |
|  Long Gilt | 196 | LIFFE | 17,823,210 GBP | 03/27/26 | 114994 |
|  Mexican Peso Currency | 1017 | CME | 27,692,554 USD | 03/16/26 | 335965 |
|  MSCI Emerging Markets Index | 60 | NYSE | 4,109,400 USD | 03/20/26 | 124800 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  NASDAQ 100 E-Mini | 29 | CME | 14,736,958 USD | 03/20/26 | $27957 |
|  Natural Gas | 8 | NYMEX | 340,560 USD | 01/27/26 | (45680) |
|  Natural Gas | 362 | NYMEX | 13,379,375 USD | 01/28/26 | (36055) |
|  Natural Gas | 135 | ICE | 2,424,948 EUR | 01/29/26 | 152562 |
|  Natural Gas | 7 | NYMEX | 233,780 USD | 02/24/26 | (14680) |
|  Natural Gas | 42 | NYMEX | 1,365,110 USD | 02/25/26 | (50510) |
|  Natural Gas | 12 | ICE | 332,640 EUR | 03/30/26 | (115529) |
|  Natural Gas | 25 | NYMEX | 846,304 USD | 04/28/26 | (38804) |
|  Natural Gas | 12 | ICE | 343,728 EUR | 04/29/26 | (123493) |
|  Natural Gas | 12 | ICE | 332,640 EUR | 05/28/26 | (119469) |
|  Natural Gas | 229 | NYMEX | 8,537,193 USD | 06/26/26 | (130603) |
|  Natural Gas | 47 | ICE | 1,346,268 EUR | 06/29/26 | (483024) |
|  Natural Gas | 47 | ICE | 1,346,268 EUR | 07/30/26 | (480969) |
|  Natural Gas | 47 | ICE | 1,302,840 EUR | 08/27/26 | (456108) |
|  Natural Gas | 156 | NYMEX | 5,933,030 USD | 09/28/26 | (65870) |
|  Natural Gas | 5 | NYMEX | 206,040 USD | 10/28/26 | (6440) |
|  Natural Gas | 40 | NYMEX | 1,803,252 USD | 11/25/26 | (19652) |
|  Natural Gas | 72 | NYMEX | 3,593,700 USD | 12/29/26 | (208260) |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 01/01/27 | 504387 |
|  Natural Gas | 4 | NYMEX | 178,080 USD | 01/27/27 | (7240) |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 02/01/27 | 271647 |
|  Natural Gas | 5 | NYMEX | 192,760 USD | 02/24/27 | (7760) |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 03/01/27 | (36693) |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 04/01/27 | (193833) |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 05/01/27 | (190593) |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 06/01/27 | (117693) |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 07/01/27 | (27513) |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 08/01/27 | 567 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 09/01/27 | (10773) |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 10/01/27 | 22167 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 11/01/27 | 122067 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 12/01/27 | 371007 |
|  New Zealand Dollar | 51 | ICE | 2,965,528 USD | 03/16/26 | (23848) |
|  Nickel | 44 | LME | 3,838,560 USD | 04/13/26 | 565707 |
|  Nikkei Index | 13 | OSE | 659,919,000 JPY | 03/13/26 | (30126) |
|  NY Harbor ULSD | 135 | NYMEX | 11,981,605 USD | 02/27/26 | (55327) |
|  OMXS30 Index | 188 | SOM | 53,106,270 SEK | 01/16/26 | 143858 |
|  Palladium | 2 | NYMEX | 311,650 USD | 03/27/26 | 18630 |
|  Platinum | 3 | NYMEX | 343,193 USD | 04/28/26 | (36563) |
|  S&P ASX Share Price Index 200 | 51 | SFE | 11,007,900 AUD | 03/19/26 | 36037 |
|  S&P TSX 60 Index | 24 | MOE | 8,897,040 CAD | 03/20/26 | 29201 |
|  Silver | 14 | COMEX | 3,460,436 USD | 03/27/26 | 1481774 |
|  Soybean | 763 | CBT | 23,071,493 USD | 03/13/26 | (227273) |
|  Soybean | 455 | CBT | 24,187,612 USD | 03/13/26 | (356987) |
|  Soybean Oil | 1809 | CBT | 53,382,361 USD | 03/13/26 | (675337) |
|  Soybean Oil | 11 | CBT | 331,956 USD | 07/14/26 | (5520) |
|  Sugar | 1305 | NYBOT | 23,231,442 USD | 02/27/26 | (1292826) |
|  Swiss Franc Currency | 1 | CME | 159,077 USD | 03/16/26 | (233) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  TETCO M3 Basis | 124 | ICE | 55,606 USD | 03/03/26 | $(14144) |
|  TOPIX | 38 | OSE | 1,282,310,000 JPY | 03/13/26 | 94612 |
|  U.S. Treasury 10-Year Note | 174 | CBT | 19,578,664 USD | 03/20/26 | (14539) |
|  U.S. Treasury 2-Year Note | 630 | CBT | 131,576,236 USD | 03/31/26 | (39127) |
|  U.S. Treasury 5-Year Note | 512 | CBT | 56,017,283 USD | 03/31/26 | (53282) |
|  U.S. Treasury Long Bond | 2 | CBT | 231,766 USD | 03/20/26 | (578) |
|  U.S. Treasury Ultra 10-Year Bond | 220 | CBT | 25,473,766 USD | 03/20/26 | (170328) |
|  U.S. Treasury Ultra Bond | 17 | CBT | 2,050,734 USD | 03/20/26 | (44734) |
|  Wheat | 2419 | CBT | 63,648,188 USD | 03/13/26 | (2326538) |
|  WTI Crude | 732 | NYMEX | 40,590,077 USD | 01/20/26 | 1441363 |
|  WTI Crude | 650 | ICE | 37,270,530 USD | 02/19/26 | (77530) |
|  WTI Crude | 20 | NYMEX | 1,130,950 USD | 02/20/26 | 13450 |
|  WTI Crude | 54 | NYMEX | 3,058,437 USD | 03/20/26 | 23343 |
|  WTI Crude | 53 | NYMEX | 3,208,410 USD | 05/19/26 | (186880) |
|  WTI Crude | 2180 | NYMEX | 125,796,710 USD | 08/20/26 | (1514910) |
|  WTI Crude | 228 | NYMEX | 13,427,380 USD | 11/20/26 | (449620) |
|  Zinc | 99 | LME | 7,683,638 USD | 01/21/26 | (27077) |
|  |  |  |  |  | $1479441 |
| **Description** | **Contracts** | **Exchange** | **Notional**<br>**Amount** | **Expiration<br>Date** | **Value/<br>Unrealized**<br>**Appreciation<br>(Depreciation)** |
|  **Short Futures** |  |  |  |  |  |
|  1 Year Mid-Curve 3 Month Eurodollar Option | 97 | EUREX | 11,266,137 EUR | 03/06/26 | $(1626) |
|  3 Month Eurodollar | 425 | LIFFE | 104,065,850 EUR | 03/16/26 | (19567) |
|  3 Month Eurodollar | 285 | LIFFE | 69,780,202 EUR | 06/15/26 | (19153) |
|  3 Month Eurodollar | 682 | LIFFE | 166,853,196 EUR | 12/14/26 | (67902) |
|  3 Month Eurodollar | 50 | LIFFE | 12,211,550 EUR | 06/14/27 | (9930) |
|  3 Month Eurodollar | 19 | LIFFE | 4,637,425 EUR | 09/13/27 | (3349) |
|  3 Month SOFR | 19 | CME | 4,577,575 USD | 03/18/26 | 2731 |
|  3 Month SOFR | 111 | CME | 26,780,687 USD | 06/17/26 | 6100 |
|  3 Month SOFR | 138 | CME | 33,373,012 USD | 09/16/26 | 14963 |
|  3 Month SOFR | 219 | CME | 53,004,087 USD | 12/16/26 | (18550) |
|  3 Month SOFR | 148 | CME | 35,821,059 USD | 03/17/27 | (28241) |
|  3 Month SOFR | 86 | CME | 20,801,450 USD | 06/16/27 | (28825) |
|  3 Month SOFR | 40 | CME | 9,690,875 USD | 09/15/27 | 5375 |
|  3 Month SOFR | 56 | CME | 13,535,062 USD | 12/15/27 | (17638) |
|  3 Month SOFR | 36 | CME | 8,685,737 USD | 03/15/28 | (21313) |
|  3 Month SOFR | 18 | CME | 4,346,112 USD | 06/20/28 | (4488) |
|  3 Month SOFR | 36 | CME | 8,681,362 USD | 09/19/28 | (14438) |
|  3 Month SOFR | 45 | CME | 10,846,750 USD | 12/20/28 | (16813) |
|  3 Month SOFR | 40 | CME | 9,647,700 USD | 03/20/29 | (3800) |
|  3 Month SOFR | 30 | CME | 7,231,562 USD | 06/18/29 | (3313) |
|  3 Month SOFR | 23 | CME | 5,545,200 USD | 09/18/29 | 1050 |
|  3 Month SOFR | 19 | CME | 4,579,712 USD | 12/18/29 | 1900 |
|  3 Month SOFR | 15 | CME | 3,615,125 USD | 03/20/30 | 2750 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  3 Month SOFR | 19 | CME | 4,575,525 USD | 06/20/30 | $2225 |
|  3 Month SOFR | 4 | CME | 962,775 USD | 09/18/30 | 475 |
|  3 Month SOFR | 3 | CME | 721,813 USD | 12/17/30 | 500 |
|  Aluminium | 26 | LME | 1,877,161 USD | 01/19/26 | (59059) |
|  Brent Crude | 215 | ICE | 178,800 USD | 01/27/26 | 165900 |
|  Brent Crude | 8 | ICE | 13,040 USD | 01/27/26 | 9280 |
|  Brent Crude | 467 | ICE | 28,669,910 USD | 01/30/26 | 252960 |
|  Brent Crude | 686 | ICE | 40,943,782 USD | 02/27/26 | (552358) |
|  Brent Crude | 108 | ICE | 21,600 USD | 03/26/26 | 10800 |
|  Brent Crude | 13 | ICE | 797,396 USD | 03/31/26 | 13236 |
|  Brent Crude | 1 | ICE | 2,670 USD | 04/27/26 | 950 |
|  Brent Crude | 250 | ICE | 232,500 USD | 04/27/26 | 32500 |
|  Brent Crude | 99 | ICE | 6,064,722 USD | 04/30/26 | 99972 |
|  Brent Crude | 272 | ICE | 16,317,250 USD | 05/29/26 | (62590) |
|  Brent Crude | 31 | ICE | 1,855,662 USD | 06/30/26 | (10228) |
|  Brent Crude | 1583 | ICE | 96,744,020 USD | 07/31/26 | 1494910 |
|  Brent Crude | 185 | ICE | 11,275,000 USD | 10/30/26 | 134300 |
|  Brent Crude | 10 | NYMEX | 654,970 USD | 10/31/26 | 52770 |
|  Brent Crude | 10 | ICE | 650,020 USD | 10/29/27 | 37020 |
|  Canadian Dollar Currency | 175 | CME | 12,761,559 USD | 03/17/26 | (34441) |
|  Carbon Emission | 108 | ICE | 149,040 EUR | 03/18/26 | 19038 |
|  Carbon Emission | 55 | ICE | 4,738,681 EUR | 12/14/26 | (78349) |
|  Cattle | 30 | CME | 2,713,090 USD | 02/27/26 | (66110) |
|  CBOE Volatility Index | 71 | CBOE | 1,385,339 USD | 03/18/26 | (16059) |
|  Cocoa | 21 | NYBOT | 1,293,829 USD | 03/16/26 | 20179 |
|  Coffee Robusta | 34 | LIFFE | 1,280,490 USD | 03/25/26 | (62170) |
|  Copper | 10 | LME | 2,438,912 USD | 03/18/26 | (671213) |
|  Copper | 316 | COMEX | 42,301,354 USD | 03/27/26 | (2586446) |
|  Copper | 182 | LME | 50,421,306 USD | 06/17/26 | (5890404) |
|  Copper | 17 | LME | 5,352,575 USD | 12/14/26 | 135190 |
|  Corn | 505 | CBT | 11,339,950 USD | 05/14/26 | 21638 |
|  Cotton No.2 | 354 | NYBOT | 11,562,821 USD | 03/09/26 | 187031 |
|  Cotton No.2 | 472 | NYBOT | 15,421,275 USD | 05/06/26 | (60325) |
|  DAX Index | 1 | EUREX | 606,713 EUR | 03/20/26 | (12384) |
|  Euro FX | 46 | CME | 6,786,292 USD | 03/16/26 | 12793 |
|  Euro OAT | 3 | EUREX | 360,390 EUR | 03/06/26 | (1622) |
|  Euro Stoxx Banks | 46 | EUREX | 595,056 EUR | 03/20/26 | (19948) |
|  Euro-BTP | 489 | EUREX | 52,429,710 EUR | 03/06/26 | (64237) |
|  Euro-Bund | 129 | EUREX | 16,487,544 EUR | 03/06/26 | 36447 |
|  Euro-Buxl | 21 | EUREX | 2,285,427 EUR | 03/06/26 | (31840) |
|  Euro-Schatz | 2277 | EUREX | 243,301,163 EUR | 03/06/26 | 164919 |
|  FTSE Taiwan Index | 29 | SING | 2,730,930 USD | 01/29/26 | (19430) |
|  Gas Oil | 139 | ICE | 8,845,960 USD | 02/12/26 | 227960 |
|  Gas Oil | 30 | ICE | 629,810 USD | 04/30/26 | (3850) |
|  Gas Oil | 30 | ICE | 629,810 USD | 05/29/26 | 9533 |
|  Gas Oil | 163 | ICE | 9,839,600 USD | 06/11/26 | 35150 |
|  Gas Oil | 30 | ICE | 629,810 USD | 06/30/26 | 15893 |
|  Gasoline RBOB | 29 | NYMEX | 2,133,621 USD | 01/30/26 | 44751 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  Gasoline RBOB | 393 | NYMEX | 29,287,556 USD | 02/27/26 | $542357 |
|  Gasoline RBOB | 262 | NYMEX | 21,359,507 USD | 03/31/26 | (225939) |
|  Gold | 4 | COMEX | 1,768,688 USD | 02/25/26 | 32248 |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 01/27/26 | 3300 |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 02/24/26 | 45000 |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 03/26/26 | 43275 |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 04/27/26 | 37500 |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 05/26/26 | 22425 |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 06/25/26 | 4425 |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 07/28/26 | (825) |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 08/26/26 | 1125 |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 09/25/26 | (2325) |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 10/27/26 | (19650) |
|  Henry Hub | 30 | NYMEX | 279,750 USD | 11/24/26 | (54675) |
|  Henry Hub | 76 | ICE | 839,795 USD | 12/29/26 | (53585) |
|  Henry Hub | 73 | ICE | 805,647 USD | 01/27/27 | 26190 |
|  Henry Hub | 45 | ICE | 492,145 USD | 02/24/27 | 75895 |
|  Henry Hub | 13 | ICE | 128,538 USD | 03/29/27 | 17745 |
|  Henry Hub | 13 | ICE | 128,538 USD | 04/28/27 | 17550 |
|  Henry Hub | 13 | ICE | 128,538 USD | 05/26/27 | 13163 |
|  Henry Hub | 13 | ICE | 128,538 USD | 06/28/27 | 7735 |
|  Henry Hub | 13 | ICE | 128,538 USD | 07/28/27 | 6045 |
|  Henry Hub | 13 | ICE | 128,538 USD | 08/27/27 | 6728 |
|  Henry Hub | 13 | ICE | 128,538 USD | 09/28/27 | 4745 |
|  Henry Hub | 13 | ICE | 128,538 USD | 10/27/27 | (1268) |
|  Henry Hub | 13 | ICE | 128,538 USD | 11/26/27 | (16250) |
|  ICE 3 Month Sonia | 37 | ICE | 8,934,462 GBP | 12/15/26 | (8880) |
|  ICE 3 Month Sonia | 16 | ICE | 3,862,725 GBP | 06/15/27 | (3875) |
|  Japan Yen Currency | 419 | CME | 33,819,977 USD | 03/16/26 | 200465 |
|  Japanese 10-Year Bond | 66 | OSE | 8,800,200,000 JPY | 03/23/26 | 390322 |
|  KOSPI 200 Index | 11 | KFE | 1,601,400,000 KRW | 03/12/26 | (49009) |
|  Lean Hogs | 288 | CME | 9,639,580 USD | 02/13/26 | (163940) |
|  Lean Hogs | 67 | CME | 2,374,104 USD | 04/15/26 | (35216) |
|  Long Gilt | 11 | LIFFE | 996,930 GBP | 03/27/26 | (10972) |
|  NASDAQ 100 E-Mini | 29 | CME | 14,774,286 USD | 03/20/26 | 9371 |
|  Natural Gas | 224 | NYMEX | 8,467,520 USD | 01/28/26 | 210880 |
|  Natural Gas | 149 | NYMEX | 5,503,455 USD | 01/28/26 | 11315 |
|  Natural Gas | 245 | ICE | 4,508,734 EUR | 01/29/26 | (150065) |
|  Natural Gas | 339 | NYMEX | 10,781,344 USD | 02/25/26 | 170644 |
|  Natural Gas | 177 | ICE | 4,286,345 EUR | 02/26/26 | 742165 |
|  Natural Gas | 148 | NYMEX | 5,369,273 USD | 03/01/26 | 736873 |
|  Natural Gas | 3 | NYMEX | 121,200 USD | 03/26/26 | 26610 |
|  Natural Gas | 223 | NYMEX | 7,270,608 USD | 03/27/26 | 239418 |
|  Natural Gas | 138 | NYMEX | 5,035,763 USD | 04/01/26 | 684623 |
|  Natural Gas | 3 | NYMEX | 121,200 USD | 04/27/26 | 24300 |
|  Natural Gas | 45 | NYMEX | 1,612,300 USD | 04/28/26 | 158800 |
|  Natural Gas | 138 | NYMEX | 5,035,763 USD | 05/01/26 | 578363 |
|  Natural Gas | 3 | NYMEX | 121,200 USD | 05/26/26 | 18270 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  Natural Gas | 44 | NYMEX | 1,600,705 USD | 05/27/26 | $91065 |
|  Natural Gas | 138 | NYMEX | 5,035,763 USD | 06/01/26 | 300983 |
|  Natural Gas | 3 | NYMEX | 121,200 USD | 06/25/26 | 11070 |
|  Natural Gas | 38 | NYMEX | 1,575,077 USD | 06/26/26 | 180097 |
|  Natural Gas | 138 | NYMEX | 5,035,763 USD | 07/01/26 | (30217) |
|  Natural Gas | 3 | NYMEX | 121,200 USD | 07/28/26 | 8970 |
|  Natural Gas | 59 | NYMEX | 2,496,530 USD | 07/29/26 | 289340 |
|  Natural Gas | 138 | NYMEX | 5,035,763 USD | 08/01/26 | (126817) |
|  Natural Gas | 3 | NYMEX | 121,200 USD | 08/26/26 | 9750 |
|  Natural Gas | 251 | NYMEX | 9,436,841 USD | 08/27/26 | 112191 |
|  Natural Gas | 138 | NYMEX | 5,035,763 USD | 09/01/26 | (90937) |
|  Natural Gas | 3 | NYMEX | 121,200 USD | 09/25/26 | 8370 |
|  Natural Gas | 134 | NYMEX | 5,450,010 USD | 09/28/26 | 410270 |
|  Natural Gas | 138 | NYMEX | 5,035,763 USD | 10/01/26 | (154417) |
|  Natural Gas | 3 | NYMEX | 121,200 USD | 10/27/26 | 1440 |
|  Natural Gas | 74 | NYMEX | 2,977,460 USD | 10/28/26 | 23380 |
|  Natural Gas | 138 | NYMEX | 5,035,763 USD | 11/01/26 | (473197) |
|  Natural Gas | 3 | NYMEX | 121,200 USD | 11/24/26 | (12570) |
|  Natural Gas | 25 | NYMEX | 1,103,265 USD | 11/25/26 | (11485) |
|  Natural Gas | 138 | NYMEX | 5,035,763 USD | 12/01/26 | (1117657) |
|  Natural Gas | 48 | NYMEX | 2,274,190 USD | 12/29/26 | 17230 |
|  Natural Gas | 33 | NYMEX | 1,458,300 USD | 01/27/27 | 48870 |
|  Natural Gas | 38 | NYMEX | 1,592,490 USD | 02/24/27 | 186490 |
|  Natural Gas | 60 | NYMEX | 2,593,710 USD | 03/29/27 | 548310 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 04/28/27 | 560950 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 05/26/27 | 489400 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 06/28/27 | 400890 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 07/28/27 | 373330 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 08/27/27 | 384460 |
|  Natural Gas | 60 | NYMEX | 2,620,100 USD | 09/28/27 | 334700 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 10/27/27 | 254080 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 11/26/27 | 9750 |
|  New Zealand Dollar | 70 | ICE | 4,080,330 USD | 03/16/26 | 42730 |
|  Nickel | 44 | LME | 3,854,400 USD | 04/13/26 | (549867) |
|  Nikkei Index | 1 | OSE | 50,560,000 JPY | 03/13/26 | 1021 |
|  NY Harbor ULSD | 105 | NYMEX | 9,453,188 USD | 01/30/26 | 97373 |
|  NY Harbor ULSD | 10 | NYMEX | 894,932 USD | 02/27/26 | 11504 |
|  NY Harbor ULSD | 48 | NYMEX | 4,538,412 USD | 03/31/26 | 362268 |
|  NY Harbor ULSD | 40 | NYMEX | 3,444,294 USD | 04/30/26 | 1974 |
|  NY Harbor ULSD | 465 | NYMEX | 41,676,403 USD | 05/29/26 | 1940665 |
|  Phelix DE Base Month | 5 | EEX | 329,424 EUR | 02/27/26 | 4039 |
|  Rapeseed | 183 | MAT | 4,144,637 EUR | 01/30/26 | (3056) |
|  Silver | 4 | COMEX | 1,443,060 USD | 03/27/26 | 31000 |
|  Soybean | 44 | CBT | 1,361,610 USD | 03/13/26 | 44250 |
|  Soybean | 53 | CBT | 2,810,413 USD | 03/13/26 | 34538 |
|  Soybean | 880 | CBT | 26,938,988 USD | 05/13/26 | 186988 |
|  Soybean | 524 | CBT | 28,161,975 USD | 05/14/26 | 363775 |
|  Soybean Oil | 175 | CBT | 5,491,500 USD | 03/13/26 | 392700 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  Soybean Oil | 1838 | CBT | 54,793,935 USD | 05/14/26 | $657483 |
|  Sugar | 67 | NYBOT | 1,083,608 USD | 02/27/26 | (42743) |
|  Sugar | 1454 | NYBOT | 25,245,999 USD | 04/30/26 | 1372483 |
|  Swiss Franc Currency | 34 | CME | 5,404,125 USD | 03/16/26 | 3438 |
|  TOPIX | 6 | OSE | 204,842,000 JPY | 03/13/26 | 204 |
|  U.S. Treasury 10-Year Note | 1918 | CBT | 217,123,461 USD | 03/20/26 | 1468336 |
|  U.S. Treasury 2-Year Note | 572 | CBT | 119,469,031 USD | 03/31/26 | 41688 |
|  U.S. Treasury 5-Year Note | 330 | CBT | 36,163,109 USD | 03/31/26 | 92562 |
|  U.S. Treasury Long Bond | 117 | CBT | 13,690,641 USD | 03/20/26 | 166173 |
|  U.S. Treasury Ultra Bond | 47 | CBT | 5,590,013 USD | 03/20/26 | 44013 |
|  VSTOXX | 178 | EUREX | 307,000 EUR | 01/21/26 | 26089 |
|  Wheat | 2615 | CBT | 69,842,126 USD | 05/14/26 | 2048251 |
|  WTI Crude | 1061 | NYMEX | 62,444,157 USD | 01/20/26 | 1521537 |
|  WTI Crude | 1966 | NYMEX | 111,964,543 USD | 02/20/26 | (529977) |
|  WTI Crude | 8 | NYMEX | 463,180 USD | 04/21/26 | 7180 |
|  WTI Crude | 289 | NYMEX | 16,758,394 USD | 05/19/26 | 282504 |
|  WTI Crude | 91 | NYMEX | 5,128,341 USD | 06/22/26 | (62299) |
|  WTI Crude | 3 | NYMEX | 167,700 USD | 11/20/26 | (3060) |
|  Zinc | 50 | LME | 3,873,548 USD | 01/21/26 | 6599 |
|  |  |  |  |  | $10105028 |
|  Total Futures Contracts Outstanding | Total Futures Contracts Outstanding | Total Futures Contracts Outstanding | Total Futures Contracts Outstanding | Total Futures Contracts Outstanding | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11584469 |

---

**Forward Foreign Currency Exchange Contracts Outstanding at December 31, 2025** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency<br>Purchased** | **Amount in<br>Currency<br>Purchased** | **Currency<br>Sold** | **Amount in<br>Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  COP | 19646669100 | USD | 5050000 | Morgan Stanley Capital Services LLC | 01/21/26 | $108365 |
|  COP | 48534535050 | USD | 12900000 | Morgan Stanley Capital Services LLC | 01/21/26 | (156926) |
|  COP | 12071800000 | USD | 3099967 | State Street Bank and Trust Company | 01/30/26 | 52818 |
|  EGP | 63100000 | USD | 1249021 | Bank Of America Merrill Lynch | 04/30/26 | 23786 |
|  HKD | 2331000 | USD | 300392 | State Street Bank and Trust Company | 01/30/26 | (607) |
|  IDR | 28507650000 | USD | 1700000 | Morgan Stanley Capital Services LLC | 01/21/26 | 7242 |
|  IDR | 13345890000 | USD | 800000 | Morgan Stanley Capital Services LLC | 01/21/26 | (752) |
|  IDR | 4316300000 | USD | 258733 | State Street Bank and Trust Company | 01/30/26 | (321) |
|  PEN | 70000 | USD | 20631 | State Street Bank and Trust Company | 01/30/26 | 175 |
|  PHP | 19500000 | USD | 332384 | State Street Bank and Trust Company | 01/30/26 | (2310) |
|  SGD | 1800000 | USD | 1386674 | State Street Bank and Trust Company | 01/30/26 | 16020 |
|  SGD | 1900000 | USD | 1483384 | Morgan Stanley Capital Services LLC | 03/18/26 | 1738 |
|  SGD | 4600000 | USD | 3599893 | Morgan Stanley Capital Services LLC | 03/18/26 | (4336) |
|  THB | 16600000 | USD | 515058 | State Street Bank and Trust Company | 01/30/26 | 12623 |
|  THB | 1650000 | USD | 52510 | Morgan Stanley Capital Services LLC | 03/18/26 | 133 |
|  THB | 103950000 | USD | 3345262 | Morgan Stanley Capital Services LLC | 03/18/26 | (28778) |
|  TWD | 168170898 | USD | 5350000 | Morgan Stanley Capital Services LLC | 01/21/26 | 4943 |
|  TWD | 81417280 | USD | 2600000 | Morgan Stanley Capital Services LLC | 01/21/26 | (7492) |
|  TWD | 17900000 | USD | 565293 | State Street Bank and Trust Company | 01/30/26 | 4143 |
|  TWD | 86500000 | USD | 2798412 | State Street Bank and Trust Company | 01/30/26 | (46670) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency<br>Purchased** | **Amount in<br>Currency<br>Purchased** | **Currency<br>Sold** | **Amount in<br>Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  USD | 1600000 | COP | 6016429500 | Morgan Stanley Capital Services LLC | 01/21/26 | $20345 |
|  USD | 500000 | COP | 1915103000 | Morgan Stanley Capital Services LLC | 01/21/26 | (2824) |
|  USD | 250418 | COP | 970700000 | State Street Bank and Trust Company | 01/30/26 | (3100) |
|  USD | 1550000 | IDR | 25858960000 | Morgan Stanley Capital Services LLC | 01/21/26 | 1379 |
|  USD | 15400000 | IDR | 257697700000 | Morgan Stanley Capital Services LLC | 01/21/26 | (32791) |
|  USD | 226752 | RON | 1000000 | State Street Bank and Trust Company | 04/30/26 | (2495) |
|  USD | 3927316 | SGD | 5062500 | State Street Bank and Trust Company | 01/30/26 | (17762) |
|  USD | 8450402 | SGD | 10800000 | Morgan Stanley Capital Services LLC | 03/18/26 | 8661 |
|  USD | 2339651 | SGD | 3000000 | Morgan Stanley Capital Services LLC | 03/18/26 | (5277) |
|  USD | 2934530 | THB | 94800000 | State Street Bank and Trust Company | 01/30/26 | (78972) |
|  USD | 5947321 | THB | 184800000 | Morgan Stanley Capital Services LLC | 03/18/26 | 51351 |
|  USD | 13573319 | THB | 427350000 | Morgan Stanley Capital Services LLC | 03/18/26 | (61116) |
|  USD | 3350000 | TWD | 105627449 | Morgan Stanley Capital Services LLC | 01/21/26 | (13416) |
|  USD | 11681422 | TWD | 359100000 | State Street Bank and Trust Company | 01/30/26 | 257715 |
|  USD | 2142000 | XAG | 42000 | Morgan Stanley Capital Services LLC | 01/22/26 | (841728) |
|  USD | 2142000 | XAG | 42000 | J.P. Morgan Securities LLC | 01/22/26 | (841728) |
|  XAG | 42000 | USD | 2142000 | J.P. Morgan Securities LLC | 01/22/26 | 841728 |
|  XAG | 42000 | USD | 2142000 | Morgan Stanley Capital Services LLC | 01/22/26 | 841728 |
|  AUD | 24200000 | USD | 16069484 | Morgan Stanley Capital Services LLC | 03/18/26 | 81741 |
|  AUD | 30100000 | USD | 20148201 | Morgan Stanley Capital Services LLC | 03/18/26 | (59301) |
|  BRL | 13900000 | USD | 2564257 | State Street Bank and Trust Company | 01/05/26 | (27645) |
|  BRL | 70993761 | USD | 12750000 | Morgan Stanley Capital Services LLC | 01/21/26 | 151728 |
|  BRL | 2747040 | USD | 500000 | Morgan Stanley Capital Services LLC | 01/21/26 | (779) |
|  BRL | 13900000 | USD | 2511156 | State Street Bank and Trust Company | 02/03/26 | 6335 |
|  CAD | 4600000 | USD | 3352502 | Morgan Stanley Capital Services LLC | 03/18/26 | 9838 |
|  CAD | 1400000 | USD | 1027371 | Morgan Stanley Capital Services LLC | 03/18/26 | (4050) |
|  CHF | 750000 | USD | 952344 | Morgan Stanley Capital Services LLC | 03/18/26 | 1713 |
|  CHF | 200000 | USD | 255874 | Morgan Stanley Capital Services LLC | 03/18/26 | (1459) |
|  CLP | 7453404700 | USD | 8200000 | Morgan Stanley Capital Services LLC | 01/21/26 | 80214 |
|  CNH | 7100000 | USD | 1001570 | State Street Bank and Trust Company | 01/30/26 | 17750 |
|  CNH | 11200000 | USD | 1600902 | Morgan Stanley Capital Services LLC | 03/18/26 | 11459 |
|  CZK | 226800000 | USD | 10980369 | Morgan Stanley Capital Services LLC | 03/18/26 | 64402 |
|  CZK | 38850000 | USD | 1893182 | Morgan Stanley Capital Services LLC | 03/18/26 | (1254) |
|  EUR | 520000 | USD | 610041 | Morgan Stanley Capital Services LLC | 01/16/26 | 1382 |
|  EUR | 1950000 | USD | 2297098 | Morgan Stanley Capital Services LLC | 01/16/26 | (4264) |
|  EUR | 6750000 | USD | 7937432 | Morgan Stanley Capital Services LLC | 03/18/26 | 21918 |
|  EUR | 14950000 | USD | 17669231 | Morgan Stanley Capital Services LLC | 03/18/26 | (40749) |
|  GBP | 2590000 | USD | 3395076 | State Street Bank and Trust Company | 01/23/26 | 96040 |
|  GBP | 2200000 | USD | 2954693 | Morgan Stanley Capital Services LLC | 03/18/26 | 10252 |
|  GBP | 1200000 | USD | 1620687 | Morgan Stanley Capital Services LLC | 03/18/26 | (3443) |
|  HUF | 442000000 | USD | 1313954 | State Street Bank and Trust Company | 01/30/26 | 35347 |
|  HUF | 2475000000 | USD | 7474771 | Morgan Stanley Capital Services LLC | 03/18/26 | 56971 |
|  ILS | 4315000 | USD | 1325439 | State Street Bank and Trust Company | 01/30/26 | 29418 |
|  ILS | 1000000 | USD | 313227 | Morgan Stanley Capital Services LLC | 03/18/26 | 873 |
|  INR | 2169498029 | USD | 24050000 | Morgan Stanley Capital Services LLC | 01/21/26 | 42980 |
|  INR | 261078638 | USD | 2900000 | Morgan Stanley Capital Services LLC | 01/21/26 | (638) |
|  INR | 54600000 | USD | 603009 | State Street Bank and Trust Company | 01/30/26 | 2861 |
|  INR | 162900000 | USD | 1835406 | State Street Bank and Trust Company | 01/30/26 | (27779) |
|  JPY | 863500000 | USD | 5536995 | Morgan Stanley Capital Services LLC | 03/18/26 | 9875 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency<br>Purchased** | **Amount in<br>Currency<br>Purchased** | **Currency<br>Sold** | **Amount in<br>Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  JPY | 2041000000 | USD | 13162589 | Morgan Stanley Capital Services LLC | 03/18/26 | $(51805) |
|  KRW | 7042545935 | USD | 4800000 | Morgan Stanley Capital Services LLC | 01/21/26 | 79854 |
|  KRW | 4758102340 | USD | 3300000 | Morgan Stanley Capital Services LLC | 01/21/26 | (3060) |
|  KRW | 2033000000 | USD | 1392600 | State Street Bank and Trust Company | 01/30/26 | 16490 |
|  KRW | 594100000 | USD | 412686 | State Street Bank and Trust Company | 01/30/26 | (911) |
|  MXN | 4400000 | USD | 236736 | State Street Bank and Trust Company | 01/30/26 | 7020 |
|  MXN | 65550000 | USD | 3587109 | Morgan Stanley Capital Services LLC | 03/18/26 | 27288 |
|  MXN | 209950000 | USD | 11606613 | Morgan Stanley Capital Services LLC | 03/18/26 | (30069) |
|  NOK | 8200000 | USD | 809963 | State Street Bank and Trust Company | 01/30/26 | 3610 |
|  NOK | 30586566 | USD | 3055797 | State Street Bank and Trust Company | 01/30/26 | (21113) |
|  NOK | 70400000 | USD | 6955008 | Morgan Stanley Capital Services LLC | 03/18/26 | 27453 |
|  NOK | 68750000 | USD | 6839316 | Morgan Stanley Capital Services LLC | 03/18/26 | (20503) |
|  NZD | 21700000 | USD | 12632540 | Morgan Stanley Capital Services LLC | 03/18/26 | (104956) |
|  PLN | 2000000 | USD | 555216 | Morgan Stanley Capital Services LLC | 03/18/26 | 1669 |
|  PLN | 23800000 | USD | 6647803 | Morgan Stanley Capital Services LLC | 03/18/26 | (20877) |
|  SEK | 11900000 | USD | 1272644 | State Street Bank and Trust Company | 01/30/26 | 21632 |
|  SEK | 3500000 | USD | 376715 | Morgan Stanley Capital Services LLC | 03/18/26 | 4893 |
|  SEK | 7000000 | USD | 767719 | Morgan Stanley Capital Services LLC | 03/18/26 | (4503) |
|  TRY | 114500000 | USD | 2533466 | State Street Bank and Trust Company | 01/30/26 | 77556 |
|  TRY | 96700000 | USD | 2011918 | State Street Bank and Trust Company | 04/30/26 | 47985 |
|  USD | 2384261 | AUD | 3656000 | State Street Bank and Trust Company | 01/23/26 | (55842) |
|  USD | 4062024 | AUD | 6050000 | Morgan Stanley Capital Services LLC | 03/18/26 | 24223 |
|  USD | 1161827 | AUD | 1750000 | Morgan Stanley Capital Services LLC | 03/18/26 | (6133) |
|  USD | 200000 | BRL | 1089629 | Morgan Stanley Capital Services LLC | 01/21/26 | 1982 |
|  USD | 2900000 | BRL | 16124584 | Morgan Stanley Capital Services LLC | 01/21/26 | (30326) |
|  USD | 5497432 | CAD | 7500000 | Morgan Stanley Capital Services LLC | 03/18/26 | 15354 |
|  USD | 948079 | CAD | 1300000 | Morgan Stanley Capital Services LLC | 03/18/26 | (2147) |
|  USD | 4485454 | CHF | 3535000 | State Street Bank and Trust Company | 01/30/26 | 11057 |
|  USD | 7145518 | CHF | 5600000 | Morgan Stanley Capital Services LLC | 03/18/26 | 21892 |
|  USD | 5570835 | CHF | 4400000 | Morgan Stanley Capital Services LLC | 03/18/26 | (26303) |
|  USD | 250000 | CLP | 228562190 | Morgan Stanley Capital Services LLC | 01/21/26 | (3917) |
|  USD | 1248990 | CLP | 1167900000 | State Street Bank and Trust Company | 01/30/26 | (49077) |
|  USD | 3973442 | CNH | 28068000 | State Street Bank and Trust Company | 01/30/26 | (56175) |
|  USD | 29973290 | CNH | 209200000 | Morgan Stanley Capital Services LLC | 03/18/26 | (143336) |
|  USD | 1514712 | CZK | 31600000 | State Street Bank and Trust Company | 01/30/26 | (23067) |
|  USD | 1733488 | CZK | 35700000 | Morgan Stanley Capital Services LLC | 03/18/26 | (5042) |
|  USD | 20748012 | EUR | 17613299 | Morgan Stanley Capital Services LLC | 01/16/26 | 38078 |
|  USD | 46926 | EUR | 40000 | Morgan Stanley Capital Services LLC | 01/16/26 | (106) |
|  USD | 149793 | EUR | 127000 | State Street Bank and Trust Company | 01/23/26 | 415 |
|  USD | 4698362 | EUR | 4025890 | State Street Bank and Trust Company | 01/23/26 | (36900) |
|  USD | 1155700 | EUR | 1000000 | Citibank N.A. | 02/24/26 | (22274) |
|  USD | 626584 | EUR | 536000 | Citibank N.A. | 03/09/26 | (5190) |
|  USD | 5083400 | EUR | 4300000 | Morgan Stanley Capital Services LLC | 03/18/26 | 13001 |
|  USD | 643189 | EUR | 550000 | Morgan Stanley Capital Services LLC | 03/18/26 | (5351) |
|  USD | 28877077 | GBP | 21686000 | State Street Bank and Trust Company | 01/23/26 | (353935) |
|  USD | 188859 | GBP | 142000 | Citibank N.A. | 01/28/26 | (2545) |
|  USD | 1332180 | GBP | 1000000 | Citibank N.A. | 03/10/26 | (15564) |
|  USD | 67444 | GBP | 50000 | Morgan Stanley Capital Services LLC | 03/18/26 | 58 |
|  USD | 267577 | GBP | 200000 | Morgan Stanley Capital Services LLC | 03/18/26 | (1965) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency<br>Purchased** | **Amount in<br>Currency<br>Purchased** | **Currency<br>Sold** | **Amount in<br>Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  USD | 1244773 | HUF | 412500000 | Morgan Stanley Capital Services LLC | 03/18/26 | $(10519) |
|  USD | 430101 | ILS | 1400000 | State Street Bank and Trust Company | 01/30/26 | (9483) |
|  USD | 251547 | ILS | 800000 | Morgan Stanley Capital Services LLC | 03/18/26 | 267 |
|  USD | 562512 | ILS | 1800000 | Morgan Stanley Capital Services LLC | 03/18/26 | (2869) |
|  USD | 550000 | INR | 49509399 | Morgan Stanley Capital Services LLC | 01/21/26 | 182 |
|  USD | 750000 | INR | 67982445 | Morgan Stanley Capital Services LLC | 01/21/26 | (4967) |
|  USD | 200917 | INR | 17900000 | State Street Bank and Trust Company | 01/30/26 | 2289 |
|  USD | 6621979 | JPY | 1028350000 | Morgan Stanley Capital Services LLC | 03/18/26 | 16159 |
|  USD | 700000 | KRW | 1026126000 | Morgan Stanley Capital Services LLC | 01/21/26 | (11013) |
|  USD | 5800330 | KRW | 8264600000 | State Street Bank and Trust Company | 01/30/26 | 72063 |
|  USD | 261891 | KRW | 384400000 | State Street Bank and Trust Company | 01/30/26 | (4540) |
|  USD | 1619735 | MXN | 29450000 | Morgan Stanley Capital Services LLC | 03/18/26 | (4125) |
|  USD | 617282 | NOK | 6300000 | State Street Bank and Trust Company | 01/30/26 | (7781) |
|  USD | 605260 | NOK | 6050000 | Morgan Stanley Capital Services LLC | 03/18/26 | 5204 |
|  USD | 271719 | NOK | 2750000 | Morgan Stanley Capital Services LLC | 03/18/26 | (1034) |
|  USD | 5983734 | NZD | 10300000 | Morgan Stanley Capital Services LLC | 03/18/26 | 37462 |
|  USD | 1182006 | NZD | 2050000 | Morgan Stanley Capital Services LLC | 03/18/26 | (1476) |
|  USD | 250898 | PLN | 900000 | State Street Bank and Trust Company | 01/30/26 | 242 |
|  USD | 298048 | PLN | 1100000 | State Street Bank and Trust Company | 01/30/26 | (8308) |
|  USD | 13268831 | PLN | 47600000 | Morgan Stanley Capital Services LLC | 03/18/26 | 14979 |
|  USD | 12944876 | PLN | 46600000 | Morgan Stanley Capital Services LLC | 03/18/26 | (30532) |
|  USD | 4753541 | SEK | 44409723 | State Street Bank and Trust Company | 01/30/26 | (76585) |
|  USD | 5956402 | SEK | 54500000 | Morgan Stanley Capital Services LLC | 03/18/26 | 14223 |
|  USD | 2282057 | SEK | 21000000 | Morgan Stanley Capital Services LLC | 03/18/26 | (7590) |
|  USD | 1271021 | ZAR | 22100000 | State Street Bank and Trust Company | 01/30/26 | (61191) |
|  USD | 20845677 | ZAR | 350100000 | Morgan Stanley Capital Services LLC | 03/18/26 | (188410) |
|  ZAR | 123300000 | USD | 7356183 | Morgan Stanley Capital Services LLC | 03/18/26 | 51708 |
|  Total Forward Foreign Currency Exchange Contacts Outstanding | Total Forward Foreign Currency Exchange Contacts Outstanding | Total Forward Foreign Currency Exchange Contacts Outstanding | Total Forward Foreign Currency Exchange Contacts Outstanding | Total Forward Foreign Currency Exchange Contacts Outstanding | Total Forward Foreign Currency Exchange Contacts Outstanding | $(209899) |

---

**Centrally Cleared Credit Default Swaps on Single-Name Issuer (Buy Protection) — Outstanding at December 31, 2025** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Obligation** | **Financing<br> Fee**  | **Maturity**<br> **Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  China Government International Bonds | 1.00 3M | 6/20/30 | Morgan Stanley<br> Capital<br> Services LLC | 15,200,000 USD | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(375006) | $(359114) | $(15892) |
|  China Government International Bonds | 1.00 3M | 6/20/30 | Morgan Stanley<br> Capital<br> Services LLC | 8,900,000 USD | (219576) | (210271) | (9305) |
|  China Government International Bonds | 1.00 3M | 6/20/30 | Morgan Stanley<br> Capital<br> Services LLC | 3,000,000 USD | (74015) | (72443) | (1572) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Obligation** | **Financing<br>Fee** | **Payment<br>Frequency** | **Maturity**<br> **Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid**<br> **(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  China Government International Bonds | 1.00 | 3M | 6/20/30 | Morgan Stanley<br> Capital<br> Services LLC | 1,800,000 USD | $(44409) | $(43466) | $(943) |
|  Total Centrally Cleared Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Single-Name Issuer (Buy Protection) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(713006) | $(685294) | $(27712) |

---

**Centrally Cleared Credit Default Swaps on Index (Buy Protection) — Outstanding at December 31, 2025** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Obligation** | **Financing<br>Fee** | **Maturity**<br> **Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid**<br> **(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  CDX.NA.HY.45 | 5.00% 3M | 12/20/2030 | Bank of America<br> Securities, Inc. | 500,000 USD | $(38846) | $(38705) | $(141) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 7,600,000 USD | 79733 | 160360 | (80627) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 7,800,000 USD | 81831 | 164580 | (82749) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 18,800,000 USD | 197233 | 394800 | (197567) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 19,600,000 USD | 205626 | 411600 | (205974) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 19,600,000 USD | 205626 | 413560 | (207934) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 18,800,000 USD | 197233 | 396680 | (199447) |
|  iTraxx Asia Ex-Japan IG Series 44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 10,800,000 USD | (175014) | (175907) | 893 |
|  CDX.NA.HY.45 | 5.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 15,900,000 USD | (1235317) | (1184550) | (50767) |
|  CDX.NA.HY.45 | 5.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 27,400,000 USD | (2128785) | (2041300) | (87485) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 9,000,000 USD | 94420 | 225000 | (130580) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 11,000,000 USD | 115402 | 271150 | (155748) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 9,000,000 USD | 94420 | 225000 | (130580) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation** | **Financing<br> Fee**  | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid (Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 10,000,000 USD | $104911 | $246500 | $(141589) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 12,000,000 USD | 125894 | 296400 | (170506) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 12,000,000 USD | 125894 | 296400 | (170506) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 19,000,000 USD | 199331 | 453150 | (253819) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 18,000,000 USD | 188840 | 429300 | (240460) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 15,000,000 USD | 157367 | 354000 | (196633) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 16,000,000 USD | 167858 | 377600 | (209742) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 12,000,000 USD | 125893 | 283799 | (157906) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 12,000,000 USD | 125893 | 283800 | (157907) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 27,100,000 USD | 284309 | 585360 | (301051) |
|  CDX.EM.44 | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 27,500,000 USD | 288506 | 610500 | (321994) |
|  iTraxx Europe Xover Series 44 | 5.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 27,000,000 EUR | (3555695) | (3313560) | (242135) |
|  Total Centrally Cleared Credit Default Swaps on Index (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Index (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Index (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Index (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Index (Buy Protection) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3967437) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125517 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4092954) |

---

**Centrally Cleared Credit Default Swaps on Index (Sell Protection) — Outstanding at December 31, 2025** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br>Obligation** | **Financing<br> Fee**  | **Maturity<br>Date** | **Counterparty** | **Rating<sup>1</sup>** | **Notional<br>Amount2** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Itraxx Europe Main Series 44 | 1.00% 3M | 12/20/2030 | Bank of America<br> Securities, Inc. | NR | 42,300,000 EUR | $1161826 | $2328030 | $(1166204) |
|  CDX.EM.44 V1 | 1.00% 3M | 12/20/2030 | Bank of America<br> Securities, Inc. | NR | 17,000,000 USD | (178349) | (192716) | 14367 |
|  Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983477 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135314 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1151837) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

**OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) — Outstanding at December 31, 2025** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation** | **Financing<br> Fee**  | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Qatar Government International Bonds | 1.00% 3M | 06/20/2029 | Goldman Sachs<br> International | 13,000,000 USD | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(358889) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333748) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25141) |
|  Qatar Government International Bonds | 1.00% 3M | 06/20/2029 | Goldman Sachs<br> International | 7,000,000 USD | (193248) | (179711) | (13537) |
|  China Government International Bonds | 1.00% 3M | 12/20/2027 | Citibank N.A. | 23,700,000 USD | (316006) | (411703) | 95697 |
|  China Government International Bonds | 1.00% 3M | 12/20/2027 | Citibank N.A. | 13,800,000 USD | (184004) | (239726) | 55722 |
|  Industrial & Commercial Bank of China Ltd. | 1.00% 3M | 12/20/2027 | Goldman Sachs<br> International | 2,200,000 USD | (33319) | (37174) | 3855 |
|  Industrial & Commercial Bank of China Ltd. | 1.00% 3M | 12/20/2027 | Goldman Sachs<br> International | 3,800,000 USD | (57552) | (64210) | 6658 |
|  China Construction Bank Corp. | 1.00% 3M | 12/20/2027 | Barclays Bank<br> PLC | 6,700,000 USD | (102221) | (115160) | 12939 |
|  China Construction Bank Corp. | 1.00% 3M | 12/20/2027 | Barclays Bank<br> PLC | 11,400,000 USD | (173929) | (195944) | 22015 |
|  China Development Bank | 1.00% 3M | 12/20/2027 | Morgan Stanley<br> Capital<br> Services LLC | 3,600,000 USD | (52229) | (60307) | 8078 |
|  China Development Bank | 1.00% 3M | 12/20/2027 | Morgan Stanley<br> Capital<br> Services LLC | 2,200,000 USD | (31918) | (36855) | 4937 |
|  Bank of China Ltd. | 1.00% 3M | 12/20/2027 | Goldman Sachs<br> International | 8,500,000 USD | (123179) | (143460) | 20281 |
|  Bank of China Ltd. | 1.00% 3M | 12/20/2027 | Goldman Sachs<br> International | 4,800,000 USD | (69560) | (81013) | 11453 |
|  Turkiye Government International Bonds | 1.00% 3M | 06/20/2027 | Goldman Sachs<br> International | 1,900,000 USD | (6109) | 82827 | (88936) |
|  Turkiye Government International Bonds | 1.00% 3M | 06/20/2027 | Goldman Sachs<br> International | 1,100,000 USD | (3537) | 47503 | (51040) |
|  Turkiye Government International Bonds | 1.00% 3M | 12/20/2026 | Goldman Sachs<br> International | 4,800,000 USD | (24130) | 26878 | (51008) |
|  Turkiye Government International Bonds | 1.00% 3M | 12/20/2026 | Goldman Sachs<br> International | 8,300,000 USD | (41725) | 46476 | (88201) |
|  Turkiye Government International Bonds | 1.00% 3M | 06/20/2027 | Goldman Sachs<br> International | 3,300,000 USD | (10610) | 82887 | (93497) |
|  Turkiye Government International Bonds | 1.00% 3M | 12/20/2026 | Goldman Sachs<br> International | 4,800,000 USD | (24130) | 29986 | (54116) |
|  Turkiye Government International Bonds | 1.00% 3M | 12/20/2026 | Goldman Sachs<br> International | 8,200,000 USD | (41223) | 51225 | (92448) |
|  Turkiye Government International Bonds | 1.00% 3M | 06/20/2027 | Goldman Sachs<br> International | 2,000,000 USD | (6430) | 48248 | (54678) |
|  Turkiye Government International Bonds | 1.00% 3M | 12/20/2026 | Goldman Sachs<br> International | 3,400,000 USD | (17092) | 29855 | (46947) |
|  Turkiye Government International Bonds | 1.00% 3M | 12/20/2026 | Goldman Sachs<br> International | 5,800,000 USD | (29158) | 50928 | (80086) |
|  Republic of Peru | 1.00% 3M | 06/20/2030 | JP Morgan Chase<br>& Co. | 4,215,000 USD | (64039) | (15734) | (48305) |
|  Republic of Peru | 1.00% 3M | 06/20/2030 | JP Morgan Chase<br> Bank N.A. | 7,206,000 USD | (109481) | (26898) | (82583) |
|  Mexico Government International Bonds | 1.00% 3M | 06/20/2030 | Goldman Sachs<br> International | 11,800,000 USD | (93091) | 179194 | (272285) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation** | **Financing<br> Fee**  | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Saudi Government International Bonds | 1.00% 3M | 06/20/2035 | Goldman Sachs<br> International | 19,900,000 USD | $46953 | $509698 | $(462745) |
|  Saudi Government International Bonds | 1.00% 3M | 06/20/2035 | Goldman Sachs<br> International | 11,600,000 USD | 27370 | 297111 | (269741) |
|  Mexico Government International Bonds | 1.00% 3M | 06/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 6,900,000 USD | (54435) | 123654 | (178089) |
|  Saudi Government International Bonds | 1.00% 3M | 06/20/2035 | Goldman Sachs<br> International | 10,200,000 USD | 24066 | 177102 | (153036) |
|  Saudi Government International Bonds | 1.00% 3M | 06/20/2035 | Goldman Sachs<br> International | 17,500,000 USD | 41291 | 303852 | (262561) |
|  Mexico Government International Bonds | 1.00% 3M | 06/20/2030 | Citibank N.A. | 4,900,000 USD | (38657) | 95668 | (134325) |
|  Mexico Government International Bonds | 1.00% 3M | 06/20/2030 | Citibank N.A. | 2,800,000 USD | (22089) | 54668 | (76757) |
|  Mexico Government International Bonds | 1.00% 3M | 06/20/2030 | JP Morgan Chase<br> & Co. | 2,400,000 USD | (18934) | 46591 | (65525) |
|  Mexico Government International Bonds | 1.00% 3M | 06/20/2030 | JP Morgan Chase<br> Bank N.A. | 4,000,000 USD | (31556) | 77652 | (109208) |
|  Republic of South Africa | 1.00% 3M | 06/20/2030 | Goldman Sachs<br> International | 10,100,000 USD | 87744 | 478176 | (390432) |
|  Republic of South Africa | 1.00% 3M | 06/20/2030 | Goldman Sachs<br> International | 5,900,000 USD | 51257 | 279331 | (228074) |
|  Mexico Government International Bonds | 1.00% 3M | 06/20/2030 | Barclays Bank<br> PLC | 2,800,000 USD | (22089) | 8113 | (30202) |
|  Mexico Government International Bonds | 1.00% 3M | 06/20/2030 | Barclays Bank<br> PLC | 1,700,000 USD | (13411) | 4926 | (18337) |
|  Total OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2089299) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190906 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3280205) |

---

**OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) — Outstanding at December 31, 2025** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Obligation** | **Financing<br> Fee**  | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Oracle Corp. | 1.00% 3M | 12/20/2030 | Morgan Stanley<br> Capital<br> Services LLC | 2,000,000 USD | $(38582) | $(11918) | $(26664) |
|  Oracle Corp. | 1.00% 3M | 12/20/2030 | Citibank N.A. | 4,000,000 USD | (77165) | (18991) | (58174) |
|  Oracle Corp. | 1.00% 3M | 12/20/2030 | Bank Of America<br> Merrill Lynch | 4,000,000 USD | (77164) | (19876) | (57288) |
|  Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) | $(192911) | $(50785) | $(142126) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

**OTC Credit Default Swaps on Index (Sell Protection) — Outstanding at December 31, 2025** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br>Obligation** | **Financing<br>Fee** | **Maturity<br>Date** | **Counterparty** | **Rating<sup>1</sup>** | **Notional<br>Amount<sup>2</sup>** | **Market<br>Value** | **Upfront<br>Premium<br>Paid(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  CMBX.NA.A.8 | 2.00% M | 10/17/2057 | Goldman Sachs<br>International | A | 432,000 USD | $(13014) | $(3376) | $(9638) |
|  CMBX.NA.BBB-.10 | 3.00% M | 11/17/2059 | Goldman Sachs<br>International | BBB | 5,052,000 USD | (1107927) | (207050) | (900877) |
|  Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1120941) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210426) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(910515) |

---

1 Using the higher of S&P's or Moody's rating. NR represents a security that is not rated.

---

| | |
|:---|:---|
| 2 | The maximum potential amount the Fund could be required to pay as a seller of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.  |

---

**OTC Total Return Swaps Outstanding at December 31, 2025** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Payment<br>Frequency** | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Buys** |  |  |  |  |  |  |
|  3M Co. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 991,462 USD | $(2685) |
|  Abbott Laboratories | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,309,968 USD | 942 |
|  AbbVie, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 508,175 USD | 673 |
|  Academy Sports & Outdoors, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 257,546 USD | (3199) |
|  ACI Worldwide, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 414,697 USD | (2909) |
|  ACM Research, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 470,621 USD | (15684) |
|  ADMA Biologics, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,010 USD | (7) |
|  Adtalem Global Education, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,145,841 USD | (1566) |
|  Advance Auto Parts, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 647,585 USD | (7309) |
|  Advanced Energy Industries, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 89,601 USD | (2503) |
|  Advanced Micro Devices, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 247,960 USD | (1247) |
|  AerCap Holdings NV | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 349,195 USD | (4602) |
|  Agilent Technologies, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 452,297 USD | (4899) |
|  Agilysys, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 161,938 USD | (1861) |
|  Agree Realty Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 251,484 USD | (2692) |
|  Air Products & Chemicals, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 512,125 USD | 4147 |
|  Alarm.com Holdings, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 26,140 USD | (630) |
|  Algonquin Power & Utilities Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 283,662 USD | (1377) |
|  Allegro.eu S.A. | 01/21/26 | M | 3.46% | Morgan Stanley Capital Services LLC | 3,215,722 PLN | 1736 |
|  Allied Gold Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,461,682 USD | (100459) |
|  Ally Financial, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 238,475 USD | (1608) |
|  Alnylam Pharmaceuticals, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 436,531 USD | (7069) |
|  Alphabet, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 4,721,646 USD | 32824 |
|  Alphatec Holdings, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,983,485 USD | 26951 |
|  Altria Group, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,367,204 USD | (2738) |
|  Amazon.com, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 5,100,113 USD | (35922) |
|  Amcor PLC | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 452,338 USD | (3287) |
|  Amentum Holdings, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,538,917 USD | (31439) |
|  Ameren Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 656,237 USD | 1241 |
|  American Tower Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 768,170 USD | 6270 |
|  American Water Works Co., Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 943,727 USD | (7651) |
|  Ameris Bancorp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,060,112 USD | (30804) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Amneal Pharmaceuticals, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 47,254 USD | $(1138) |
|  Amphenol Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 85,917 USD | (643) |
|  Antero Resources Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 663,961 USD | 16589 |
|  API Group Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 403,400 USD | (12268) |
|  Apollo Global Management, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 547,063 USD | (10727) |
|  Apple, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 3,797,207 USD | (17266) |
|  Applied Digital Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,612,735 USD | (134400) |
|  Applied Materials, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 371,420 USD | (2897) |
|  AppLovin Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,546,429 USD | (126016) |
|  AptarGroup, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 280,096 USD | (1905) |
|  Aramark | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 501,082 USD | (12503) |
|  ArcelorMittal SA | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 786,048 USD | 8237 |
|  ARES Capital Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 437,123 USD | 2009 |
|  Argenx SE | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,556 USD | (33) |
|  Aris Mining Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,010,429 USD | (24456) |
|  ARM Holdings PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 851,414 USD | (22297) |
|  Armstrong World Industries, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 323,205 USD | 3194 |
|  Arthur J Gallagher & Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 734,087 USD | (1711) |
|  Ascendis Pharma A/S | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 482,598 USD | 8921 |
|  ASML Holding NV | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 804,225 USD | 5659 |
|  Associated Banc-Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 493,173 USD | (13007) |
|  Assurant, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 397,650 USD | (2415) |
|  Atkore, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 128,462 USD | (1140) |
|  Atlanta Braves Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 640,485 USD | (2737) |
|  Atlantic Union Bankshares Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 964,463 USD | (19094) |
|  Atmos Energy Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 203,287 USD | (1293) |
|  Atmus Filtration Technologies, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 875,715 USD | (20290) |
|  Automatic Data Processing, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 214,492 USD | (2020) |
|  Avient Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 960,774 USD | (4705) |
|  Axon Enterprise, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 180,210 USD | (1312) |
|  Axsome Therapeutics, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 107,241 USD | 19511 |
|  AZZ, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 701,075 USD | (12550) |
|  Baidu, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,057,709 USD | 43624 |
|  Banco BBVA Argentina SA | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 93,384 USD | (288) |
|  Bancorp, Inc. (The) | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 414,876 USD | (9959) |
|  Barrick Mining Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 999,395 USD | (39248) |
|  Bath & Body Works, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,623,959 USD | 57439 |
|  Baxter International, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,200,980 USD | 7402 |
|  Becton Dickinson & Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 189,418 USD | (2528) |
|  BellRing Brands, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 24,954 USD | 39 |
|  BeOne Medicines Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 965,275 USD | (21945) |
|  Best Buy Co., Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 249,601 USD | (3433) |
|  BGC Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 358,755 USD | (4618) |
|  BigBear.ai Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 230,866 USD | (5546) |
|  Bill Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,101,917 USD | (17171) |
|  Biogen, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 284,237 USD | 2099 |
|  Bitdeer Technologies Group | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 411,745 USD | (159) |
|  BKV Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 113,062 USD | (1367) |
|  Bloom Energy Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 402,438 USD | (23424) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Blue Owl Capital Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 770,342 USD | $(16338) |
|  Blue Owl Capital, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 35,880 USD | (218) |
|  Boise Cascade Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 167,885 USD | (1329) |
|  Boot Barn Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 186,534 USD | (12005) |
|  Booz Allen Hamilton Holding Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 300,790 USD | (3843) |
|  BorgWarner, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 151,736 USD | (1236) |
|  Boston Scientific Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,028,145 USD | (11237) |
|  BP PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,708,680 USD | 22298 |
|  BP PLC | 01/21/26 M | 4.23% | Morgan Stanley Capital Services LLC | 205,828 GBP | 3247 |
|  Braze, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 178,441 USD | (2430) |
|  Bridgebio Pharma, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 78,800 USD | 1208 |
|  Brightstar Lottery PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,052,207 USD | (7028) |
|  British American Tobacco PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,940,390 USD | (3250) |
|  Broadcom, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,377,556 USD | (7692) |
|  Brookfield Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 663,785 USD | (4713) |
|  Brunswick Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 799,851 USD | (22558) |
|  Bullish | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 57,323 USD | (2071) |
|  Bunge Global SA | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 502,848 USD | (3911) |
|  BWX Technologies, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 660,614 USD | (14366) |
|  CAE, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 287,283 USD | (7541) |
|  California Resources Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 416,751 USD | 10587 |
|  Calix, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 385,614 USD | (17750) |
|  Cameco Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 624,219 USD | (1355) |
|  Campbell's Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 80,337 USD | (629) |
|  Canadian National Railway Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 771,894 USD | 1508 |
|  Canadian Natural Resources Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 205,538 USD | 8699 |
|  Canadian Pacific Kansas City Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,002,423 USD | (10921) |
|  Capital One Financial Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 3,369,738 USD | (46982) |
|  CareTrust REIT, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 125,657 USD | (1375) |
|  Caris Life Sciences, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | 584,263 USD | (24455) |
|  CarMax, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 247,041 USD | (3996) |
|  Carpenter Technology Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,474,301 USD | (49020) |
|  CCC Intelligent Solutions Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 740,529 USD | (9304) |
|  Celcuity, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 830,227 USD | (9068) |
|  Celestica, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 850,454 USD | (25702) |
|  Cemex SAB de CV | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 968,177 USD | (21011) |
|  Cencora, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 208,778 USD | (1400) |
|  Cenovus Energy, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 350,785 USD | 3469 |
|  Century Aluminum Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 125,509 USD | (1857) |
|  CF Industries Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 194,349 USD | (226) |
|  CH Robinson Worldwide, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 134,137 USD | (3439) |
|  Chagee Holdings Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 690,184 USD | (5072) |
|  Charter Communications, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 133,714 USD | (532) |
|  Cheniere Energy, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 9,959,347 USD | 264012 |
|  Chevron Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,138,432 USD | 18208 |
|  Chipotle Mexican Grill, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 443,863 USD | (2120) |
|  Chord Energy Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 308,746 USD | 3653 |
|  Ciena Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 706,592 USD | (9426) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Citigroup, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 840,630 USD | $(9213) |
|  Citizens Financial Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 419,269 USD | (3799) |
|  Clear Secure, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 224,286 USD | (1808) |
|  Cleveland-Cliffs, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 267,509 USD | (3250) |
|  Clorox Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 289,309 USD | 1081 |
|  Cloudflare, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 343,906 USD | (8357) |
|  CME Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 765,780 USD | (336) |
|  Coca-Cola Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 244,120 USD | (1043) |
|  Coherent Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 452,040 USD | (8149) |
|  Colgate-Palmolive Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 675,499 USD | (2565) |
|  Columbia Banking System, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 116,051 USD | (4279) |
|  Commercial Metals Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 170,788 USD | (1822) |
|  CommScope Holding Co., Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 228,287 USD | (2097) |
|  Compass, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 28,846 USD | (148) |
|  CompoSecure, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 24,299 USD | 52 |
|  Conagra Brands, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 31,482 USD | 91 |
|  Concentra Group Holdings Parent, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 441,638 USD | (1849) |
|  Concentrix Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 79,184 USD | (473) |
|  Copart, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 594,685 USD | (4499) |
|  Core Scientific, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 130,457 USD | (10162) |
|  Corning, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,502,691 USD | (16973) |
|  Corteva, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,241,160 USD | (2110) |
|  Coupang, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,168,981 USD | (30359) |
|  CRH PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 411,351 USD | (4628) |
|  Crown Castle, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 379,069 USD | 4049 |
|  CSX Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 262,268 USD | (1776) |
|  Cummins, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 304,888 USD | (4233) |
|  Customers Bancorp, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 393,346 USD | (11294) |
|  CVS Health Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,169,104 USD | 8614 |
|  Cytokinetics, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 239,885 USD | (5804) |
|  Danaher Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,748,592 USD | 2647 |
|  Datadog, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 394,245 USD | (4362) |
|  Dave, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 938,315 USD | 14634 |
|  Deere & Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 685,839 USD | (6573) |
|  Delta Air Lines, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 67,377 USD | 10 |
|  Dexcom, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,373,292 USD | (19941) |
|  Dick's Sporting Goods, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 172,255 USD | (1209) |
|  Diebold Nixdorf, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 50,969 USD | (120) |
|  Digital Garage, Inc. | 01/21/26 M | 1.23% | Morgan Stanley Capital Services LLC | 230,796,984 JPY | (15095) |
|  Digital Realty Trust, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 6,256 USD | (67) |
|  Dlocal Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 553,877 USD | (8186) |
|  DNOW, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 174,222 USD | (3018) |
|  Docusign, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 366,286 USD | (3766) |
|  Dollar Tree, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 101,667 USD | 432 |
|  Dow, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 289,260 USD | (494) |
|  Driven Brands Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,505,924 USD | (25851) |
|  DT Midstream, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 323,780 USD | 433 |
|  DT Midstream, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,152,914 USD | 2882 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Duke Energy Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 744,723 USD | $(3370) |
|  D-Wave Quantum, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 31,063 USD | (5829) |
|  Dycom Industries, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 59,703 USD | (1584) |
|  Eastman Chemical Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 946,772 USD | 4040 |
|  Eaton Corp. PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 124,817 USD | (917) |
|  eBay, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 261,048 USD | 3039 |
|  EchoStar Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,276,074 USD | (2110) |
|  Ecolab, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 85,294 USD | (1550) |
|  Edison International | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 754,732 USD | (6043) |
|  Edwards Lifesciences Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 37,294 USD | (552) |
|  Element Solutions, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 243,399 USD | (6144) |
|  Elevance Health, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 470,273 USD | 8578 |
|  Enbridge, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 8,717,451 USD | 186151 |
|  Energy Transfer LP | 01/21/26 M | 4.52% | Morgan Stanley Capital Services LLC | 3,927,306 USD | 45778 |
|  Energy Transfer LP | 01/21/26 M | 5.24% | Morgan Stanley Capital Services LLC | 1,263,981 USD | 8388 |
|  EnerSys | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 398,784 USD | (4467) |
|  Enova International, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,243,489 USD | (53327) |
|  Enpro, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 764,124 USD | (16382) |
|  Entergy Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,341,102 USD | 1722 |
|  Enterprise Products Partners LP | 01/21/26 M | 4.44% | Morgan Stanley Capital Services LLC | 10,135,886 USD | 6327 |
|  Equifax, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 542,507 USD | (8954) |
|  Equitable Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 305,760 USD | (3040) |
|  ERO Copper Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 125,564 USD | 6833 |
|  Establishment Labs Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 235,848 USD | (10212) |
|  Etoro Group Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 529,895 USD | (8391) |
|  Evergy, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 165,503 USD | 137 |
|  Everus Construction Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 120,973 USD | (5981) |
|  Expedia Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 103,203 USD | (645) |
|  Extra Space Storage, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 842,694 USD | (6812) |
|  Fair Isaac & Co., Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 756,663 USD | (22934) |
|  Ferguson Enterprises, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,554,200 USD | (46773) |
|  First Horizon Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,209,855 USD | (9908) |
|  First Interstate BancSystem, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 740,883 USD | (23521) |
|  First Solar, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,677,489 USD | (192930) |
|  Floor & Decor Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 41,340 USD | (1761) |
|  Flowers Foods, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 279,343 USD | (1240) |
|  Flowserve Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 755,324 USD | (20729) |
|  Fluor Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 562,204 USD | (12576) |
|  Ford Motor Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 888,807 USD | (21286) |
|  Fortinet, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 110,350 USD | (1320) |
|  Fortune Brands Innovations, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 4,512 USD | (61) |
|  Four Corners Property Trust, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 340,434 USD | (5995) |
|  Fox Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,306,138 USD | (10169) |
|  Franklin Resources, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 295,649 USD | (3809) |
|  Freeport-McMoRan, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 406,897 USD | (3269) |
|  Gaming and Leisure Properties, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 741,252 USD | (5252) |
|  Gartner, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 493,907 USD | 3589 |
|  GATX Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 286,305 USD | (3921) |
|  GDS Holdings Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 457,568 USD | (1076) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  GE HealthCare Technologies, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 545,526 USD | $(12478) |
|  General Electric Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 3,359,149 USD | (58916) |
|  General Mills, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 61,146 USD | (1161) |
|  General Motors Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,459,610 USD | (43593) |
|  Genpact Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 400,043 USD | (7559) |
|  Genworth Financial, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 312,286 USD | (3216) |
|  Gildan Activewear, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 745,616 USD | (8026) |
|  Gitlab, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,092,094 USD | (40779) |
|  Global-e Online Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 745,953 USD | (4881) |
|  Goldman Sachs Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,016,430 USD | (13490) |
|  Golub Capital BDC, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 615,580 USD | 2534 |
|  Grab Holdings Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 333,062 USD | (11861) |
|  Graham Holdings Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 740,125 USD | (6260) |
|  GRAIL, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 946,754 USD | (12453) |
|  Grand Canyon Education, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,021,096 USD | (7270) |
|  Granite Construction, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 776,092 USD | (12128) |
|  Graphic Packaging Holding Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 62,463 USD | (867) |
|  GS Equity Index Swap - CSIN0852 | 01/21/26 M | 9.63% | Goldman Sachs International | 20,135,841 USD | 639744 |
|  GS Japan Regional Bank Index | 01/21/26 M | 1.08% | Goldman Sachs & Co. | 967,811,039 JPY | 83556 |
|  Guidewire Software, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 995,517 USD | (8960) |
|  GXO Logistics, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 807,400 USD | (12273) |
|  Haleon PLC | 01/21/26 M | 4.23% | Morgan Stanley Capital Services LLC | 6,375 GBP | 33 |
|  Hanover Insurance Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 117,035 USD | (1890) |
|  HCA Healthcare, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 320,980 USD | (3516) |
|  HealthEquity, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 87,266 USD | (878) |
|  Hesai Group | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 374,764 USD | (6844) |
|  HF Sinclair Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 84,457 USD | (960) |
|  Highwoods Properties, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 125,429 USD | 1425 |
|  Hormel Foods Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 631,925 USD | (10084) |
|  Hubbell, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 90,657 USD | (1391) |
|  Hudbay Minerals, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 400,035 USD | 2265 |
|  Huron Consulting Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 215,874 USD | (7345) |
|  IAMGOLD Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 687,874 USD | (35809) |
|  ICON PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 714,226 USD | 4815 |
|  IDACORP, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 17,842 USD | (124) |
|  Illumina, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 353,770 USD | (16557) |
|  Immunovant, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,196,437 USD | (28871) |
|  Impinj, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 215,032 USD | 6134 |
|  Indivior PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,208,967 USD | (5408) |
|  Ingredion, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 311,873 USD | (2814) |
|  Insight Enterprises, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 155,391 USD | 2090 |
|  Intercontinental Exchange, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 936,201 USD | 1871 |
|  InterDigital, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 621,952 USD | (19259) |
|  International Flavors &<br> Fragrances, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 396,689 USD | 3944 |
|  International Paper Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 366,694 USD | 933 |
|  International Seaways, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 118,389 USD | (510) |
|  Intuit, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,171,704 USD | (19756) |
|  Intuitive Surgical, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,627,182 USD | (32312) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  IonQ, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 291,108 USD | $(3043) |
|  IREN Energy Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 123,423 USD | (1992) |
|  Itron, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 13,861 USD | (211) |
|  James Hardie Industries PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 477,258 USD | (3369) |
|  JD.com, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 651,268 USD | (7843) |
|  Johnson & Johnson | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 39,183 USD | (70) |
|  Jones Lang LaSalle, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 725,773 USD | (7746) |
|  JPMorgan Chase & Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,835,416 USD | (5207) |
|  Kaspi.KZ JSC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,080,663 USD | (10125) |
|  KBR, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 564,734 USD | (3140) |
|  KE Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 271,435 USD | (5753) |
|  Kemper Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 357,854 USD | (2967) |
|  Keurig Dr. Pepper, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 975,180 USD | (6706) |
|  KeyCorp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 504,432 USD | (2529) |
|  Kimberly-Clark Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 105,233 USD | (711) |
|  Kinder Morgan, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 958,464 USD | 18036 |
|  Kinder Morgan, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 3,795,766 USD | 84695 |
|  Kiniksa Pharmaceuticals<br> International PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 13,254 USD | 111 |
|  Kirby Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 100,255 USD | (983) |
|  KLA Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 179,746 USD | (4775) |
|  Klaviyo, Inc. | 01/21/26 M | 3.64% | Citibank N.A. | 101,077 USD | (2401) |
|  Knight-Swift Transportation Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 282,682 USD | (1677) |
|  Kontoor Brands, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 347,824 USD | (5659) |
|  Kraft Heinz Co., (The) | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 184,292 USD | (1593) |
|  KraneShares CSI China Internet ETF | 01/21/26 M | 4.39% | Morgan Stanley Capital Services LLC | 8,992,064 USD | (183670) |
|  Kulicke & Soffa Industries, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 587,901 USD | (9198) |
|  Lamar Advertising Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 231,413 USD | (1670) |
|  Lamb Weston Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 466,274 USD | (1631) |
|  Landbridge Co. LLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 152,771 USD | (12905) |
|  Landbridge Co. LLC | 01/21/26 M | 3.94% | Citibank N.A. | 59,868 USD | (1472) |
|  Laureate Education, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 259,363 USD | (2191) |
|  LCI Industries | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 376,101 USD | (5408) |
|  Legend Biotech Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 392,212 USD | (5196) |
|  Leidos Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 133,033 USD | (2603) |
|  Liberty Broadband Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,724,845 USD | 17610 |
|  Liberty Global Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 97,405 USD | (810) |
|  Liberty Media Corp.,-Liberty Formula One | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 799,764 USD | 7230 |
|  Life360, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 81,809 USD | (1955) |
|  Ligand Pharmaceuticals, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 406,298 USD | (9251) |
|  Lineage, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,544,229 USD | (379) |
|  Liquidia Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 207,532 USD | 891 |
|  Littelfuse, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 363,767 USD | (5127) |
|  L'Oreal SA | 01/21/26 M | 2.43% | Morgan Stanley Capital Services LLC | 223,510 EUR | (787) |
|  Louisiana-Pacific Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 666,819 USD | (13309) |
|  LPL Financial Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 430,289 USD | (3114) |
|  Lumen Technologies, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 335,893 USD | (1643) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Lumentum Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,076,584 USD | $(41583) |
|  LVMH Moet Hennessy Louis Vuitton SE | 01/21/26 M | 2.43% | Morgan Stanley Capital Services LLC | 132,178 EUR | 2949 |
|  LyondellBasell Industries NV | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 374,350 USD | (2576) |
|  MACOM Technology Solutions Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 71,653 USD | (1599) |
|  Madison Square Garden Entertainment Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 30,087 USD | 92 |
|  Manhattan Associates, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 201,453 USD | (1626) |
|  MarketAxess Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,028,888 USD | (4101) |
|  MasTec, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,557,242 USD | (38478) |
|  Mastercard, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,809,332 USD | (24579) |
|  Materion Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 638,932 USD | (17456) |
|  Maximus, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 466,895 USD | (10263) |
|  McDonald's Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,025,185 USD | (34333) |
|  McGrath RentCorp | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 678,130 USD | (15602) |
|  McKesson Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,149,495 USD | (2730) |
|  MDU Resources Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 211,522 USD | 543 |
|  MediaTek, Inc. | 01/21/26 M | 4.09% | Morgan Stanley Capital Services LLC | 44,432 USD | 973 |
|  Medtronic PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 70,414 USD | (483) |
|  MercadoLibre, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 921,028 USD | 3517 |
|  Merck & Co., Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 492,645 USD | (4133) |
|  Mercury General Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 856,608 USD | (5553) |
|  Mercury Systems, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 286,870 USD | (2496) |
|  Meritage Homes Corp. | 01/21/26 M | 3.64% | Citibank N.A. | 360,990 USD | (11) |
|  Meta Platforms, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 4,393,561 USD | (18484) |
|  Methanex Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 432,022 USD | (10195) |
|  Mettler-Toledo International, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 72,033 USD | (929) |
|  MGE Energy, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 101,319 USD | 78 |
|  MGM Resorts International | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 943,556 USD | (26636) |
|  Miami International Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 667,017 USD | (25593) |
|  Microsoft Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 5,134,580 USD | (22717) |
|  Millrose Properties, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,414,539 USD | 15816 |
|  MINISO Group Holding Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,368,627 USD | (95696) |
|  Mirion Technologies, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 102,716 USD | (1682) |
|  MKS, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 5,505 USD | (72) |
|  Mobileye Global, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 21,645 USD | (358) |
|  Modine Manufacturing Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 3,563 USD | (92) |
|  Molina Healthcare, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 327,196 USD | 19710 |
|  Monday.com Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,051,203 USD | 6360 |
|  Moog, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 147,802 USD | (1672) |
|  Morningstar, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 68,861 USD | (191) |
|  Mosaic Co., (The) | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 264,874 USD | (1016) |
|  Motorola Solutions, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 424,316 USD | (748) |
|  MPLX LP | 01/21/26 M | 4.48% | Morgan Stanley Capital Services LLC | 9,124,255 USD | (66192) |
|  MS Alpha Swap | 01/21/26 M | 0.20% | Morgan Stanley Capital Services LLC | 151,726,708 USD | (2352171) |
|  MS Alpha Swap | 01/21/26 M | 0.30% | Morgan Stanley Capital Services LLC | 134,787,483 USD | 1072921 |
|  MS Alpha Swap | 01/21/26 M | 0.30% | Morgan Stanley Capital Services LLC | 100,152,900 USD | 1307421 |
|  MS Alpha Swap | 01/21/26 M | 0.75% | Morgan Stanley Capital Services LLC | 176,899,066 USD | 452914 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  MS Alpha Swap | 01/21/26 M | 4.29% | Morgan Stanley Capital Services LLC | 180,170,624 USD | $1473624 |
|  Nasdaq, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 192,150 USD | (998) |
|  National Fuel Gas Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 673,991 USD | (15258) |
|  National Health Investors, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 596,278 USD | (9299) |
|  National Storage Affiliates Trust | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 435,354 USD | (3741) |
|  Navitas Semiconductor Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 58,286 USD | (5607) |
|  NCR Atleos Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 686,337 USD | (10190) |
|  Nebius Group NV | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 397,918 USD | (30536) |
|  Nelnet, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 649,698 USD | (31035) |
|  Netflix, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,607,606 USD | 3610 |
|  Newmont Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 498,708 USD | (20127) |
|  News Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,136,751 USD | (8758) |
|  NextEra Energy, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,037,126 USD | 1376 |
|  NiSource, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 379,774 USD | 869 |
|  Noble Corp., PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 126,603 USD | (625) |
|  Northern Trust Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 594,035 USD | (10659) |
|  Norwegian Cruise Line Holdings Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 379,024 USD | (1860) |
|  NU Holdings Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 430,609 USD | (2986) |
|  Nucor Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 479,983 USD | (3865) |
|  Nuvalent, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 488,760 USD | 1818 |
|  NVIDIA Corp. | 01/21/26 M | 3.94% | Bank Of America Merrill Lynch | 241,369 USD | 3692 |
|  NVIDIA Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,291,228 USD | 29765 |
|  Ocular Therapeutix, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 401,009 USD | (23795) |
|  Oklo, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 112,009 USD | (11975) |
|  ON Semiconductor Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 236,567 USD | (473) |
|  OneMain Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 465,391 USD | (9226) |
|  ONEOK, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,103,824 USD | 1469 |
|  Option Care Health, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 308,057 USD | (2870) |
|  OR Royalties, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 608,734 USD | (19030) |
|  Oracle Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 283,287 USD | (4955) |
|  O'Reilly Automotive, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,041,786 USD | (5275) |
|  Ormat Technologies, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 463,433 USD | (6861) |
|  OSI Systems, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 683,565 USD | (48210) |
|  Outfront Media, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 497,704 USD | (4908) |
|  Ovintiv, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 432,893 USD | 3448 |
|  Pagseguro Digital Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 613,600 USD | (5055) |
|  Pampa Energia SA | 01/21/26 M | 3.64% | Citibank N.A. | 506,952 USD | 3220 |
|  Pan American Silver Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 222,161 USD | (7979) |
|  Parsons Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 350,659 USD | (2663) |
|  Paycom Software, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 461,387 USD | (3705) |
|  PayPal Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 724,247 USD | (9151) |
|  PDD Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 580,335 USD | 4077 |
|  PennyMac Financial Services, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 303,498 USD | (3562) |
|  PG&E Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,620,277 USD | 5428 |
|  Pilgrim's Pride Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 420,906 USD | (4805) |
|  Ping An Insurance Group Co. of China Ltd. | 01/21/26 M | 3.64% | Citibank N.A. | 488,726 USD | (1868) |
|  Pinterest, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 241,614 USD | (2132) |
|  Piper Sandler Cos. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 820,194 USD | (15421) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  PJT Partners, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 848,982 USD | $(19670) |
|  Plains All American Pipeline LP | 01/21/26 M | 5.24% | Morgan Stanley Capital Services LLC | 1,899,290 USD | 28608 |
|  Plains GP Holdings LP | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 399,801 USD | 6388 |
|  Planet Fitness, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,265,888 USD | (18374) |
|  Planet Labs PBC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 68,499 USD | (71) |
|  Plexus Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 268,811 USD | (4652) |
|  Polaris, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 815,726 USD | (16120) |
|  Pony AI, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 60,970 USD | (766) |
|  PPG Industries, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,026,398 USD | (9995) |
|  PPL Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 452,442 USD | (4221) |
|  Prestige Consumer Healthcare, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 116,021 USD | (1832) |
|  Primo Brands Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 167,551 USD | (1207) |
|  Primoris Services Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 73,732 USD | (242) |
|  Procter & Gamble Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,184,157 USD | (130) |
|  PulteGroup, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 151,952 USD | (1156) |
|  Pure Storage, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 594,882 USD | (7137) |
|  PVH Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 432,973 USD | (6659) |
|  Q2 Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 520,974 USD | (8855) |
|  Qfin Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 480,143 USD | (4443) |
|  Qiagen NV | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 621,519 USD | (6824) |
|  QXO, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 370,114 USD | (45000) |
|  Ralph Lauren Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 28,282 USD | (1054) |
|  Rambus, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 86,757 USD | (2585) |
|  RB Global, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 868,801 USD | (21770) |
|  RBC Bearings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 87,021 USD | (1371) |
|  Realty Income Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 666,512 USD | (6701) |
|  Regeneron Pharmaceuticals, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 500,491 USD | (4178) |
|  Reinsurance Group of America, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 226,687 USD | (3898) |
|  Repligen Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 201,014 USD | (2088) |
|  Repsol SA | 01/21/26 M | 2.43% | Morgan Stanley Capital Services LLC | 181,661 EUR | (110) |
|  Republic Services, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 693,468 USD | (6815) |
|  ResMed, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 842,233 USD | (15086) |
|  Restaurant Brands International, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 669,699 USD | (14281) |
|  Rexford Industrial Realty, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 679,471 USD | (22935) |
|  Rigetti Computing, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 50,140 USD | (2805) |
|  RLI Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 46,439 USD | (565) |
|  Roivant Sciences Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,587,775 USD | (66495) |
|  Roku, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 371,673 USD | (4434) |
|  Royal Gold, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 20,155 USD | (816) |
|  Rubrik, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 635,050 USD | (23286) |
|  Rush Street Interactive, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 473,325 USD | (5412) |
|  Ryder System, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 224,067 USD | (4351) |
|  S&P Global, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,793,757 USD | (3887) |
|  Samsara, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 553,805 USD | (8017) |
|  Samsung Electronics Co., Ltd. | 01/21/26 M | 4.09% | Morgan Stanley Capital Services LLC | 475,524 USD | 58377 |
|  Sanmina Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 117,757 USD | (1602) |
|  Sanofi SA | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,643,311 USD | 3941 |
|  SBA Communications Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 602,594 USD | 3423 |
|  Sea Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,297,880 USD | 11244 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  SEI Investments Co. | 01/21/26 M | 3.64% | Citibank N.A. | 574,587 USD | $(7911) |
|  Sempra | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 623,452 USD | (1361) |
|  ServiceNow, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 304,241 USD | (2150) |
|  ServiceTitan, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 477,939 USD | (12321) |
|  Shell PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,911,920 USD | 14359 |
|  Shell PLC | 01/21/26 M | 4.23% | Morgan Stanley Capital Services LLC | 320,218 GBP | 4619 |
|  Shopify, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 627,610 USD | (27997) |
|  Sibanye Stillwater Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 127,826 USD | (5248) |
|  Signet Jewelers Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 279,309 USD | (418) |
|  Sirius XM Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 17,067 USD | (191) |
|  SiteOne Landscape Supply, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 127,529 USD | (2471) |
|  Sixth Street Specialty Lending, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 344,239 USD | 2499 |
|  SK Hynix, Inc. | 01/21/26 M | 4.09% | Morgan Stanley Capital Services LLC | 691,190 USD | 107687 |
|  Skyward Specialty Insurance Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 70,332 USD | (1027) |
|  SLM Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 667,085 USD | (6740) |
|  Snap, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 340,600 USD | (458) |
|  Snowflake, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 512,141 USD | (9587) |
|  Solventum Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 348,370 USD | (6291) |
|  Somnigroup International, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 570,479 USD | (6676) |
|  Southern Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 527,641 USD | 1925 |
|  Sphere Entertainment Co. | 01/21/26 M | 3.64% | Citibank N.A. | 312,918 USD | (4763) |
|  Spire, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 159,084 USD | (135) |
|  Sportradar Group AG | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 157,609 USD | (2319) |
|  Spotify Technology S.A. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,302,098 USD | 5661 |
|  Sprinklr, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 723,689 USD | (5969) |
|  Sprouts Farmers Market, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 424,338 USD | (2724) |
|  SPS Commerce, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 178,492 USD | (3440) |
|  SSR Mining, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 3,514 USD | (6) |
|  Standex International Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 133,224 USD | (4377) |
|  Star Bulk Carriers Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 510,506 USD | 11317 |
|  State Street Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 130,991 USD | (1336) |
|  StepStone Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 130,137 USD | (962) |
|  STERIS PLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 131,647 USD | (831) |
|  StoneCo Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 103,100 USD | (1951) |
|  StoneX Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 499,746 USD | (8494) |
|  Stryker Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 963,059 USD | (9873) |
|  Suncor Energy, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 11,761 USD | (50) |
|  Sunococorp LLC | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,628,753 USD | (9855) |
|  Super Group SGHC Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,461,166 USD | (7137) |
|  Synchrony Financial | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,145,575 USD | (19521) |
|  Synopsys, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,051,785 USD | (44672) |
|  Synovus Financial Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 780,827 USD | (45542) |
|  Taiwan Semiconductor<br> Manufacturing Co., Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,258,007 USD | 66448 |
|  Taiwan Semiconductor<br> Manufacturing Co., Ltd. | 01/21/26 M | 4.09% | Morgan Stanley Capital Services LLC | 6,398,733 USD | 335811 |
|  TAL Education Group | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 192,585 USD | (2195) |
|  Talen Energy Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 238,297 USD | (2522) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Tapestry, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 551,175 USD | $(5341) |
|  Targa Resources Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 8,104,990 USD | 81644 |
|  Targa Resources Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 542,866 USD | 5468 |
|  Target Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 272,748 USD | 7306 |
|  TC Energy Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 896,551 USD | (1373) |
|  Teleflex, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 366,623 USD | (7215) |
|  Tempus AI, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 400,576 USD | (12913) |
|  Tenable Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 87,268 USD | (4066) |
|  Tenaris SA | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,142,453 USD | (12946) |
|  Terex Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 136,976 USD | (1177) |
|  Terns Pharmaceuticals, Inc. | 01/21/26 M | 3.64% | Citibank N.A. | (153199) USD | (38) |
|  Teva Pharmaceutical Industries Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 2,238,406 USD | (1898) |
|  Thermo Fisher Scientific, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 469,196 USD | 3056 |
|  TKO Group Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 406,032 USD | (11440) |
|  T-Mobile US, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 677,721 USD | 8554 |
|  Topgolf Callaway Brands Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 146,463 USD | (3529) |
|  Tractor Supply Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 352,332 USD | (8914) |
|  TransAlta Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 885,903 USD | 8238 |
|  TransDigm Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,856,671 USD | 37035 |
|  Transportadora de Gas del Sur SA | 01/21/26 M | 3.64% | Citibank N.A. | 75,917 USD | 98 |
|  Transportadora de Gas del Sur SA | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 359,418 USD | 636 |
|  Travel & Leisure Co. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,052,056 USD | (19708) |
|  Trex Co., Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 231,202 USD | (3007) |
|  Trip.com Group Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 763,076 USD | (18232) |
|  TTM Technologies, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 789,504 USD | (19671) |
|  Turning Point Brands, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 798,347 USD | 2187 |
|  Uber Technologies, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,862,521 USD | 3818 |
|  UGI Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 766,265 USD | (23803) |
|  UiPath, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 932,773 USD | (17015) |
|  Union Pacific Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 3,991,952 USD | (46789) |
|  United Airlines Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 880,472 USD | (14873) |
|  United Therapeutics Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 58,053 USD | (1045) |
|  UnitedHealth Group, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 1,407,612 USD | (8935) |
|  Unity Software, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 480,420 USD | (10318) |
|  Universal Display Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 3,807 USD | (70) |
|  Uranium Energy Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 305,589 USD | (2691) |
|  Urban Outfitters, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 384,993 USD | 1016 |
|  Varonis Systems, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 404,860 USD | (4077) |
|  Veeva Systems, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 705,594 USD | (411) |
|  Ventas, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 372,436 USD | (7589) |
|  Veralto Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 328,956 USD | (6566) |
|  Verisk Analytics, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 472,633 USD | 3603 |
|  Verra Mobility Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 807,396 USD | (4625) |
|  Vertex Pharmaceuticals, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 501,278 USD | (7569) |
|  Viasat, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 406,703 USD | (19545) |
|  Vicor Corp. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 204,007 USD | (7384) |
|  Victory Capital Holdings, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 16,119 USD | (284) |
|  Viking Holdings Ltd. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 170,182 USD | (5868) |
|  Visa, Inc. | 01/21/26 M | 3.94% | Morgan Stanley Capital Services LLC | 3,233,281 USD | (16218) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date1**  | **Payment<br>Frequency** | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Vita Coco Co., Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 129,204 USD | $(920) |
|  VSE Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 324,716 USD | (5955) |
|  Walmart, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 3,631,178 USD | (32078) |
|  Warrior Met Coal, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 255,087 USD | 3074 |
|  Waste Connections, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,001,899 USD | (11641) |
|  Waters Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 135,986 USD | (1526) |
|  Wayfair, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 572,299 USD | (7091) |
|  Waystar Holding Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 387,792 USD | (2587) |
|  Weatherford International PLC | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 514,485 USD | (6108) |
|  Western Alliance Bancorp | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 637,336 USD | (27493) |
|  Western Digital Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 2,009,744 USD | (46728) |
|  Western Midstream Partners LP | 01/21/26 | M | 4.28% | Morgan Stanley Capital Services LLC | 3,804,302 USD | (3849) |
|  Western Union Co. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 186,388 USD | (48) |
|  Westlake Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 775,983 USD | (6416) |
|  WEX, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,007,775 USD | (16164) |
|  Weyerhaeuser Co. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 127,560 USD | (108) |
|  Whirlpool Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 66,057 USD | (121) |
|  Williams Cos., Inc. (The) | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,469,572 USD | 21697 |
|  Williams Cos., Inc. (The) | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 16,226,804 USD | 327731 |
|  Wix.com Ltd. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 340,044 USD | 715 |
|  Xcel Energy, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 1,384,438 USD | (1262) |
|  Zebra Technologies Corp. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 847,534 USD | (12962) |
|  Zillow Group, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 615,421 USD | (4033) |
|  Zoom Communications, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 36,751 USD | 8 |
|  Zymeworks, Inc. | 01/21/26 | M | 3.94% | Morgan Stanley Capital Services LLC | 263,908 USD | (1661) |
|  Total Buys |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222953 |
|  **Sells** |  |  |  |  |  |  |
|  A.O. Smith Corp. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (921847) USD | 16225 |
|  Abercrombie & Fitch Co. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (565106) USD | (5211) |
|  Acadia Realty Trust | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (91571) USD | 1195 |
|  Accelerant Holdings | 01/21/26 | M | 0.97% | Goldman Sachs & Co. | (620947) USD | 759 |
|  Accenture PLC | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (5105805) USD | 34667 |
|  Acuity, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (152769) USD | 2632 |
|  Acuren Corp. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (882563) USD | 24234 |
|  Adaptive Biotechnologies Corp. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (769635) USD | 23407 |
|  Adobe, Inc. | 01/21/26 | M | 3.64% | Morgan Stanley Capital Services LLC | (1659969) USD | 12566 |
|  ADT, Inc. | 01/21/26 | M | 0.25% | Goldman Sachs & Co. | (764330) USD | (948) |
|  ADT, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (237356) USD | 365 |
|  Advanced Drainage Systems, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (690579) USD | 15382 |
|  AeroVironment, Inc. | 01/21/26 | M | 0.25% | Goldman Sachs & Co. | (2752353) USD | (114) |
|  AES Corp. | 01/21/26 | M | 3.64% | Morgan Stanley Capital Services LLC | (733820) USD | 6753 |
|  Airbnb, Inc. | 01/21/26 | M | 3.64% | Morgan Stanley Capital Services LLC | (212278) USD | 1912 |
|  Akamai Technologies, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (52534) USD | 1667 |
|  Alaska Air Group, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (164879) USD | 9804 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Albemarle Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (842913) USD | $22844 |
|  Albertsons Cos., Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1455162) USD | 22548 |
|  Alcoa Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (948265) USD | 10238 |
|  Alignment Healthcare, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (861650) USD | (24078) |
|  Alkami Technology, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (154386) USD | 1524 |
|  Allegro MicroSystems, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (82577) USD | 1142 |
|  Alliance Laundry Holdings, Inc. | 01/21/26 M | 6.73% | Goldman Sachs & Co. | (1196856) USD | 38982 |
|  Allison Transmission Holdings, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (116903) USD | 1283 |
|  Ambiq Micro, Inc. | 01/21/26 M | 9.66% | Goldman Sachs & Co. | (280195) USD | 9930 |
|  Amdocs Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (344869) USD | 3184 |
|  Amer Sports, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (130104) USD | 2628 |
|  American Express Co. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (19422) USD | 185 |
|  American Healthcare REIT, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (892350) USD | (190) |
|  American Healthcare REIT, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (127216) USD | 3777 |
|  American International Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1657481) USD | 14322 |
|  Americold Realty Trust, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (206104) USD | 7365 |
|  Ameriprise Financial, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1001262) USD | 11266 |
|  AMETEK, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1309877) USD | 5953 |
|  Amkor Technology, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (461633) USD | 11838 |
|  Amrize Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (151378) USD | 3793 |
|  Analog Devices, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (206441) USD | 3312 |
|  Andersen Group, Inc. | 01/21/26 M | 3.50% | Morgan Stanley Capital Services LLC | (5585296) USD | (111525) |
|  Anglogold Ashanti PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1699650) USD | 66794 |
|  Aon PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1030946) USD | 9358 |
|  Aozora Bank Ltd. | 01/21/26 M | 0.52% | Goldman Sachs & Co. | (63047600) JPY | (2158) |
|  APA Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (56070) USD | (115) |
|  Apogee Therapeutics, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (715682) USD | (95) |
|  Appian Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (421012) USD | 22289 |
|  Applied Optoelectronics, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (806090) USD | 25923 |
|  Aptiv PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (837735) USD | 10256 |
|  Archer Aviation, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (4273032) USD | (5690) |
|  Arcutis Biotherapeutics, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (6526) USD | (240) |
|  Argan, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (69945) USD | 5088 |
|  Arista Networks, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (5275848) USD | 5035 |
|  Arrow Electronics, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (368210) USD | 9024 |
|  Artivion, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (515997) USD | 11231 |
|  Asana, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (618957) USD | 7792 |
|  Asbury Automotive Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (418497) USD | 7616 |
|  ASGN, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (95594) USD | 2240 |
|  Asia Vital Components Co., Ltd. | 01/21/26 M | 1.52% | Morgan Stanley Capital Services LLC | (22938) USD | (580) |
|  AST SpaceMobile, Inc. | 01/21/26 M | 0.41% | Goldman Sachs & Co. | (1377311) USD | (190) |
|  Astera Labs, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (332121) USD | 12044 |
|  AT&T, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1665206) USD | (37005) |
|  Atai Beckley NV | 01/21/26 M | 0.60% | Goldman Sachs & Co. | (193453) USD | (474) |
|  ATI, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (722921) USD | 6245 |
|  Atlassian Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (380286) USD | 3797 |
|  AtriCure, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (26797) USD | 410 |
|  Aura Minerals, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (38025) USD | 365 |
|  Aurinia Pharmaceuticals, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (24007) USD | (237) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Aurora Innovation, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (117160) USD | $10550 |
|  Autoliv, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (997779) USD | 12331 |
|  AutoZone, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (6814) USD | 31 |
|  AvePoint, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (248127) USD | (657) |
|  Avnet, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (509148) USD | 10222 |
|  Axalta Coating Systems Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (695029) USD | 11317 |
|  Banco Macro SA | 01/21/26 M | 2.35% | Morgan Stanley Capital Services LLC | (537801) USD | 537 |
|  Banco Santander SA | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (3006897) USD | 3137 |
|  Bentley Systems, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (192019) USD | 4018 |
|  Berkshire Hathaway, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1395563) USD | (296) |
|  Beta Technologies, Inc. | 01/21/26 M | 3.24% | Morgan Stanley Capital Services LLC | (6952) USD | 802 |
|  Beta Technologies, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (410348) USD | 9089 |
|  BHP Group Ltd. | 01/21/26 M | 2.90% | Morgan Stanley Capital Services LLC | (3782766) USD | 27993 |
|  Billiontoone, Inc. | 01/21/26 M | 13.25% | Goldman Sachs & Co. | (77575) USD | (9) |
|  Bio-Techne Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1069158) USD | 5285 |
|  BKV Corp. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (257369) USD | (95) |
|  Black Rock Coffee Bar, Inc. | 01/21/26 M | 1.20% | Goldman Sachs & Co. | (435157) USD | 13163 |
|  Blackbaud, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (157757) USD | 597 |
|  BlackLine, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (656806) USD | 27882 |
|  Blackrock, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (4665669) USD | 73911 |
|  Boeing Co., (The) | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (4467252) USD | 1094 |
|  Booking Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (5384909) USD | 56356 |
|  Bowhead Specialty Holdings, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (202976) USD | 0 |
|  Box, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (893312) USD | 10548 |
|  Boyd Group, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (613064) USD | 8839 |
|  Bridgebio Pharma, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (725260) USD | (95) |
|  Bright Minds Biosciences, Inc. | 01/21/26 M | 2.50% | Goldman Sachs & Co. | (778649) USD | 38596 |
|  BrightSpring Health Services, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (2135666) USD | 4836 |
|  BrightSpring Health Services, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (650723) USD | 5759 |
|  Brinker International, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (73712) USD | 3675 |
|  Brink's Co., (The) | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (794698) USD | 14125 |
|  Bristol-Myers Squibb Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (288823) USD | 3804 |
|  Brixmor Property Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (30124) USD | 180 |
|  Brown & Brown, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (2833856) USD | (356) |
|  Bruker Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (274080) USD | 2444 |
|  Builders FirstSource, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1229464) USD | 5587 |
|  Bullish | 01/21/26 M | 2.32% | Goldman Sachs & Co. | (1077079) USD | (285) |
|  Burlington Stores, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (370788) USD | (9627) |
|  CACI International, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (462529) USD | 5378 |
|  Cadence Design Systems, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (408082) USD | 5166 |
|  Caesars Entertainment, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1565732) USD | 67509 |
|  California Water Service Group | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (283608) USD | 577 |
|  Cal-Maine Foods, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (155204) USD | 4578 |
|  Camtek Ltd. | 01/21/26 M | 0.55% | Morgan Stanley Capital Services LLC | (244072) USD | (841) |
|  Capri Holdings Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (478256) USD | 8776 |
|  Capricor Therapeutics, Inc. | 01/21/26 M | 0.94% | Goldman Sachs & Co. | (547169) USD | (190) |
|  Cardinal Health, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (1428947) USD | 13258 |
|  Cargurus, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (410797) USD | 2715 |
|  Caris Life Sciences, Inc. | 01/21/26 M | 2.89% | Morgan Stanley Capital Services LLC | (2388713) USD | 34897 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Caris Life Sciences, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (186866) USD | $7287 |
|  Carrier Global Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1138605) USD | 9889 |
|  Casey's General Stores, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (235499) USD | 6677 |
|  Caterpillar, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (498620) USD | 5952 |
|  Cava Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1044763) USD | (9662) |
|  CBRE Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1219547) USD | 22948 |
|  CCC Intelligent Solutions<br> Holdings, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1511590) USD | 3793 |
|  CDW Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (282971) USD | 4715 |
|  CECO Environmental Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (409355) USD | 1956 |
|  Celanese Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (305443) USD | 3564 |
|  Celsius Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1632169) USD | (703) |
|  Centene Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (609885) USD | 1482 |
|  Centessa Pharmaceuticals PLC | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (237075) USD | (95) |
|  Centessa Pharmaceuticals PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (205012) USD | 230 |
|  Central BanCo, Inc. | 01/21/26 M | 0.42% | Goldman Sachs & Co. | (450765) USD | (6695) |
|  Centuri Holdings, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1923532) USD | 7966 |
|  Centuri Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (717534) USD | 11191 |
|  Champion Homes, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (938606) USD | 11134 |
|  Cheesecake Factory, Inc. (The) | 01/21/26 M | 3.00% | Morgan Stanley Capital Services LLC | (236906) USD | (2268) |
|  Chesapeake Energy Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (30503) USD | 485 |
|  Chime Financial, Inc. | 01/21/26 M | 0.43% | Goldman Sachs & Co. | (715777) USD | (285) |
|  Chime Financial, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (753047) USD | 35324 |
|  Chubb Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (2563365) USD | (1013) |
|  Church & Dwight Co., Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (57525) USD | 423 |
|  Cigna Group | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (169770) USD | 228 |
|  Cincinnati Financial Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (21538) USD | 470 |
|  Cinemark Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (11961) USD | (8) |
|  Cintas Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (197942) USD | 4041 |
|  Cipher Mining, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (756649) USD | 22546 |
|  Circle Internet Group, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (1879728) USD | (237) |
|  Circle Internet Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (722484) USD | 5136 |
|  Cirrus Logic, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (48461) USD | 824 |
|  Cisco Systems, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (5439171) USD | 59087 |
|  Clean Harbors, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (121890) USD | 2305 |
|  Clearway Energy, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (241471) USD | 1301 |
|  CNA Financial Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (393835) USD | 744 |
|  CNH Industrial NV | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (44594) USD | 947 |
|  Coeur Mining, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (217367) USD | 12197 |
|  Cogent Biosciences, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (235715) USD | (66) |
|  Cognizant Technology Solutions Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1724592) USD | 24088 |
|  Coherent Corp. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (7000730) USD | (379) |
|  Columbia Sportswear Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (182151) USD | 3550 |
|  Comcast Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (466329) USD | (9610) |
|  Comfort Systems USA, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1082954) USD | 17136 |
|  Consolidated Edison, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1729153) USD | (107) |
|  Constellation Energy Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (627599) USD | 7963 |
|  Constellium SE | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1114830) USD | 6469 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Construction Partners, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (261754) USD | $5793 |
|  Cooper Cos., Inc. (The) | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (384380) USD | 5397 |
|  COPT Defense Properties | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (127452) USD | 2269 |
|  Corcept Therapeutics, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1523801) USD | 813046 |
|  Core & Main, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (561166) USD | 9400 |
|  Core Natural Resources, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (146981) USD | 320 |
|  Corebridge Financial, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (2860073) USD | (948) |
|  CoreCivic, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (362382) USD | 496 |
|  CoreWeave, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (538298) USD | 28793 |
|  Corpay, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (423860) USD | 17604 |
|  CoStar Group, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (200926) USD | 1828 |
|  Costco Wholesale Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (688590) USD | (9043) |
|  Crocs, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (383781) USD | 14591 |
|  Crowdstrike Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (504224) USD | 13432 |
|  Dana, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1056233) USD | 1693 |
|  Daqo New Energy Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (68691) USD | 6505 |
|  Darling Ingredients, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (389641) USD | 5773 |
|  Dassault Systemes SE | 01/21/26 M | 1.63% | Morgan Stanley Capital Services LLC | (89167) EUR | (441) |
|  Deckers Outdoor Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (60478) USD | (66) |
|  Dentsply Sirona, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (48589) USD | (126) |
|  Diamondback Energy, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1684868) USD | (5743) |
|  Disc Medicine, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (527057) USD | (66) |
|  Dlocal Ltd. | 01/21/26 M | 0.64% | Goldman Sachs & Co. | (535979) USD | (379) |
|  Dolby Laboratories, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (257816) USD | 7679 |
|  Dollar General Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (945490) USD | 24730 |
|  Domino's Pizza, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (99219) USD | 1267 |
|  DoorDash, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (794925) USD | 6548 |
|  Doximity, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (36006) USD | 272 |
|  DR Horton, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (961908) USD | 9006 |
|  Duolingo, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (300092) USD | 13676 |
|  Dutch Bros, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (336434) USD | 4805 |
|  D-Wave Quantum, Inc. | 01/21/26 M | 0.40% | Goldman Sachs & Co. | (247886) USD | (95) |
|  DXC Technology Co. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (541689) USD | 8736 |
|  Dynatrace, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (161298) USD | 4190 |
|  Dyne Therapeutics, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (129773) USD | (66) |
|  EastGroup Properties, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1644926) USD | 28484 |
|  EchoStar Corp. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (4122829) USD | (379) |
|  Elanco Animal Health, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (508699) USD | (2875) |
|  Elastic NV | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (303131) USD | 5143 |
|  elf Beauty, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (414894) USD | 7775 |
|  Eli Lilly & Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (923467) USD | 3541 |
|  Entegris, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (393766) USD | 10850 |
|  EPAM Systems, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (381686) USD | 7985 |
|  ePlus, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (123265) USD | 1275 |
|  Equinix, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (732602) USD | 2452 |
|  Essential Properties Realty Trust, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1132839) USD | 7776 |
|  Estee Lauder Cos., Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (1985930) USD | (190) |
|  Estee Lauder Cos., Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (174009) USD | 1954 |
|  Etoro Group Ltd. | 01/21/26 M | 0.69% | Goldman Sachs & Co. | (666086) USD | (190) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Etsy, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (143012) USD | $(300) |
|  Euronet Worldwide, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (98734) USD | 2835 |
|  Evercore, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (288711) USD | 9026 |
|  Evommune, Inc. | 01/21/26 M | 18.10% | Goldman Sachs & Co. | (248002) USD | 4487 |
|  Excelerate Energy, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (313136) USD | (9075) |
|  ExlService Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (263520) USD | 1962 |
|  Extreme Networks, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (566976) USD | 10433 |
|  Exxon Mobil Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (3126735) USD | (40854) |
|  Exzeo Group, Inc. | 01/21/26 M | 3.53% | Goldman Sachs & Co. | (668943) USD | (20945) |
|  F5, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (319953) USD | 5473 |
|  Fabrinet | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (654727) USD | 38278 |
|  FactSet Research Systems, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (196404) USD | 816 |
|  Federal Realty Investment Trust | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (319413) USD | 3204 |
|  FedEx Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (244667) USD | 3180 |
|  Figma, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (1771424) USD | (474) |
|  Figma, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (257504) USD | 1669 |
|  Figure Technology Solutions, Inc. | 01/21/26 M | 0.81% | Goldman Sachs & Co. | (1548764) USD | (379) |
|  Firefly Aerospace, Inc. | 01/21/26 M | 2.52% | Goldman Sachs & Co. | (636120) USD | (285) |
|  First American Financial Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (755883) USD | 3673 |
|  Fiserv, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (421944) USD | 8916 |
|  Five Below, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (166235) USD | 290 |
|  Flowco Holdings, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (248925) USD | 133 |
|  Flutter Entertainment PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (234128) USD | 7476 |
|  FormFactor, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (224498) USD | 5562 |
|  Fortive Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (542176) USD | 7412 |
|  Freshpet, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (479775) USD | 22800 |
|  Freshworks, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (374807) USD | 2615 |
|  Frontdoor, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (724357) USD | 4616 |
|  Frontline PLC | 01/21/26 M | 2.15% | Morgan Stanley Capital Services LLC | (44903) USD | 41 |
|  FTI Consulting, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (236612) USD | 2745 |
|  Fulcrum Therapeutics, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (107158) USD | (95) |
|  Galaxy Digital, Inc. | 01/21/26 M | 2.58% | Goldman Sachs & Co. | (5348412) USD | 47415 |
|  Gap, Inc. (The) | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1225517) USD | 69831 |
|  Garrett Motion, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (717046) USD | 10539 |
|  GE Vernova, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (829985) USD | 8448 |
|  Gen Digital, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (202759) USD | 1961 |
|  Generac Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (603119) USD | 14410 |
|  Genius Sports Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (718253) USD | (13276) |
|  GEO Group, Inc. (The) | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1729054) USD | 37228 |
|  GFL Environmental, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1232410) USD | 10526 |
|  Global Foundries, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (259565) USD | 10690 |
|  Global Payments, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (448233) USD | 21449 |
|  Globalstar, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (165975) USD | 13925 |
|  Globus Medical, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (37531) USD | 861 |
|  GoDaddy, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (124567) USD | 1976 |
|  Golar LNG Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (313271) USD | 707 |
|  Goosehead Insurance, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (243007) USD | 3865 |
|  Greif, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (290327) USD | 5175 |
|  Griffon Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (103581) USD | 4080 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Group 1 Automotive, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (9374) USD | $328 |
|  Grupo Aeromexico SAB de CV | 01/21/26 M | 0.41% | Goldman Sachs & Co. | (634103) USD | 9363 |
|  Grupo Financiero Galicia SA | 01/21/26 M | 2.05% | Morgan Stanley Capital Services LLC | (1740375) USD | 1241 |
|  GS Japan Pharma Index | 01/21/26 M | 0.38% | Goldman Sachs & Co. | (525064682) JPY | 20044 |
|  Guardant Health, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (774758) USD | (76) |
|  Guardant Health, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (295463) USD | (4216) |
|  Guardian Pharmacy Services, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (576690) USD | 6003 |
|  H&R Block, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (133867) USD | (2059) |
|  Haemonetics Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (32000) USD | 341 |
|  Halliburton Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (29058) USD | 261 |
|  Harley-Davidson, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (54800) USD | 1075 |
|  Harmony Biosciences Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (792472) USD | 29366 |
|  HB Fuller Co. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (308761) USD | 4623 |
|  HDFC Bank Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (3416404) USD | (9075) |
|  HeartFlow, Inc. | 01/21/26 M | 3.11% | Goldman Sachs & Co. | (562721) USD | 9862 |
|  HEICO Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (120303) USD | 1545 |
|  Helmerich & Payne, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (817965) USD | (2685) |
|  Henry Schein, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1573534) USD | 32912 |
|  Herc Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (14903) USD | 807 |
|  Hermes International SCA | 01/21/26 M | 1.63% | Morgan Stanley Capital Services LLC | (408758) EUR | (1300) |
|  Hershey Co., (The) | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (254616) USD | 3119 |
|  Hess Midstream LP | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1010464) USD | (1076) |
|  Hewlett Packard Enterprise Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (445939) USD | 7477 |
|  Hilton Grand Vacations, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (636382) USD | (142) |
|  Hilton Grand Vacations, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (222884) USD | 1730 |
|  Hinge Health, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (1761562) USD | (379) |
|  Hinge Health, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (414129) USD | 6437 |
|  Home Depot, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (134746) USD | 891 |
|  Hon Hai Precision Industry Co., Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (56873) USD | (1770) |
|  Honeywell International, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (2833099) USD | 14244 |
|  Honeywell International, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (31549560) USD | 140070 |
|  Howard Hughes Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (245491) USD | 1475 |
|  Howmet Aerospace, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (12054) USD | 163 |
|  HP, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (145554) USD | 5591 |
|  HSBC Holdings PLC | 01/21/26 M | 3.43% | Morgan Stanley Capital Services LLC | (78401) GBP | (18) |
|  HubSpot, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (152910) USD | 1620 |
|  Humana, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1168119) USD | 9643 |
|  Huntington Ingalls Industries, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (144251) USD | 742 |
|  Hut 8 Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1018597) USD | 58773 |
|  Hyatt Hotels Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (545196) USD | 14216 |
|  IAC, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1071779) USD | 15376 |
|  ICU Medical, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (610610) USD | 9256 |
|  IDACORP, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (480004) USD | (38) |
|  IES Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (268188) USD | 9879 |
|  IMAX Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (452245) USD | 3920 |
|  Incyte Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (79140) USD | 124 |
|  Infinity Natural Resources, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (141819) USD | 2134 |
|  Insmed, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (566354) USD | 550 |
|  Inspire Medical Systems, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (163002) USD | 7963 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Installed Building Products, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (432304) USD | $9239 |
|  Insulet Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (150987) USD | 1476 |
|  Intel Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (852004) USD | 9467 |
|  International Business Machines Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (4101177) USD | 87828 |
|  Inventec Co., Ltd. | 01/21/26 M | 0.11% | Morgan Stanley Capital Services LLC | (4104) USD | 13 |
|  InvenTrust Properties Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (148196) USD | (132) |
|  Ionis Pharmaceuticals, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (43160) USD | (113) |
|  IonQ, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (425407) USD | (95) |
|  IPG Photonics Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (233872) USD | 11196 |
|  IQVIA Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1352072) USD | 3895 |
|  iRhythm Technologies, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (360558) USD | 4435 |
|  ITT, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (8334870) USD | 107893 |
|  ITT, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (132074) USD | 2289 |
|  J.M. Smucker Co.(The) | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (139511) USD | 914 |
|  Jabil, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (28723) USD | 220 |
|  Jazz Pharmaceuticals PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (166882) USD | 452 |
|  JB Hunt Transport Services, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (189650) USD | 4833 |
|  JFrog Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (321514) USD | 22018 |
|  Joby Aviation, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (2501615) USD | (1897) |
|  Joby Aviation, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (537656) USD | 14949 |
|  Karman Holdings, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (4904559) USD | 47462 |
|  Karman Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (202459) USD | 14632 |
|  KB Home | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (340401) USD | 1998 |
|  Kestra Medical Technologies Ltd. | 01/21/26 M | 2.18% | Goldman Sachs & Co. | (505230) USD | 2252 |
|  Keysight Technologies, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1952524) USD | 26892 |
|  Kimco Realty Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (140924) USD | 717 |
|  Kinsale Capital Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1496723) USD | 17507 |
|  Kite Realty Group Trust | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (222795) USD | 1024 |
|  Klarna Group PLC | 01/21/26 M | 0.79% | Goldman Sachs & Co. | (274059) USD | (95) |
|  Knife River Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (213285) USD | 4135 |
|  Kodiak Gas Services, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (3528198) USD | (18444) |
|  Kodiak Gas Services, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (168719) USD | (3359) |
|  Kratos Defense & Security Solutions, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (3598799) USD | (474) |
|  Kratos Defense & Security Solutions, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (18752) USD | 1293 |
|  Kroger Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1574326) USD | (1794) |
|  Kymera Therapeutics, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (442682) USD | (57) |
|  Kyndryl Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (446164) USD | 1629 |
|  L3Harris Technologies, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (160239) USD | 831 |
|  Lam Research Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (306062) USD | 5299 |
|  Landbridge Co. LLC | 01/21/26 M | 0.78% | Goldman Sachs & Co. | (1431187) USD | 33061 |
|  Lantheus Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (581761) USD | 7235 |
|  Las Vegas Sands Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1576279) USD | 37486 |
|  Latam Airlines Group SA | 01/21/26 M | 3.00% | Goldman Sachs & Co. | (1026250) USD | 1897 |
|  Lattice Semiconductor Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (322872) USD | 12365 |
|  Lear Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (90199) USD | 1384 |
|  Lenovo Group Ltd. | 01/21/26 M | 3.55% | Morgan Stanley Capital Services LLC | (241020) HKD | 50 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Leonardo DRS, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1450330) USD | $(404) |
|  Liberty Energy, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (931084) USD | 1899 |
|  Linde PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (4514835) USD | (9589) |
|  Lineage, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1337103) USD | 9483 |
|  Lionsgate Studios Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (607204) USD | (55927) |
|  LivaNova PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1214600) USD | 23072 |
|  Live Nation Entertainment, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (648552) USD | 7872 |
|  LKQ Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (146655) USD | 2722 |
|  Lockheed Martin Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (476018) USD | 4439 |
|  Lowe's Cos., Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (791648) USD | 6672 |
|  LPL Financial Holdings, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (1693653) USD | (47) |
|  Lululemon Athletica, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (11183) USD | 169 |
|  Lumexa Imaging Holdings, Inc. | 01/21/26 M | 2.01% | Goldman Sachs & Co. | (1209777) USD | (18271) |
|  Lumexa Imaging Holdings, Inc. | 01/21/26 M | 2.65% | Morgan Stanley Capital Services LLC | (109849) USD | (411) |
|  LXP Industrial Trust | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (31713) USD | 527 |
|  Macerich Co., (The) | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (151801) USD | 1093 |
|  Macy's, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (3282) USD | 129 |
|  Magnite, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (296052) USD | 3928 |
|  Magnolia Oil & Gas Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (172148) USD | (630) |
|  Maplebear, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (428185) USD | 380 |
|  MapLight Therapeutics, Inc. | 01/21/26 M | 9.91% | Goldman Sachs & Co. | (168790) USD | 2221 |
|  Marathon Petroleum Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1304327) USD | 10768 |
|  Marex Group PLC | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1847875) USD | 29036 |
|  Marex Group PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (58734) USD | 618 |
|  Marqeta, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (265191) USD | 14467 |
|  Marvell Technology, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (75327) USD | 1480 |
|  Marzetti Co., (The) | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (139487) USD | (105) |
|  Masco Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (249538) USD | 3059 |
|  Masimo Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (514909) USD | 7935 |
|  Matador Resources Co. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (279618) USD | 2527 |
|  Match Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (525467) USD | 7697 |
|  aze Therapeutics, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (386242) USD | (6639) |
|  MBRF Global Foods Co., SA | 01/21/26 M | 10.87% | Morgan Stanley Capital Services LLC | (37839) USD | (2137) |
|  McCormick & Co., Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (122717) USD | 1345 |
|  McGraw Hill, Inc. | 01/21/26 M | 2.90% | Goldman Sachs & Co. | (948653) USD | 9836 |
|  MDU Resources Group, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (555040) USD | (285) |
|  Medtronic PLC | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (7286737) USD | (759) |
|  Miami International Holdings, Inc. | 01/21/26 M | 2.55% | Goldman Sachs & Co. | (3488379) USD | 121535 |
|  Microchip Technology, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1971375) USD | 28998 |
|  Micron Technology, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (494355) USD | 12583 |
|  Millicom International Cellular S.A. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1059075) USD | (26717) |
|  Mind Medicine MindMed, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (561576) USD | (9815) |
|  Mineralys Therapeutics, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (25626) USD | (576) |
|  Minerva SA | 01/21/26 M | 3.14% | Morgan Stanley Capital Services LLC | (35291) USD | (1500) |
|  Mitsubishi UFJ Financial Group, Inc. | 01/21/26 M | 3.64% | Citibank N.A. | (2749448) USD | 3432 |
|  MNTN, Inc. | 01/21/26 M | 2.04% | Goldman Sachs & Co. | (113132) USD | (95) |
|  Mohawk Industries, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (374059) USD | (184) |
|  Mondelez International, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (42883) USD | 788 |
|  MongoDB, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (518740) USD | 5459 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Monolithic Power Systems, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1207907) USD | $38703 |
|  Monster Beverage Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (327050) USD | 3886 |
|  Morgan Stanley | 01/21/26 M | 3.64% | Citibank N.A. | (4737599) USD | 56488 |
|  MP Materials Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (43621) USD | 3104 |
|  MS Equity Index Swap -<br> MSHVHEAT | 01/21/26 M | 3.32% | Morgan Stanley Capital Services LLC | (79835588) USD | (1004825) |
|  MSCI, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (669157) USD | 4778 |
|  Murphy USA, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (232754) USD | 3958 |
|  Nanya Technology Corp. | 01/21/26 M | 0.99% | Morgan Stanley Capital Services LLC | (22851) USD | (1700) |
|  Nasdaq, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (9259675) USD | 48837 |
|  National Grid PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (2842749) USD | (17112) |
|  National Vision Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1180728) USD | 30395 |
|  Navan, Inc. | 01/21/26 M | 0.75% | Goldman Sachs & Co. | (323750) USD | (190) |
|  nCino, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (787214) USD | 11886 |
|  Nebius Group NV | 01/21/26 M | 0.58% | Goldman Sachs & Co. | (1587359) USD | (190) |
|  NetApp, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (246028) USD | 3147 |
|  NetEase, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (4456425) USD | 47906 |
|  Netskope, Inc. | 01/21/26 M | 3.15% | Goldman Sachs & Co. | (252120) USD | 2631 |
|  New Jersey Resources Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (295853) USD | 1700 |
|  New Oriental Education & Technology Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (845785) USD | 8504 |
|  New York Times Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (72674) USD | 339 |
|  NexGen Energy Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (42538) USD | (232) |
|  NextNav, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (112729) USD | (7) |
|  Nextpower, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (547899) USD | 1720 |
|  NIKE, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (614372) USD | (27124) |
|  NIQ Global Intelligence PLC | 01/21/26 M | 1.89% | Goldman Sachs & Co. | (931804) USD | (6444) |
|  NOV, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (313223) USD | 3437 |
|  Nova Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1245411) USD | 29055 |
|  Novo Nordisk A/S | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (3266387) USD | 22227 |
|  NRG Energy, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (20212) USD | 148 |
|  NuScale Power Corp. | 01/21/26 M | 0.57% | Goldman Sachs & Co. | (335691) USD | (237) |
|  Nutanix, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (266982) USD | 6051 |
|  Nuvalent, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (476950) USD | (47) |
|  nVent Electric PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (703198) USD | 6743 |
|  NVR, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (536800) USD | 4428 |
|  Occidental Petroleum Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (244157) USD | (5154) |
|  OGE Energy Corp. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (1214488) USD | (285) |
|  Oklo, Inc. | 01/21/26 M | 0.47% | Goldman Sachs & Co. | (680405) USD | (95) |
|  Okta, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (464577) USD | 15884 |
|  Olema Pharmaceuticals, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (397327) USD | 1477 |
|  Olin Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (208860) USD | 1456 |
|  On Holding AG | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (484209) USD | 10160 |
|  OneSpaWorld Holdings Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (349144) USD | 16350 |
|  Onestream, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (877178) USD | 5690 |
|  Oscar Health, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (617561) USD | 10802 |
|  PACCAR, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (536604) USD | 15555 |
|  Packaging Corp., of America | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (281967) USD | 2938 |
|  PACS Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (312595) USD | (12799) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Patrick Industries, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (89949) USD | $2771 |
|  Pattern Group, Inc. | 01/21/26 M | 3.21% | Goldman Sachs & Co. | (332284) USD | 3983 |
|  Paychex, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1315492) USD | 14317 |
|  Paylocity Holding Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (131625) USD | 475 |
|  Payoneer Global, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (701079) USD | 19407 |
|  PBF Energy, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (37845) USD | (1506) |
|  Peabody Energy Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (844549) USD | 21949 |
|  Pegasystems, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (630421) USD | 24382 |
|  Peloton Interactive, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1588250) USD | 10354 |
|  PepsiCo, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (3526946) USD | 81462 |
|  Perimeter Solutions, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (341475) USD | 4425 |
|  Permian Resources Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1254656) USD | 10167 |
|  Pfizer, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (2553318) USD | 26093 |
|  Philip Morris International, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (413485) USD | 4144 |
|  Phillips Edison & Co., Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (303455) USD | 1928 |
|  Phinia, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (978918) USD | 9104 |
|  Phoenix Education Partners, Inc. | 01/21/26 M | 2.89% | Goldman Sachs & Co. | (292503) USD | 5168 |
|  Ping An Insurance Group Co. of China Ltd. | 01/21/26 M | 3.12% | Citibank N.A. | (3295125) HKD | (794) |
|  Pinnacle West Capital Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (174658) USD | 1072 |
|  Plains All American Pipeline LP | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (18331) USD | (311) |
|  Plains GP Holdings LP | 01/21/26 M | 3.01% | Morgan Stanley Capital Services LLC | (13533) USD | (267) |
|  Post Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (426681) USD | 4035 |
|  Powell Industries, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (222446) USD | 11733 |
|  PriceSmart, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (441562) USD | 1545 |
|  Procore Technologies, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1307592) USD | 32096 |
|  Progressive Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (2549549) USD | (3875) |
|  Progyny, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (7010) USD | 333 |
|  TC Therapeutics, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (222136) USD | 560 |
|  Public Service Enterprise Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1463750) USD | 9276 |
|  Public Storage | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (945615) USD | 6744 |
|  QUALCOMM, Inc. | 01/21/26 M | 3.64% | Citibank N.A. | (4811004) USD | 84379 |
|  Qualys, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (171689) USD | 9817 |
|  Quanta Computer, Inc. | 01/21/26 M | 2.98% | Morgan Stanley Capital Services LLC | (101686) USD | (1957) |
|  Quanta Services, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (39037) USD | 629 |
|  Quantum Computing, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (104556) USD | 14186 |
|  RadNet, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (907235) USD | 33340 |
|  Range Resources Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (607772) USD | 14170 |
|  Raymond James Financial, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (96814) USD | 1263 |
|  Redwire Corp. | 01/21/26 M | 3.79% | Goldman Sachs & Co. | (287904) USD | (379) |
|  Regal Rexnord Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1939474) USD | 36173 |
|  Regency Centers Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (298409) USD | 1373 |
|  Remitly Global, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (399141) USD | 22387 |
|  ReNew Energy Global PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (675003) USD | (1737) |
|  Resideo Technologies, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (772597) USD | 6032 |
|  Restaurant Brands International, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (4545771) USD | 16595 |
|  Revolve Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (696349) USD | 12666 |
|  Revvity, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (78000) USD | 600 |
|  Rexel SA | 01/21/26 M | 1.63% | Morgan Stanley Capital Services LLC | (5412) EUR | (34) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Reynolds Consumer Products, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (254153) USD | $5380 |
|  Rigetti Computing, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (209954) USD | (95) |
|  RingCentral, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (486111) USD | 9302 |
|  Robert Half, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (72304) USD | 1715 |
|  Rockwell Automation, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1605329) USD | 29595 |
|  Rollins, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (2276299) USD | (379) |
|  Roper Technologies, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (125790) USD | 1154 |
|  Royal Caribbean Cruises Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (556153) USD | 32899 |
|  RPM International, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (549556) USD | 5948 |
|  RTX Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (864659) USD | 5980 |
|  Saia, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (88998) USD | 1491 |
|  SailPoint, Inc. | 01/21/26 M | 3.20% | Goldman Sachs & Co. | (1958050) USD | 39639 |
|  Salesforce, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1515784) USD | 2353 |
|  Sandisk Corp. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (9003919) USD | (379) |
|  Sandisk Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (36881) USD | 561 |
|  SAP SE | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (3684360) USD | 34880 |
|  Schlumberger NV | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (60875) USD | 273 |
|  Schneider Electric SE | 01/21/26 M | 1.63% | Morgan Stanley Capital Services LLC | (148080) EUR | 2766 |
|  Schneider National, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (367979) USD | 4810 |
|  Science Applications International Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (343924) USD | 6109 |
|  Scorpio Tankers, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (330159) USD | (643) |
|  Seagate Technology Holdings PLC | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (20169) USD | 341 |
|  Sensata Technologies Holding PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (251873) USD | (1930) |
|  Sensient Technologies Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (766837) USD | 18055 |
|  SentinelOne, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (298988) USD | (1402) |
|  ServiceTitan, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (3039206) USD | 9388 |
|  Shake Shack, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (550427) USD | 11540 |
|  SharkNinja, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1023193) USD | 44852 |
|  Sherwin-Williams Co., (The) | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (147181) USD | 1044 |
|  Silgan Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (119591) USD | 1751 |
|  Sionna Therapeutics, Inc. | 01/21/26 M | 1.57% | Goldman Sachs & Co. | (391221) USD | 1091 |
|  SiTime Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (733403) USD | 21725 |
|  SK Telecom Co., Ltd. | 01/21/26 M | 2.05% | Morgan Stanley Capital Services LLC | (1165508) USD | 102 |
|  Skyworks Solutions, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1196017) USD | 26800 |
|  Slide Insurance Holdings, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (808050) USD | 916 |
|  Smithfield Foods, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1380713) USD | 4314 |
|  Smithfield Foods, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (415319) USD | 6769 |
|  Smurfit WestRock PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (2400) USD | (37) |
|  SoFi Technologies, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (7445077) USD | (2845) |
|  Sonic Automotive, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (298953) USD | 7160 |
|  Sonos, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (773121) USD | 15688 |
|  Sony Group Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (4146089) USD | (23204) |
|  Sotera Health Co. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (835926) USD | (474) |
|  Southwest Airlines Co. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (252320) USD | (248) |
|  Spyre Therapeutics, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (612791) USD | (8535) |
|  STAG Industrial, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (224881) USD | 2777 |
|  Standardaero, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (2048634) USD | 8855 |
|  Standardaero, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1749524) USD | 12003 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Stanley Black & Decker, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (167128) USD | $2078 |
|  Starwood Property Trust, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1734915) USD | 27027 |
|  Steel Dynamics, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (2056) USD | 23 |
|  Sterling Infrastructure, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (2436542) USD | 23450 |
|  Steven Madden Ltd. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (643840) USD | 22946 |
|  Stewart Information Services Corp. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (333149) USD | (24) |
|  Stride, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (136041) USD | 2610 |
|  Structure Therapeutics, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (659448) USD | (95) |
|  Sumitomo Mitsui Financial Group, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (2111421) USD | 7195 |
|  Supernus Pharmaceuticals, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (112049) USD | 373 |
|  Symbotic, Inc. | 01/21/26 M | 0.53% | Goldman Sachs & Co. | (846186) USD | (142) |
|  Takeda Pharmaceutical Co., Ltd. | 01/21/26 M | 2.35% | Morgan Stanley Capital Services LLC | (591537) USD | (14665) |
|  Take-Two Interactive Software, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (341336) USD | (5329) |
|  Tarsus Pharmaceuticals, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (157273) USD | 964 |
|  TD SYNNEX Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (173795) USD | 2683 |
|  TechnipFMC PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (592327) USD | 7834 |
|  Telefonaktiebolaget LM Ericsson | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (276859) USD | 1863 |
|  Telephone & Data Systems, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (673126) USD | (5301) |
|  Tenet Healthcare Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (849746) USD | 9955 |
|  Teradata Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (410206) USD | 7150 |
|  Teradyne, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (791087) USD | 13556 |
|  Terns Pharmaceuticals, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | 73,274 USD | (352) |
|  Terreno Realty Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (206726) USD | 5351 |
|  Tesla, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (4264600) USD | (95) |
|  Texas Capital Bancshares, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (123553) USD | 1958 |
|  Texas Instruments, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1391398) USD | 41473 |
|  Textron, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (10424) USD | 138 |
|  TG Therapeutics, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (7853) USD | (17) |
|  Tidewater, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (11019) USD | 159 |
|  TMC the metals Co., Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (840033) USD | 84245 |
|  T-Mobile U.S., Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (7701334) USD | (379) |
|  Toast, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (27149) USD | 588 |
|  Toll Brothers, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (677589) USD | 7168 |
|  TopBuild Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (66148) USD | 1900 |
|  Toro Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (327392) USD | 3223 |
|  TotalEnergies SE | 01/21/26 M | 1.63% | Morgan Stanley Capital Services LLC | (297377) EUR | 2885 |
|  TotalEnergies SE | 01/21/26 M | 3.10% | Morgan Stanley Capital Services LLC | (3934478) USD | 26876 |
|  TotalEnergies SE | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (126185) USD | 710 |
|  Tradeweb Markets, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (180347) USD | 325 |
|  Transocean, Inc. | 01/21/26 M | 3.38% | Morgan Stanley Capital Services LLC | (1533761) USD | (14658) |
|  TransUnion | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (78630) USD | 1112 |
|  Trinity Industries, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (762369) USD | 47775 |
|  Truist Financial Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (87771) USD | 669 |
|  Twilio, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (561912) USD | 4758 |
|  Tyler Technologies, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (223417) USD | 4159 |
|  Tyson Foods, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (187667) USD | 1724 |
|  U.S. Foods Holding Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1842431) USD | 37614 |
|  Ubiquiti, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1584572) USD | 28552 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  U-Haul Holding Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (781947) USD | $16860 |
|  UL Solutions, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (6065384) USD | 82749 |
|  Ulta Beauty, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (237200) USD | 3061 |
|  United Natural Foods, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (331072) USD | 7470 |
|  United Parcel Service, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (317910) USD | 3478 |
|  Upstream Bio, Inc. | 01/21/26 M | 2.83% | Goldman Sachs & Co. | (258175) USD | 711 |
|  Upwork, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (195634) USD | 13508 |
|  Uranium Energy Corp. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (165994) USD | (142) |
|  Urban Edge Properties | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (341175) USD | 1742 |
|  V2X, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1048510) USD | 13914 |
|  Vail Resorts, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (222460) USD | 1347 |
|  Valaris Ltd. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (269338) USD | 1411 |
|  Valero Energy Corp. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (316687) USD | 4131 |
|  Valmont Industries, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (119462) USD | 1582 |
|  Valvoline, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1395317) USD | 29264 |
|  Veracyte, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (206765) USD | 938 |
|  VeriSign, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (2879811) USD | (119) |
|  Verizon Communications, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (2049779) USD | (34905) |
|  Vertex, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (388079) USD | 1400 |
|  Vertiv Holdings Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1410086) USD | 28303 |
|  Via Transportation, Inc. | 01/21/26 M | 3.46% | Goldman Sachs & Co. | (137518) USD | (47) |
|  Viavi Solutions, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (38289) USD | 386 |
|  VICI Properties, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (213152) USD | 1718 |
|  Victoria's Secret & Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1079764) USD | 16353 |
|  Viking Holdings Ltd. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (677086) USD | (95) |
|  Viper Energy, Inc. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1471572) USD | 6259 |
|  Viridian Therapeutics, Inc. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (590032) USD | (190) |
|  Vishay Intertechnology, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (119923) USD | 2496 |
|  Vista Energy SAB de CV | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (130284) USD | (5818) |
|  Visteon Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (321810) USD | 8075 |
|  Vistra Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (496045) USD | 923 |
|  Voyager Technologies, Inc. | 01/21/26 M | 2.24% | Goldman Sachs & Co. | (372740) USD | 925 |
|  Voyager Technologies, Inc. | 01/21/26 M | 2.45% | Morgan Stanley Capital Services LLC | (120168) USD | 11739 |
|  VSE Corp. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (989349) USD | 6287 |
|  WaFd, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (97603) USD | 3947 |
|  Walt Disney Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (424347) USD | (5249) |
|  Warby Parker, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (268040) USD | 15712 |
|  WaterBridge Infrastructure LLC | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (959964) USD | 11190 |
|  Watsco, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (232695) USD | 5928 |
|  Watts Water Technologies, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (1197176) USD | 28507 |
|  WaVe Life Sciences Ltd. | 01/21/26 M | 0.25% | Goldman Sachs & Co. | (322232) USD | (190) |
|  Waystar Holding Corp. | 01/21/26 M | 3.39% | Goldman Sachs & Co. | (1869384) USD | 5974 |
|  WD-40 Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (136226) USD | 1941 |
|  Wealthfront Corp. | 01/21/26 M | 1.69% | Goldman Sachs & Co. | (386195) USD | (427) |
|  Webster Financial Corp. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (93838) USD | 2890 |
|  Wells Fargo & Co. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (4092037) USD | 46877 |
|  Welltower, Inc. | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (3507978) USD | 17768 |
|  WESCO International, Inc. | 01/21/26 M | 3.64% | Morgan Stanley Capital Services LLC | (443040) USD | 9538 |
|  Willis Towers Watson PLC | 01/21/26 M | 3.39% | Morgan Stanley Capital Services LLC | (983116) USD | 12103 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference<br>Instrument** | **Termination<br> Date<sup>1</sup>**  | **Payment<br>Frequency** | **Financing<br> Rate**  | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Wingstop, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (112168) USD | $6994 |
|  Wintrust Financial Corp. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (1172797) USD | 35781 |
|  Wistron Corp. | 01/21/26 | M | 0.57% | Morgan Stanley Capital Services LLC | (41846) USD | (1166) |
|  Woodward, Inc. | 01/21/26 | M | 3.64% | Morgan Stanley Capital Services LLC | (443844) USD | 1248 |
|  Workday, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (662890) USD | 8670 |
|  Workiva, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (346430) USD | 5225 |
|  WW Grainger, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (918951) USD | 22915 |
|  Xometry, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (291528) USD | 16776 |
|  XPO, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (275616) USD | 7058 |
|  Yum! Brands, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (1407832) USD | 24377 |
|  Zenas Biopharma, Inc. | 01/21/26 | M | 2.30% | Morgan Stanley Capital Services LLC | (124142) USD | 470 |
|  Zeta Global Holdings Corp. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (604413) USD | (66974) |
|  Zimmer Biomet Holdings, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (63441) USD | 497 |
|  ZoomInfo Technologies, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (531624) USD | (8179) |
|  Zscaler, Inc. | 01/21/26 | M | 3.39% | Morgan Stanley Capital Services LLC | (343830) USD | 5550 |
|  Total Sells |  |  |  |  |  | $4647653 |
|  Total OTC Total Return Swaps Outstanding | Total OTC Total Return Swaps Outstanding | Total OTC Total Return Swaps Outstanding | Total OTC Total Return Swaps Outstanding | Total OTC Total Return Swaps Outstanding |  | $4870606 |

---

---

| | |
|:---|:---|
| 1 | The termination date presented for OTC Total Return Swaps is the monthly settlement date.  |

---

**Centrally Cleared Interest Rate Swaps Outstanding at December 31, 2025** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | USD SOFR | 4.21% | 1Y/1Y | 04/18/2026 | Morgan Stanley<br> Capital<br> Services LLC | 500,000 USD | $(497) | $— | $(497) |
|  Pays | USD SOFR | 3.19% | 1Y/1Y | 12/01/2037 | Morgan Stanley<br> Capital<br> Services LLC | 3,000,000 USD | 220957 |  | 220957 |
|  Pays | USD SOFR | 3.87% | 1Y/1Y | 02/23/2029 | Morgan Stanley<br> Capital<br> Services LLC | 4,000,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48409) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48409) |
|  Pays | USD SOFR | 2.72% | 6M/3M | 09/08/2028 | Morgan Stanley<br> Capital<br> Services LLC | 1,000,000 USD | 16678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(191) | 16869 |
|  Pays | USD SOFR | 2.39% | 6M/3M | 11/16/2028 | Morgan Stanley<br> Capital<br> Services LLC | 4,000,000 USD | 141373 | (930) | 142303 |
|  Pays | USD SOFR | 2.67% | 6M/3M | 09/13/2028 | Morgan Stanley<br> Capital<br> Services LLC | 2,500,000 USD | 44341 | (306) | 44647 |
|  Pays | USD SOFR | 2.43% | 6M/3M | 10/11/2026 | Morgan Stanley<br> Capital<br> Services LLC | 3,000,000 USD | 43252 | (796) | 44048 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | USD SOFR | 1.88% | 6M/3M | 01/24/2027 | Morgan Stanley<br> Capital<br> Services LLC | 1,500,000 USD | $28013 | $(243) | $28256 |
|  Pays | USD SOFR | 1.32% | 6M/3M | 02/28/2027 | Morgan Stanley<br> Capital<br> Services LLC | 5,000,000 USD | 129158 | (1378) | 130536 |
|  Pays | USD SOFR | 1.61% | 6M/3M | 03/23/2027 | Morgan Stanley<br> Capital<br> Services LLC | 7,000,000 USD | 146023 | (2068) | 148091 |
|  Pays | USD SOFR | 1.62% | 6M/3M | 03/24/2027 | Morgan Stanley<br> Capital<br> Services LLC | 7,000,000 USD | 145276 | (1880) | 147156 |
|  Pays | USD SOFR | 0.80% | 6M/3M | 01/13/2026 | Morgan Stanley<br> Capital<br> Services LLC | 80,000 USD | 533 | (21) | 554 |
|  Pays | USD SOFR | 0.95% | 6M/3M | 01/13/2027 | Morgan Stanley<br> Capital<br> Services LLC | 940,000 USD | 30696 | (268) | 30964 |
|  Pays | USD SOFR | 0.71% | 6M/3M | 01/22/2026 | Morgan Stanley<br> Capital<br> Services LLC | 12,000,000 USD | 84760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5364) | 90124 |
|  Pays | USD SOFR | 2.72% | 6M/3M | 08/08/2028 | Morgan Stanley<br> Capital<br> Services LLC | 3,000,000 USD | 50494 | (631) | 51125 |
|  Pays | USD SOFR | 2.83% | 6M/3M | 07/29/2029 | Morgan Stanley<br> Capital<br> Services LLC | 3,000,000 USD | 67159 | (725) | 67884 |
|  Receives | USD SOFR | 0.98% | 3M/6M | 03/25/2030 | Morgan Stanley<br> Capital<br> Services LLC | (3000000) USD | (310805) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(310805) |
|  Pays | USD SOFR | 2.40% | 6M/3M | 01/25/2027 | Morgan Stanley<br> Capital<br> Services LLC | 2,900,000 USD | 21921 |  | 21921 |
|  Pays | USD SOFR | 1.56% | 6M/3M | 09/26/2026 | Morgan Stanley<br> Capital<br> Services LLC | 1,800,000 USD | 19510 |  | 19510 |
|  Pays | USD SOFR | 2.27% | 6M/3M | 01/25/2026 | Morgan Stanley<br> Capital<br> Services LLC | 2,000,000 USD | (3248) |  | (3248) |
|  Pays | USD SOFR | 1.24% | M/M | 04/19/2028 | Morgan Stanley<br> Capital<br> Services LLC | 700,000 USD | 35879 | 1 | 35878 |
|  Pays | USD SOFR | 1.62% | 6M/3M | 07/25/2026 | Morgan Stanley<br> Capital<br> Services LLC | 1,900,000 USD | 21209 |  | 21209 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | USD SOFR | 1.90% | 6M/3M | 08/27/2029 | Morgan Stanley<br> Capital<br> Services LLC | 1,650,000 USD | $78575 | $— | $78575 |
|  Pays | USD SOFR | 3.17% | M/M | 05/04/2032 | Morgan Stanley<br> Capital<br> Services LLC | 6,500,000 USD | 190221 |  | 190221 |
|  Pays | USD SOFR | 0.66% | 6M/3M | 03/11/2035 | Morgan Stanley<br> Capital<br> Services LLC | 1,500,000 USD | 361494 |  | 361494 |
|  Pays | USD SOFR | 3.49% | 1Y/1Y | 06/30/2038 | Morgan Stanley<br> Capital<br> Services LLC | 8,000,000 USD | 427617 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427617 |
|  Pays | JPY TONA | 0.69% | M/M | 09/29/2027 | Bank of America<br> Securities, Inc. | 429,000,000 JPY | 17209 |  | 17209 |
|  Receives | USD SOFR | 3.96% | M/M | 09/29/2027 | Bank of America<br> Securities, Inc. | (2100000) USD | 22243 | (308) | 22551 |
|  Pays | JPY TONA | 0.71% | M/M | 09/29/2027 | Bank of America<br> Securities, Inc. | 725,000,000 JPY | 27556 |  | 27556 |
|  Pays | USD SOFR | 3.68% | 1Y/1Y | 02/01/2034 | Morgan Stanley<br> Capital<br> Services LLC | 5,000,000 USD | 24281 |  | 24281 |
|  Receives | EUR-EURIBOR | 2.67% | 1Y/6M | 03/28/2039 | Bank of America<br> Securities, Inc. | (600000) EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21401) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 | (22864) |
|  Receives | EUR-EURIBOR | 2.65% | 1Y/6M | 04/04/2039 | Bank of America<br> Securities, Inc. | (600000) EUR | (22987) | 3728 | (26715) |
|  Receives | EUR-EURIBOR | 2.58% | 1Y/6M | 04/03/2034 | Bank of America<br> Securities, Inc. | (300000) EUR | (1159) | (297) | (862) |
|  Receives | EUR-EURIBOR | 2.61% | 1Y/6M | 04/04/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (9021) | (161) | (8860) |
|  Pays | USD SOFR | 3.83% | 1Y/1Y | 04/03/2034 | Bank of America<br> Securities, Inc. | 300,000 USD | (2291) | 86 | (2377) |
|  Receives | GBP SONIA | 3.72% | 1Y/1Y | 03/28/2039 | Bank of America<br> Securities, Inc. | (200000) GBP | (13611) | 289 | (13900) |
|  Pays | CAD CORRA | 3.45% | 6M/6M | 04/03/2034 | Bank of America<br> Securities, Inc. | 600,000 CAD | (14201) | 1452 | (15653) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | CAD CORRA | 3.48% | 6M/6M | 04/03/2034 | Bank of America<br> Securities, Inc. | 300,000 CAD | $(7681) | $2215 | $(9896) |
|  Receives | EUR-EURIBOR | 2.58% | 1Y/6M | 04/04/2034 | Bank of America<br> Securities, Inc. | (300000) EUR | (1173) | (3392) | 2219 |
|  Receives | EUR-EURIBOR | 2.61% | 1Y/6M | 04/04/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (8903) | (3176) | (5727) |
|  Pays | USD SOFR | 3.94% | 1Y/1Y | 04/04/2034 | Bank of America<br> Securities, Inc. | 300,000 USD | (4960) | 1119 | (6079) |
|  Pays | CAD CORRA | 3.60% | 6M/6M | 04/03/2034 | Bank of America<br> Securities, Inc. | 300,000 CAD | (9547) | 1362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10909) |
|  Receives | GBP SONIA | 3.72% | 1Y/1Y | 04/04/2039 | Bank of America<br> Securities, Inc. | (200000) GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13635) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4113) | (9522) |
|  Receives | EUR-EURIBOR | 2.71% | 1Y/6M | 04/05/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (6166) | (246) | (5920) |
|  Pays | CAD CORRA | 3.62% | 6M/6M | 04/04/2034 | Bank of America<br> Securities, Inc. | 300,000 CAD | (9875) | 863 | (10738) |
|  Pays | SEK STIBOR | 2.55% | 1Y/3M | 04/06/2054 | Bank of America<br> Securities, Inc. | 1,300,000 SEK | 13185 | 343 | 12842 |
|  Receives | EUR-EURIBOR | 2.68% | 1Y/6M | 04/11/2034 | Bank of America<br> Securities, Inc. | (300000) EUR | 1592 | 1237 | 355 |
|  Receives | EUR-EURIBOR | 2.69% | 1Y/6M | 04/12/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (6766) | 695 | (7461) |
|  Pays | USD SOFR | 3.97% | 1Y/1Y | 04/10/2034 | Bank of America<br> Securities, Inc. | 300,000 USD | (5652) | (280) | (5372) |
|  Receives | GBP SONIA | 3.82% | 1Y/1Y | 04/04/2039 | Bank of America<br> Securities, Inc. | (200000) GBP | (10781) | 657 | (11438) |
|  Pays | SEK STIBOR | 2.54% | 1Y/3M | 04/08/2054 | Bank of America<br> Securities, Inc. | 1,300,000 SEK | 13419 | (474) | 13893 |
|  Pays | CAD CORRA | 3.56% | 6M/6M | 04/10/2034 | Bank of America<br> Securities, Inc. | 300,000 CAD | (8822) | 101 | (8923) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | EUR-EURIBOR | 2.71% | 1Y/6M | 04/12/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | $(6240) | $(522) | $(5718) |
|  Pays | USD SOFR | 4.02% | 1Y/1Y | 04/10/2034 | Bank of America<br> Securities, Inc. | 300,000 USD | (6936) | 711 | (7647) |
|  Pays | USD SOFR | 4.02% | 1Y/1Y | 04/11/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | (894) | 658 | (1552) |
|  Pays | CAD CORRA | 3.61% | 6M/6M | 04/10/2034 | Bank of America<br> Securities, Inc. | 300,000 CAD | (9681) | 372 | (10053) |
|  Receives | EUR-EURIBOR | 2.73% | 1Y/6M | 04/12/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (5631) | 1610 | (7241) |
|  Pays | SEK STIBOR | 2.55% | 1Y/3M | 04/13/2054 | Bank of America<br> Securities, Inc. | 1,300,000 SEK | 13286 | 527 | 12759 |
|  Receives | EUR-EURIBOR | 2.72% | 1Y/6M | 04/15/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (6076) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1351) | (4725) |
|  Pays | CAD CORRA | 3.71% | 6M/6M | 04/12/2034 | Bank of America<br> Securities, Inc. | 300,000 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11321) | 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11606) |
|  Receives | EUR-EURIBOR | 2.76% | 1Y/6M | 04/18/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (4850) | 2410 | (7260) |
|  Receives | GBP SONIA | 3.96% | 1Y/1Y | 04/12/2039 | Bank of America<br> Securities, Inc. | (200000) GBP | (6404) | 2175 | (8579) |
|  Receives | EUR-EURIBOR | 2.76% | 1Y/6M | 04/18/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (4967) | (1709) | (3258) |
|  Receives | EUR-EURIBOR | 2.75% | 1Y/6M | 04/18/2034 | Bank of America<br> Securities, Inc. | (300000) EUR | 3302 | (1780) | 5082 |
|  Pays | SEK STIBOR | 2.62% | 1Y/3M | 04/20/2054 | Bank of America<br> Securities, Inc. | 1,300,000 SEK | 11514 | 2015 | 9499 |
|  Receives | EUR-EURIBOR | 2.78% | 1Y/6M | 04/22/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (4486) | (22) | (4464) |
|  Pays | CAD CORRA | 3.88% | 6M/6M | 05/01/2034 | Bank of America<br> Securities, Inc. | 300,000 CAD | (13943) | (773) | (13170) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | GBP SONIA | 4.11% | 1Y/1Y | 04/29/2039 | Bank of America<br> Securities, Inc. | (200000) GBP | $(2205) | $855 | $(3060) |
|  Pays | USD SOFR | 4.25% | 1Y/1Y | 05/06/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | (5855) | 314 | (6169) |
|  Pays | CAD CORRA | 3.61% | 6M/6M | 05/08/2034 | Bank of America<br> Securities, Inc. | 300,000 CAD | (9503) | (716) | (8787) |
|  Pays | CAD CORRA | 3.67% | 6M/6M | 05/15/2034 | Bank of America<br> Securities, | 300,000 CAD | (10332) | 365 | (10697) |
|  Pays | EUR-EURIBOR | 2.79% | 1Y/6M | 05/22/2034 | Bank of America<br> Securities, Inc. | 300,000 EUR | (4146) | 197 | (4343) |
|  Receives | AUD BBSW | 4.56% | 6M/6M | 05/23/2039 | Bank of America<br> Securities, Inc. | (200000) AUD | (4481) | (147) | (4334) |
|  Pays | EUR-EURIBOR | 2.79% | 1Y/6M | 05/24/2039 | Bank of America<br> Securities, Inc. | 200,000 EUR | 4559 | 689 | 3870 |
|  Receives | AUD BBSW | 4.42% | 6M/6M | 05/25/2054 | Bank of America<br> Securities, Inc. | (300000) AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17617) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15700) |
|  Pays | EUR-EURIBOR | 2.84% | 1Y/6M | 05/30/2039 | Bank of America<br> Securities, Inc. | 200,000 EUR | 3123 | (23) | 3146 |
|  Receives | AUD BBSW | 4.57% | 6M/6M | 05/30/2039 | Bank of America<br> Securities, Inc. | (500000) AUD | (10776) | (4524) | (6252) |
|  Pays | EUR-EURIBOR | 2.84% | 1Y/6M | 05/31/2034 | Bank of America<br> Securities, Inc. | 300,000 EUR | (5539) | 1137 | (6676) |
|  Pays | EUR-EURIBOR | 2.89% | 1Y/6M | 06/06/2039 | Bank of America<br> Securities, Inc. | 200,000 EUR | 1610 | 594 | 1016 |
|  Receives | GBP SONIA | 4.07% | 1Y/1Y | 06/03/2039 | Bank of America<br> Securities, Inc. | (200000) GBP | (3232) | 2282 | (5514) |
|  Pays | EUR-EURIBOR | 2.78% | 1Y/6M | 06/07/2039 | Bank of America<br> Securities, Inc. | 200,000 EUR | 4703 | (37) | 4740 |
|  Receives | GBP SONIA | 3.89% | 1Y/1Y | 06/08/2054 | Bank of America<br> Securities, Inc. | (100000) GBP | (12638) | 73 | (12711) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | USD SOFR | 3.91% | 1Y/1Y | 06/13/2039 | Bank of America<br> Securities, Inc. | (200000) USD | $(1726) | $(2893) | $1167 |
|  Receives | USD SOFR | 3.91% | 1Y/1Y | 06/12/2034 | Bank of America<br> Securities, Inc. | (300000) USD | 4378 | (3246) | 7624 |
|  Pays | EUR-EURIBOR | 2.80% | 1Y/6M | 06/19/2034 | Bank of America<br> Securities, Inc. | 300,000 EUR | (4028) | 796 | (4824) |
|  Receives | GBP SONIA | 3.79% | 1Y/1Y | 06/17/2054 | Bank of America<br> Securities, Inc. | (100000) GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14820) | (437) | (14383) |
|  Pays | SEK STIBOR | 2.33% | 1Y/3M | 06/22/2054 | Bank of America<br> Securities, Inc. | 1,200,000 SEK | 17997 | (301) | 18298 |
|  Pays | EUR-EURIBOR | 2.75% | 1Y/6M | 06/24/2039 | Bank of America<br> Securities, Inc. | 200,000 EUR | 5731 | 825 | 4906 |
|  Pays | USD SOFR | 3.81% | 1Y/1Y | 06/21/2036 | Morgan Stanley<br> Capital<br> Services LLC | 1,500,000 USD | 3756 |  | 3756 |
|  Pays | SEK STIBOR | 2.33% | 1Y/3M | 06/26/2054 | Bank of America<br> Securities, Inc. | 1,300,000 SEK | 19544 | 1355 | 18189 |
|  Receives | GBP SONIA | 3.86% | 1Y/1Y | 06/27/2039 | Bank of America<br> Securities, Inc. | (200000) GBP | (9638) | 608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10246) |
|  Pays | CAD CORRA | 3.33% | 6M/6M | 07/02/2054 | Bank of America<br> Securities, Inc. | 100,000 CAD | 2461 | (394) | 2855 |
|  Receives | GBP SONIA | 3.95% | 1Y/1Y | 07/01/2039 | Bank of America<br> Securities, Inc. | (200000) GBP | (6916) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1315) | (5601) |
|  Receives | USD SOFR | 4.05% | 1Y/1Y | 07/05/2034 | Bank of America<br> Securities, Inc. | (300000) USD | 7571 | 478 | 7093 |
|  Pays | CAD CORRA | 3.36% | 6M/6M | 07/03/2054 | Bank of America<br> Securities, Inc. | 100,000 CAD | 2061 | 1659 | 402 |
|  Receives | CHF SARON | 1.09% | 1Y/1Y | 07/06/2054 | Bank of America<br> Securities, Inc. | (100000) CHF | 4997 | (536) | 5533 |
|  Pays | CAD CORRA | 3.47% | 6M/6M | 07/06/2054 | Bank of America<br> Securities, Inc. | 100,000 CAD | 580 | 86 | 494 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | SEK STIBOR | 2.37% | 1Y/3M | 07/13/2054 | Bank of America<br> Securities, Inc. | 1,300,000 SEK | $19216 | $711 | $18505 |
|  Pays | CAD CORRA | 3.35% | 6M/6M | 07/10/2054 | Bank of America<br> Securities, Inc. | 100,000 CAD | 2086 | 124 | 1962 |
|  Receives | GBP SONIA | 3.93% | 1Y/1Y | 07/10/2054 | Bank of America<br> Securities, Inc. | (100000) GBP | (11731) | 676 | (12407) |
|  Pays | CAD CORRA | 3.35% | 6M/6M | 07/29/2054 | Bank of America<br> Securities, Inc. | 100,000 CAD | 2198 | (715) | 2913 |
|  Receives | CAD CORRA | 3.13% | 6M/6M | 07/30/2029 | Bank of America<br> Securities, Inc. | (500000) CAD | 6690 | 490 | 6200 |
|  Pays | CAD CORRA | 3.26% | 6M/6M | 07/31/2054 | Bank of America<br> Securities, Inc. | 100,000 CAD | 3333 | (422) | 3755 |
|  Receives | CAD CORRA | 3.04% | 6M/6M | 08/01/2029 | Bank of America<br> Securities, Inc. | (500000) CAD | 5532 | 197 | 5335 |
|  Pays | SEK STIBOR | 2.11% | 1Y/3M | 08/10/2054 | Bank of America<br> Securities, Inc. | 1,200,000 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22960 |
|  Pays | CAD CORRA | 3.10% | 6M/6M | 08/10/2054 | Bank of America<br> Securities, Inc. | 100,000 CAD | 5486 | 597 | 4889 |
|  Pays | CAD CORRA | 3.13% | 6M/6M | 08/10/2054 | Bank of America<br> Securities, Inc. | 100,000 CAD | 5124 | 486 | 4638 |
|  Receives | USD SOFR | 3.28% | 1Y/1Y | 12/17/2026 | Bank of America<br> Securities, Inc. | (700000) USD | (1244) |  | (1244) |
|  Receives | CAD CORRA | 2.98% | 6M/6M | 08/21/2034 | Bank of America<br> Securities, Inc. | (300000) CAD | (1080) | 342 | (1422) |
|  Pays | SEK STIBOR | 2.12% | 1Y/3M | 08/20/2054 | Bank of America<br> Securities, Inc. | 1,200,000 SEK | 24197 | (534) | 24731 |
|  Receives | USD SOFR | 3.44% | 1Y/1Y | 08/21/2034 | Bank of America<br>Securities, Inc. | (300000) USD | (6411) | 684 | (7095) |
|  Receives | USD SOFR | 3.10% | 1Y/1Y | 12/20/2027 | Bank of America<br>Securities, Inc. | (465000) USD | (313) |  | (313) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | CAD CORRA | 2.90% | 6M/6M | 08/23/2034 | Bank of America<br>Securities, Inc. | (300000) CAD | $(2438) | $(459) | $(1979) |
|  Pays | EUR-EURIBOR | 2.45% | 1Y/6M | 08/27/2029 | Bank of America<br>Securities, Inc. | 600,000 EUR | (981) | (143) | (838) |
|  Pays | EUR-EURIBOR | 2.47% | 1Y/6M | 08/28/2034 | Bank of America<br>Securities, Inc. | 300,000 EUR | 9591 | (115) | 9706 |
|  Receives | CAD CORRA | 2.91% | 6M/6M | 08/28/2034 | Bank of America<br>Securities, Inc. | (300000) CAD | (2299) | (162) | (2137) |
|  Receives | USD SOFR | 3.36% | 1Y/1Y | 08/28/2034 | Bank of America<br>Securities, Inc. | (300000) USD | (8270) | 369 | (8639) |
|  Pays | GBP SONIA | 3.69% | 1Y/1Y | 08/28/2029 | Bank of America<br>Securities, Inc. | 500,000 GBP | (1949) | 1881 | (3830) |
|  Pays | GBP SONIA | 3.73% | 1Y/1Y | 08/28/2029 | Bank of America<br>Securities, Inc. | 500,000 GBP | (3077) | 397 | (3474) |
|  Pays | EUR-EURIBOR | 2.59% | 1Y/6M | 08/30/2039 | Bank of America<br>Securities, Inc. | 200,000 EUR | 13116 | (689) | 13805 |
|  Receives | USD SOFR | 3.10% | 1Y/1Y | 07/14/2028 | Bank of America<br>Securities, Inc. | (545000) USD | (839) |  | (839) |
|  Receives | USD SOFR | 3.10% | 1Y/1Y | 06/30/2028 | Bank of America<br>Securities, Inc. | (1080000) USD | (1610) |  | (1610) |
|  Receives | AUD BBSW | 4.04% | 6M/6M | 08/30/2034 | Bank of America<br>Securities, Inc. | (300000) AUD | (9249) | (1128) | (8121) |
|  Receives | GBP SONIA | 3.79% | 1Y/1Y | 09/01/2054 | Bank of America<br>Securities, Inc. | (100000) GBP | (14766) | (402) | (14364) |
|  Pays | GBP SONIA | 3.75% | 1Y/1Y | 08/30/2029 | Bank of America<br>Securities, Inc. | 500,000 GBP | (3380) | (938) | (2442) |
|  Pays | JPY TONA | 0.69% | 1Y/1Y | 09/07/2028 | Bank of America<br>Securities, Inc. | 1,700,000,000 JPY | 156132 |  | 156132 |
|  Pays | SEK STIBOR | 2.23% | 1Y/3M | 09/07/2054 | Bank of America<br>Securities, Inc. | 1,100,000 SEK | 19642 | (49) | 19691 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | EUR-EURIBOR | 2.57% | 1Y/6M | 09/06/2039 | Bank of America<br>Securities, Inc. | 200,000 EUR | $13746 | $(771) | $14517 |
|  Pays | GBP SONIA | 3.64% | 1Y/1Y | 09/05/2029 | Bank of America<br>Securities, Inc. | 500,000 GBP | (884) | (752) | (132) |
|  Receives | GBP SONIA | 3.58% | 1Y/1Y | 09/17/2054 | Bank of America<br>Securities, Inc. | (100000) GBP | (19473) | 427 | (19900) |
|  Pays | EUR-EURIBOR | 2.48% | 1Y/6M | 09/20/2039 | Bank of America<br>Securities, Inc. | 200,000 EUR | 16317 | 1131 | 15186 |
|  Receives | GBP SONIA | 3.58% | 1Y/1Y | 09/18/2054 | Bank of America<br>Securities, Inc. | (100000) GBP | (19333) | (1293) | (18040) |
|  Pays | CAD CORRA | 2.88% | 6M/6M | 09/21/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 8469 | 217 | 8252 |
|  Receives | CAD CORRA | 2.60% | 6M/6M | 09/19/2029 | Bank of America<br>Securities, Inc. | (500000) CAD | (741) | (183) | (558) |
|  Pays | CAD CORRA | 2.93% | 6M/6M | 09/21/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 7919 | 846 | 7073 |
|  Receives | CAD CORRA | 2.82% | 6M/6M | 09/25/2034 | Bank of America<br>Securities, Inc. | (300000) CAD | (4101) | (842) | (3259) |
|  Receives | GBP SONIA | 3.70% | 1Y/1Y | 09/21/2054 | Bank of America<br>Securities, Inc. | (100000) GBP | (16843) | (353) | (16490) |
|  Pays | CAD CORRA | 2.94% | 6M/6M | 09/23/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 7676 | 436 | 7240 |
|  Receives | CAD CORRA | 2.63% | 6M/6M | 09/24/2029 | Bank of America<br>Securities, Inc. | (500000) CAD | (353) | 355 | (708) |
|  Pays | CAD CORRA | 2.97% | 6M/6M | 09/24/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 7350 | (194) | 7544 |
|  Pays | CAD CORRA | 2.97% | 6M/6M | 09/28/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 7267 | 599 | 6668 |
|  Receives | GBP SONIA | 3.73% | 1Y/1Y | 09/25/2054 | Bank of America<br>Securities, Inc. | (100000) GBP | (16135) | (1316) | (14819) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | CAD CORRA | 2.67% | 6M/6M | 09/27/2029 | Bank of America<br>Securities, Inc. | (500000) CAD | $134 | $(165) | $299 |
|  Pays | CAD CORRA | 3.02% | 6M/6M | 09/28/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 6651 | (14) | 6665 |
|  Pays | CAD CORRA | 3.03% | 6M/6M | 10/01/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 6586 | (464) | 7050 |
|  Pays | CAD CORRA | 2.97% | 6M/6M | 10/02/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 7374 | (414) | 7788 |
|  Receives | EUR-EURIBOR | 2.43% | 1Y/6M | 10/07/2039 | Bank of America<br>Securities, Inc. | (200000) EUR | (17905) | (1021) | (16884) |
|  Pays | CAD CORRA | 3.04% | 6M/6M | 10/05/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 6371 | 387 | 5984 |
|  Receives | EUR-EURIBOR | 2.47% | 6M/1Y | 10/10/2039 | Bank of America<br>Securities, Inc. | (200000) EUR | (15730) | (1336) | (14394) |
|  Pays | CAD CORRA | 3.10% | 6M/6M | 10/07/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 5606 | 887 | 4719 |
|  Receives | EUR-EURIBOR | 2.43% | 1Y/6M | 10/09/2034 | Bank of America<br>Securities, Inc. | (300000) EUR | (11278) | (940) | (10338) |
|  Pays | USD SOFR | 3.43% | 1Y/1Y | 10/09/2054 | Bank of America<br>Securities, Inc. | 100,000 USD | 12476 | 733 | 11743 |
|  Pays | SEK STIBOR | 2.27% | 1Y/3M | 10/09/2054 | Bank of America<br>Securities, Inc. | 1,100,000 SEK | 19423 | 2584 | 16839 |
|  Receives | USD SOFR | 3.49% | 1Y/1Y | 10/04/2034 | Morgan Stanley<br>Capital Services<br>LLC | (2500000) USD | (44969) | (819) | (44150) |
|  Pays | CAD CORRA | 3.20% | 6M/6M | 10/09/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 4306 | 367 | 3939 |
|  Pays | USD SOFR | 3.47% | 1Y/1Y | 10/13/2054 | Bank of America<br>Securities, Inc. | 100,000 USD | 11641 | 559 | 11082 |
|  Pays | CAD CORRA | 3.19% | 6M/6M | 10/13/2054 | Bank of America<br>Securities, Inc. | 100,000 CAD | 4350 | 307 | 4043 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | SEK STIBOR | 2.47% | 1Y/3M | 10/11/2034 | Bank of America<br> Securities, Inc. | (2800000) SEK | $(8611) | $178 | $(8789) |
|  Receives | CAD CORRA | 2.86% | 6M/6M | 10/16/2029 | Bank of America<br> Securities, Inc. | (500000) CAD | 2788 | 875 | 1913 |
|  Pays | USD SOFR | 3.71% | 1Y/1Y | 10/17/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | 6127 | (1208) | 7335 |
|  Receives | SEK STIBOR | 2.46% | 1Y/3M | 10/17/2034 | Bank of America<br> Securities, Inc. | (2800000) SEK | (8970) | 1720 | (10690) |
|  Receives | EUR-EURIBOR | 2.50% | 1Y/6M | 10/18/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (15978) | 795 | (16773) |
|  Receives | SEK STIBOR | 2.38% | 1Y/3M | 10/18/2034 | Bank of America<br> Securities, Inc. | (2800000) SEK | (10960) | 734 | (11694) |
|  Pays | USD SOFR | 3.63% | 1Y/1Y | 10/18/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | 7735 | (503) | 8238 |
|  Receives | EUR-EURIBOR | 2.47% | 1Y/6M | 10/21/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (16940) | (222) | (16718) |
|  Pays | USD SOFR | 3.62% | 1Y/1Y | 10/21/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | 8055 | 1781 | 6274 |
|  Pays | GBP SONIA | 3.81% | 1Y/1Y | 10/17/2039 | Bank of America<br> Securities, Inc. | 200,000 GBP | 11256 | 350 | 10906 |
|  Receives | EUR-EURIBOR | 2.48% | 6M/1Y | 10/24/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (15453) | 212 | (15665) |
|  Pays | USD SOFR | 3.70% | 1Y/1Y | 10/24/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | 6341 | (400) | 6741 |
|  Pays | USD SOFR | 3.70% | 1Y/1Y | 10/24/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | 6330 | 1205 | 5125 |
|  Receives | SEK STIBOR | 2.21% | 1Y/3M | 10/24/2029 | Bank of America<br> Securities, Inc. | (5900000) SEK | (4765) | (1432) | (3333) |
|  Receives | EUR-EURIBOR | 2.53% | 1Y/6M | 10/24/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (15179) | (76) | (15103) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | USD SOFR | 3.81% | 1Y/1Y | 10/24/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | $3948 | $(325) | $4273 |
|  Receives | EUR-EURIBOR | 2.55% | 1Y/6M | 10/25/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (14782) | 535 | (15317) |
|  Pays | USD SOFR | 3.81% | 1Y/1Y | 10/25/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | 3905 | 794 | 3111 |
|  Pays | USD SOFR | 3.84% | 1Y/1Y | 10/28/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | 3239 | (988) | 4227 |
|  Receives | SEK STIBOR | 2.43% | 1Y/3M | 10/30/2034 | Bank of America<br> Securities, Inc. | (3000000) SEK | (10730) | 94 | (10824) |
|  Pays | USD SOFR | 3.80% | 1Y/1Y | 10/31/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | 4068 | (560) | 4628 |
|  Receives | EUR-EURIBOR | 2.50% | 1Y/6M | 10/31/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (16099) | 4 | (16103) |
|  Pays | USD SOFR | 3.82% | 1Y/1Y | 10/31/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | 3545 | 147 | 3398 |
|  Receives | EUR-EURIBOR | 2.40% | 1Y/6M | 10/31/2034 | Bank of America<br> Securities, Inc. | (300000) EUR | (12430) | (373) | (12057) |
|  Receives | GBP SONIA | 3.86% | 1Y/1Y | 10/29/2029 | Bank of America<br> Securities, Inc. | (500000) GBP | 6554 | (791) | 7345 |
|  Receives | EUR-EURIBOR | 2.51% | 1Y/6M | 11/04/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (15906) | (115) | (15791) |
|  Receives | CAD CORRA | 2.89% | 6M/6M | 11/01/2029 | Bank of America<br> Securities, Inc. | (500000) CAD | 3099 | 274 | 2825 |
|  Pays | GBP SONIA | 4.07% | 1Y/1Y | 10/31/2039 | Bank of America<br> Securities, Inc. | 200,000 GBP | 3868 | 961 | 2907 |
|  Receives | EUR-EURIBOR | 2.46% | 1Y/6M | 11/07/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (17267) | (554) | (16713) |
|  Receives | GBP SONIA | 4.05% | 1Y/1Y | 11/01/2029 | Bank of America<br> Securities, Inc. | (500000) GBP | 11212 | (643) | 11855 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | EUR-EURIBOR | 2.50% | 1Y/6M | 11/08/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | $(16187) | $769 | $(16956) |
|  Pays | GBP SONIA | 4.14% | 1Y/1Y | 11/07/2039 | Bank of America<br> Securities, Inc. | 200,000 GBP | 1863 | 1367 | 496 |
|  Pays | GBP SONIA | 4.12% | 1Y/1Y | 11/06/2054 | Bank of America<br> Securities, Inc. | 100,000 GBP | 7370 | 1267 | 6103 |
|  Pays | GBP SONIA | 4.07% | 1Y/1Y | 11/09/2054 | Bank of America<br> Securities, Inc. | 100,000 GBP | 8541 | (73) | 8614 |
|  Receives | USD SOFR | 3.75% | 1Y/1Y | 11/16/2054 | Bank of America<br> Securities, Inc. | (100000) USD | (6835) | (714) | (6121) |
|  Receives | EUR-EURIBOR | 2.40% | 1Y/6M | 11/18/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (18910) | 1447 | (20357) |
|  Pays | GBP SONIA | 4.07% | 1Y/1Y | 11/21/2039 | Bank of America<br> Securities, Inc. | 200,000 GBP | 3940 | (968) | 4908 |
|  Receives | USD SOFR | 3.77% | 1Y/1Y | 11/23/2054 | Bank of America<br> Securities, Inc. | (100000) USD | (6479) | 868 | (7347) |
|  Receives | GBP SONIA | 3.93% | 1Y/1Y | 11/26/2029 | Bank of America<br> Securities, Inc. | (500000) GBP | 8430 | (3) | 8433 |
|  Receives | EUR-EURIBOR | 2.16% | 6M/1Y | 12/05/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (24589) | 161 | (24750) |
|  Receives | EUR-EURIBOR | 2.15% | 6M/1Y | 12/06/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (24945) | (520) | (24425) |
|  Receives | EUR-EURIBOR | 2.15% | 6M/1Y | 12/09/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (24885) | (160) | (24725) |
|  Pays | GBP SONIA | 3.93% | 1Y/1Y | 12/07/2054 | Bank of America<br> Securities, Inc. | 100,000 GBP | 11582 | (74) | 11656 |
|  Pays | GBP SONIA | 3.99% | 1Y/1Y | 12/11/2054 | Bank of America<br> Securities, Inc. | 100,000 GBP | 10297 | 191 | 10106 |
|  Receives | EUR-EURIBOR | 2.27% | 1Y/6M | 12/19/2039 | Bank of America<br> Securities, Inc. | (200000) EUR | (22660) | (503) | (22157) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | USD SOFR | 3.89% | 1Y/1Y | 12/19/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | $2320 | $360 | $1960 |
|  Pays | USD SOFR | 3.94% | 1Y/1Y | 12/19/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | 1088 | (576) | 1664 |
|  Receives | GBP SONIA | 4.07% | 1Y/1Y | 12/18/2029 | Bank of America<br> Securities, Inc. | (500000) GBP | 11901 | (641) | 12542 |
|  Receives | USD SOFR | 3.79% | 1Y/1Y | 08/24/2054 | Bank of America<br> Securities, Inc. | (850000) USD | (58199) |  | (58199) |
|  Receives | USD SOFR | 3.75% | 1Y/1Y | 09/02/2059 | Bank of America<br> Securities, Inc. | (550000) USD | (43614) |  | (43614) |
|  Pays | USD SOFR | 4.09% | 1Y/1Y | 12/27/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | (2157) | (900) | (1257) |
|  Pays | USD SOFR | 4.13% | 1Y/1Y | 12/27/2039 | Bank of America<br> Securities, Inc. | 200,000 USD | (3012) | 712 | (3724) |
|  Pays | USD SOFR | 4.09% | 1Y/1Y | 01/02/2035 | Bank of America<br> Securities, Inc. | 300,000 USD | (7901) | 471 | (8372) |
|  Pays | GBP SONIA | 4.22% | 1Y/1Y | 12/29/2054 | Bank of America<br> Securities, Inc. | 100,000 GBP | 5243 | 952 | 4291 |
|  Receives | SEK STIBOR | 2.81% | 1Y/3M | 01/09/2040 | Bank of America<br> Securities, Inc. | (2200000) SEK | (2055) | 2971 | (5026) |
|  Receives | EUR-EURIBOR | 2.44% | 6M/1Y | 01/09/2040 | Bank of America<br> Securities, Inc. | (200000) EUR | (19675) | (67) | (19608) |
|  Pays | USD SOFR | 4.09% | 1Y/1Y | 01/08/2035 | Bank of America<br> Securities, Inc. | 300,000 USD | (7911) | (243) | (7668) |
|  Receives | EUR-EURIBOR | 2.49% | 6M/1Y | 01/09/2040 | Bank of America<br> Securities, Inc. | (200000) EUR | (18350) | (984) | (17366) |
|  Receives | EUR-EURIBOR | 2.53% | 6M/1Y | 01/10/2040 | Bank of America<br> Securities, Inc. | (200000) EUR | (17095) | (442) | (16653) |
|  Receives | USD SOFR | 3.94% | 1Y/1Y | 09/02/2059 | Bank of America<br> Securities, Inc. | (650000) USD | (33438) |  | (33438) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | EUR-EURIBOR | 2.60% | 1Y/6M | 01/16/2040 | Bank of America<br> Securities, Inc. | (200000) EUR | $(10228) | $(324) | $(9904) |
|  Pays | CAD CORRA | 3.22% | 6M/6M | 01/14/2055 | Bank of America<br> Securities, Inc. | 100,000 CAD | 3929 | 523 | 3406 |
|  Pays | USD SOFR | 4.30% | 1Y/1Y | 01/16/2035 | Bank of America<br> Securities, Inc. | 300,000 USD | (13293) | 141 | (13434) |
|  Receives | SEK STIBOR | 2.88% | 3M/1Y | 01/17/2040 | Bank of America<br> Securities, Inc. | (2200000) SEK | (7446) | 869 | (8315) |
|  Receives | CAD CORRA | 2.93% | 6M/6M | 01/17/2030 | Bank of America<br> Securities, Inc. | (500000) CAD | 3795 | (193) | 3988 |
|  Pays | GBP SONIA | 4.35% | 1Y/1Y | 01/18/2055 | Bank of America<br> Securities, Inc. | 100,000 GBP | 2258 | 341 | 1917 |
|  Receives | SEK STIBOR | 2.70% | 3M/1Y | 01/24/2040 | Bank of America<br> Securities, Inc. | (2200000) SEK | (12477) | 729 | (13206) |
|  Pays | USD SOFR | 4.17% | 1Y/1Y | 01/24/2040 | Bank of America<br> Securities, Inc. | 200,000 USD | (3510) | (353) | (3157) |
|  Receives | JPY TONA | 1.83% | 1Y/1Y | 02/03/2055 | Bank of America<br> Securities, Inc. | (14700000) JPY | (17937) | 289 | (18226) |
|  Receives | CAD CORRA | 2.59% | 6M/6M | 02/04/2030 | Bank of America<br> Securities, Inc. | (500000) CAD | (1497) | 156 | (1653) |
|  Pays | USD SOFR | 4.02% | 1Y/1Y | 02/04/2030 | Bank of America<br> Securities, Inc. | 300,000 USD | (6397) | (68) | (6329) |
|  Receives | CHF SARON | 0.29% | 1Y/1Y | 02/04/2030 | Bank of America<br> Securities, Inc. | (800000) CHF | 3955 | 1856 | 2099 |
|  Pays | USD SOFR | 4.03% | 1Y/1Y | 02/05/2030 | Bank of America<br> Securities, Inc. | 500,000 USD | (10978) | (219) | (10759) |
|  Pays | USD SOFR | 4.07% | 1Y/1Y | 02/06/2030 | Bank of America<br> Securities, Inc. | 500,000 USD | (11759) | (570) | (11189) |
|  Receives | CAD CORRA | 2.53% | 6M/6M | 02/05/2030 | Bank of America<br> Securities, Inc. | (500000) CAD | (2531) | 599 | (3130) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | USD SOFR | 4.02% | 1Y/1Y | 02/07/2030 | Bank of America<br> Securities, Inc. | 500,000 USD | $(10705) | $(1836) | $(8869) |
|  Receives | CAD CORRA | 2.49% | 6M/6M | 02/06/2030 | Bank of America<br> Securities, Inc. | (500000) CAD | (3180) | 658 | (3838) |
|  Receives | CAD CORRA | 2.45% | 6M/6M | 02/07/2030 | Bank of America<br> Securities, Inc. | (500000) CAD | (3782) | (848) | (2934) |
|  Receives | CAD CORRA | 2.59% | 6M/6M | 02/11/2030 | Bank of America<br> Securities, Inc. | (500000) CAD | (1629) | 1028 | (2657) |
|  Pays | USD SOFR | 4.28% | 1Y/1Y | 02/21/2040 | Bank of America<br> Securities, Inc. | 200,000 USD | (6145) | (1039) | (5106) |
|  Receives | EUR-EURIBOR | 1.51% | 6M/1Y | 02/18/2075 | Bank of America<br> Securities, Inc. | (500000) EUR | (43964) | 1529 | (45493) |
|  Pays | EUR-EURIBOR | 2.13% | 1Y/6M | 02/19/2055 | Bank of America<br> Securities, Inc. | 300,000 EUR | 54602 | 113 | 54489 |
|  Receives | CAD CORRA | 2.65% | 6M/6M | 02/19/2030 | Bank of America<br> Securities, Inc. | (500000) CAD | (707) | 225 | (932) |
|  Receives | GBP SONIA | 3.25% | 1Y/1Y | 02/15/2075 | Bank of America<br> Securities, Inc. | (720000) GBP | (19553) | (181) | (19372) |
|  Pays | GBP SONIA | 4.45% | 1Y/1Y | 02/15/2055 | Bank of America<br> Securities, Inc. | 280,000 GBP | 15335 | (387) | 15722 |
|  Receives | EUR-EURIBOR | 1.55% | 6M/1Y | 02/22/2075 | Bank of America<br> Securities, Inc. | (300000) EUR | (25448) | 579 | (26027) |
|  Pays | EUR-EURIBOR | 2.22% | 1Y/6M | 02/22/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 16985 | 4 | 16981 |
|  Pays | GBP SONIA | 4.50% | 1Y/1Y | 02/19/2055 | Bank of America<br> Securities, Inc. | 320,000 GBP | 15396 | 152 | 15244 |
|  Receives | GBP SONIA | 3.31% | 1Y/1Y | 02/19/2075 | Bank of America<br> Securities, Inc. | (760000) GBP | (18320) | 387 | (18707) |
|  Receives | GBP SONIA | 3.33% | 1Y/1Y | 02/22/2075 | Bank of America<br> Securities, Inc. | (700000) GBP | (16031) | 738 | (16769) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | GBP SONIA | 4.54% | 1Y/1Y | 02/22/2055 | Bank of America<br> Securities, Inc. | 300,000 GBP | $13125 | $(283) | $13408 |
|  Pays | CHF SARON | 0.58% | 1Y/1Y | 02/26/2035 | Bank of America<br> Securities, Inc. | 200,000 CHF | (555) | 1819 | (2374) |
|  Receives | USD SOFR | 4.11% | 1Y/1Y | 02/26/2035 | Bank of America<br> Securities, Inc. | (300000) USD | 8362 | 329 | 8033 |
|  Pays | GBP SONIA | 4.47% | 1Y/1Y | 02/26/2055 | Bank of America<br> Securities, Inc. | 300,000 GBP | 15506 | (1939) | 17445 |
|  Receives | GBP SONIA | 3.28% | 1Y/1Y | 02/25/2075 | Bank of America<br> Securities, Inc. | (800000) GBP | (20398) | 1896 | (22294) |
|  Pays | EUR-EURIBOR | 2.16% | 1Y/6M | 03/01/2055 | Bank of America<br> Securities, Inc. | 200,000 EUR | 35608 | (319) | 35927 |
|  Receives | EUR-EURIBOR | 1.50% | 6M/1Y | 02/26/2075 | Bank of America<br> Securities, Inc. | (200000) EUR | (17714) | 383 | (18097) |
|  Pays | CHF SARON | 0.58% | 1Y/1Y | 02/28/2035 | Bank of America<br> Securities, Inc. | 200,000 CHF | (368) | (765) | 397 |
|  Receives | USD SOFR | 3.89% | 1Y/1Y | 02/28/2035 | Bank of America<br> Securities, Inc. | (300000) USD | 2547 | 224 | 2323 |
|  Pays | GBP SONIA | 4.40% | 1Y/1Y | 02/26/2055 | Bank of America<br> Securities, Inc. | 600,000 GBP | 36105 | 1539 | 34566 |
|  Receives | GBP SONIA | 3.23% | 1Y/1Y | 02/26/2075 | Bank of America<br> Securities, Inc. | (1400000) GBP | (39382) | (190) | (39192) |
|  Pays | GBP SONIA | 4.22% | 1Y/1Y | 02/26/2055 | Bank of America<br> Securities, Inc. | 100,000 GBP | 5176 | (457) | 5633 |
|  Receives | EUR-EURIBOR | 1.49% | 6M/1Y | 03/04/2075 | Bank of America<br> Securities, Inc. | (500000) EUR | (44465) | 486 | (44951) |
|  Pays | EUR-EURIBOR | 2.43% | 1Y/6M | 03/05/2040 | Bank of America<br> Securities, Inc. | 200,000 EUR | 15618 | 696 | 14922 |
|  Pays | EUR-EURIBOR | 2.16% | 1Y/6M | 03/05/2055 | Bank of America<br> Securities, Inc. | 300,000 EUR | 53112 | 34 | 53078 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | CAD CORRA | 2.53% | 6M/6M | 02/28/2030 | Bank of America<br> Securities, Inc. | (500000) CAD | $(2567) | $235 | $(2802) |
|  Receives | USD SOFR | 3.80% | 1Y/1Y | 03/04/2030 | Bank of America<br> Securities, Inc. | (500000) USD | 5705 | (656) | 6361 |
|  Receives | USD SOFR | 3.84% | 1Y/1Y | 03/05/2035 | Bank of America<br> Securities, Inc. | (300000) USD | 1419 | (947) | 2366 |
|  Receives | USD SOFR | 3.90% | 1Y/1Y | 03/05/2040 | Bank of America<br> Securities, Inc. | (200000) USD | (2833) | (954) | (1879) |
|  Pays | GBP SONIA | 4.15% | 1Y/1Y | 02/27/2040 | Bank of America<br> Securities, Inc. | 200,000 GBP | 2169 | 606 | 1563 |
|  Pays | GBP SONIA | 4.44% | 1Y/1Y | 03/01/2055 | Bank of America<br> Securities, Inc. | 300,000 GBP | 16556 | 386 | 16170 |
|  Receives | GBP SONIA | 3.25% | 1Y/1Y | 02/26/2075 | Bank of America<br> Securities, Inc. | (800000) GBP | (21622) | 13 | (21635) |
|  Pays | EUR-EURIBOR | 2.43% | 1Y/6M | 03/05/2040 | Bank of America<br> Securities, Inc. | 200,000 EUR | 15785 | 2114 | 13671 |
|  Pays | CHF SARON | 0.49% | 1Y/1Y | 03/05/2035 | Bank of America<br> Securities, Inc. | 200,000 CHF | 1883 | 1855 | 28 |
|  Receives | USD SOFR | 3.86% | 1Y/1Y | 03/05/2040 | Bank of America<br> Securities, Inc. | (200000) USD | (3884) | (839) | (3045) |
|  Receives | EUR-EURIBOR | 1.62% | 6M/1Y | 03/08/2075 | Bank of America<br> Securities, Inc. | (200000) EUR | (15980) | (96) | (15884) |
|  Pays | EUR-EURIBOR | 2.28% | 1Y/6M | 03/08/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 16123 | 50 | 16073 |
|  Pays | EUR-EURIBOR | 2.31% | 1Y/6M | 03/08/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 19844 | 138 | 19706 |
|  Receives | CAD CORRA | 2.36% | 6M/6M | 03/05/2030 | Bank of America<br> Securities, Inc. | (500000) CAD | (5194) | 334 | (5528) |
|  Receives | USD SOFR | 3.68% | 1Y/1Y | 03/06/2030 | Bank of America<br> Securities, Inc. | (500000) USD | 2957 | 985 | 1972 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | USD SOFR | 3.81% | 1Y/1Y | 03/06/2040 | Bank of America<br> Securities, Inc. | (200000) USD | $(4972) | $489 | $(5461) |
|  Pays | GBP SONIA | 4.42% | 1Y/1Y | 03/05/2055 | Bank of America<br> Securities, Inc. | 300,000 GBP | 17234 | (743) | 17977 |
|  Receives | GBP SONIA | 3.24% | 1Y/1Y | 03/04/2075 | Bank of America<br> Securities, Inc. | (700000) GBP | (19172) | 928 | (20100) |
|  Pays | EUR-EURIBOR | 2.35% | 1Y/6M | 03/08/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 18901 | 2706 | 16195 |
|  Pays | CHF SARON | 0.53% | 1Y/1Y | 03/07/2035 | Bank of America<br> Securities, Inc. | 200,000 CHF | 851 | 1387 | (536) |
|  Receives | USD SOFR | 3.89% | 1Y/1Y | 03/07/2040 | Bank of America<br> Securities, Inc. | (200000) USD | (3181) | 954 | (4135) |
|  Pays | EUR-EURIBOR | 2.72% | 1Y/6M | 03/12/2040 | Bank of America<br> Securities, Inc. | 200,000 EUR | 7205 | 2372 | 4833 |
|  Receives | USD SOFR | 3.79% | 1Y/1Y | 03/11/2030 | Bank of America<br> Securities, Inc. | (500000) USD | 5630 | (467) | 6097 |
|  Pays | GBP SONIA | 4.29% | 1Y/1Y | 03/06/2040 | Bank of America<br> Securities, Inc. | 200,000 GBP | (2173) | 790 | (2963) |
|  Receives | USD SOFR | 3.93% | 1Y/1Y | 03/12/2040 | Bank of America<br> Securities, Inc. | (200000) USD | (2256) | (955) | (1301) |
|  Pays | EUR-EURIBOR | 2.74% | 1Y/6M | 03/12/2040 | Bank of America<br> Securities, Inc. | 200,000 EUR | 6686 | 1200 | 5486 |
|  Pays | EUR-EURIBOR | 2.53% | 1Y/6M | 03/11/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 14574 | 1428 | 13146 |
|  Pays | GBP SONIA | 4.33% | 1Y/1Y | 03/08/2055 | Bank of America<br> Securities, Inc. | 100,000 GBP | 2768 | (406) | 3174 |
|  Pays | CHF SARON | 0.84% | 1Y/1Y | 03/15/2055 | Bank of America<br> Securities, Inc. | 100,000 CHF | 3015 | 2432 | 583 |
|  Receives | EUR-EURIBOR | 1.89% | 6M/1Y | 03/18/2075 | Bank of America<br> Securities, Inc. | (3500000) EUR | (210729) | 7020 | (217749) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | EUR-EURIBOR | 2.61% | 1Y/6M | 03/19/2055 | Bank of America<br> Securities, Inc. | 1,900,000 EUR | $225431 | $(2239) | $227670 |
|  Pays | GBP SONIA | 4.67% | 1Y/1Y | 03/15/2055 | Bank of America<br> Securities, Inc. | 200,000 GBP | 5510 | 228 | 5282 |
|  Receives | GBP SONIA | 3.41% | 1Y/1Y | 03/15/2075 | Bank of America<br> Securities, Inc. | (600000) GBP | (11279) | 180 | (11459) |
|  Receives | GBP SONIA | 4.00% | 1Y/1Y | 03/14/2030 | Bank of America<br> Securities, Inc. | (500000) GBP | 9163 | (375) | 9538 |
|  Receives | CHF SARON | 0.79% | 1Y/1Y | 03/20/2035 | Bank of America<br> Securities, Inc. | (200000) CHF | 5607 | (386) | 5993 |
|  Pays | USD SOFR | 3.97% | 1Y/1Y | 03/20/2040 | Bank of America<br> Securities, Inc. | 200,000 USD | 1218 | 418 | 800 |
|  Receives | GBP SONIA | 3.99% | 1Y/1Y | 03/19/2030 | Bank of America<br> Securities, Inc. | (500000) GBP | 8955 | (104) | 9059 |
|  Pays | USD SOFR | 3.79% | 1Y/1Y | 03/21/2030 | Bank of America<br> Securities, Inc. | 500,000 USD | (5660) | 824 | (6484) |
|  Receives | SEK STIBOR | 3.07% | 1Y/3M | 03/26/2040 | Bank of America<br> Securities, Inc. | (1900000) SEK | 4357 | 1061 | 3296 |
|  Receives | CHF SARON | 0.78% | 1Y/1Y | 03/27/2035 | Bank of America<br> Securities, Inc. | (200000) CHF | 5230 | (285) | 5515 |
|  Receives | EUR-EURIBOR | 2.63% | 6M/1Y | 03/31/2055 | Bank of America<br> Securities, Inc. | (100000) EUR | (14140) | (551) | (13589) |
|  Receives | SEK STIBOR | 3.07% | 1Y/3M | 04/03/2040 | Bank of America<br> Securities, Inc. | (1900000) SEK | 3452 | 977 | 2475 |
|  Receives | CHF SARON | 0.70% | 1Y/1Y | 04/02/2035 | Bank of America<br> Securities, Inc. | (200000) CHF | 3371 | 889 | 2482 |
|  Pays | USD SOFR | 4.02% | 1Y/1Y | 04/02/2040 | Bank of America<br> Securities, Inc. | 200,000 USD | 205 | (1089) | 1294 |
|  Pays | EUR-EURIBOR | 2.78% | 1Y/6M | 04/03/2040 | Bank of America<br> Securities, Inc. | 200,000 EUR | 5720 | (2089) | 7809 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | USD SOFR | 3.65% | 1Y/1Y | 04/03/2030 | Bank of America<br> Securities, Inc. | (500000) USD | $2400 | $505 | $1895 |
|  Receives | GBP SONIA | 3.99% | 1Y/1Y | 04/02/2030 | Bank of America<br> Securities, Inc. | (500000) GBP | 8887 | (171) | 9058 |
|  Pays | EUR-EURIBOR | 2.59% | 1Y/6M | 04/07/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 13103 | (789) | 13892 |
|  Receives | EUR-EURIBOR | 2.29% | 6M/1Y | 04/08/2030 | Bank of America<br> Securities, Inc. | (500000) EUR | (10913) | 2111 | (13024) |
|  Receives | SEK STIBOR | 2.58% | 3M/1Y | 04/08/2030 | Bank of America<br> Securities, Inc. | (4800000) SEK | (1886) | 3895 | (5781) |
|  Pays | EUR-EURIBOR | 2.68% | 1Y/6M | 04/09/2040 | Bank of America<br> Securities, Inc. | 200,000 EUR | 8668 | (2629) | 11297 |
|  Receives | EUR-EURIBOR | 2.56% | 1Y/6M | 04/09/2035 | Bank of America<br> Securities, Inc. | (300000) EUR | (4465) | 2574 | (7039) |
|  Pays | EUR-EURIBOR | 2.54% | 1Y/6M | 04/08/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 14266 | (2905) | 17171 |
|  Pays | CAD CORRA | 2.89% | 6M/6M | 04/07/2055 | Bank of America<br> Securities, Inc. | 100,000 CAD | 8384 | (1371) | 9755 |
|  Receives | USD SOFR | 3.59% | 1Y/1Y | 04/07/2035 | Morgan Stanley<br> Capital Services<br>LLC | (3500000) USD | (60417) | (1215) | (59202) |
|  Pays | USD SOFR | 3.73% | 1Y/1Y | 04/07/2040 | Morgan Stanley<br> Capital Services<br>LLC | 3,500,000 USD | 123147 | (115) | 123262 |
|  Pays | CAD CORRA | 2.83% | 6M/6M | 04/08/2055 | Bank of America<br> Securities, Inc. | 100,000 CAD | 9184 | 1270 | 7914 |
|  Receives | JPY TONA | 1.68% | 1Y/1Y | 04/09/2055 | Bank of America<br> Securities, Inc. | (13300000) JPY | (19295) | 3247 | (22542) |
|  Receives | EUR-EURIBOR | 2.60% | 6M/1Y | 04/10/2035 | Bank of America<br> Securities, Inc. | (300000) EUR | (10437) | 590 | (11027) |
|  Receives | GBP SONIA | 3.86% | 1Y/1Y | 04/08/2030 | Bank of America<br> Securities, Inc. | (500000) GBP | 5123 | 1197 | 3926 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | USD SOFR | 3.78% | 1Y/1Y | 04/10/2040 | Bank of America<br> Securities, Inc. | 200,000 USD | $5629 | $594 | $5035 |
|  Pays | CAD CORRA | 2.99% | 6M/6M | 04/09/2055 | Bank of America<br> Securities, Inc. | 100,000 CAD | 7021 | (38) | 7059 |
|  Pays | USD SOFR | 3.73% | 1Y/1Y | 04/12/2055 | Bank of America<br> Securities, Inc. | 100,000 USD | 7682 | 449 | 7233 |
|  Receives | EUR-EURIBOR | 2.57% | 6M/1Y | 04/11/2035 | Bank of America<br> Securities, Inc. | (300000) EUR | (11698) | (1136) | (10562) |
|  Pays | EUR-EURIBOR | 2.53% | 1Y/6M | 04/12/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 14723 | 1218 | 13505 |
|  Pays | USD SOFR | 3.80% | 1Y/1Y | 04/12/2055 | Bank of America<br> Securities, Inc. | 100,000 USD | 6424 | 2372 | 4052 |
|  Pays | EUR-EURIBOR | 2.51% | 1Y/6M | 04/14/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 14987 | 523 | 14464 |
|  Receives | CHF SARON | 0.55% | 1Y/1Y | 04/16/2035 | Bank of America<br> Securities, Inc. | (200000) CHF | (638) | (20) | (618) |
|  Receives | CHF SARON | 0.72% | 1Y/1Y | 04/16/2040 | Bank of America<br> Securities, Inc. | (100000) CHF | (1395) | 193 | (1588) |
|  Pays | USD SOFR | 3.83% | 1Y/1Y | 04/10/2035 | Morgan Stanley<br> Capital Services<br>LLC | 2,200,000 USD | (6436) | 9710 | (16146) |
|  Receives | EUR-EURIBOR | 2.55% | 6M/1Y | 04/16/2035 | Bank of America<br> Securities, Inc. | (300000) EUR | (12207) | (1183) | (11024) |
|  Pays | EUR-EURIBOR | 2.49% | 1Y/6M | 04/15/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 15659 | 792 | 14867 |
|  Receives | EUR-EURIBOR | 2.57% | 6M/1Y | 04/16/2035 | Bank of America<br> Securities, Inc. | (300000) EUR | (11717) | 2213 | (13930) |
|  Pays | EUR-EURIBOR | 2.44% | 1Y/6M | 04/20/2055 | Bank of America<br> Securities, Inc. | 100,000 EUR | 16861 | (457) | 17318 |
|  Pays | GBP SONIA | 3.86% | 1Y/1Y | 04/15/2030 | Bank of America<br> Securities, Inc. | 500,000 GBP | (5285) | (855) | (4430) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | EUR-EURIBOR | 2.42% | 1Y/6M | 04/20/2055 | Bank of America<br>Securities, Inc. | 100,000 EUR | $17263 | $1404 | $15859 |
|  Receives | USD SOFR | 4.01% | 1Y/1Y | 04/17/2040 | Bank of America<br> Securities, Inc. | (200000) USD | (431) | (50) | (381) |
|  Pays | USD CPURNSA | 2.82% | M/M | 04/25/2027 | Bank of America<br> Securities, Inc. | 11,000,000 USD | (81273) |  | (81273) |
|  Pays | USD CPURNSA | 2.86% | M/M | 04/28/2027 | Bank of America<br> Securities, Inc. | 3,000,000 USD | (24632) |  | (24632) |
|  Receives | USD SOFR | 3.47% | 1Y/1Y | 05/22/2028 | Bank of America<br> Securities, Inc. | (3450000) USD | 15392 |  | 15392 |
|  Receives | USD SOFR | 4.33% | 1Y/1Y | 08/24/2054 | Bank of America<br> Securities, Inc. | (1300000) USD | (22837) |  | (22837) |
|  Receives | USD SOFR | 4.19% | 1Y/1Y | 09/02/2059 | Bank of America<br> Securities, Inc. | (400000) USD | (5652) |  | (5652) |
|  Pays | USD CPURNSA | 2.85% | M/M | 06/05/2027 | Bank of America<br> Securities, Inc. | 10,000,000 USD | (57584) |  | (57584) |
|  Pays | USD CPURNSA | 2.54% | M/M | 06/05/2030 | Bank of America<br> Securities, Inc. | 10,000,000 USD | (49937) |  | (49937) |
|  Pays | USD CPURNSA | 2.61% | M/M | 07/16/2035 | Bank of America<br> Securities, Inc. | 21,500,000 USD | (317321) |  | (317321) |
|  Pays | USD CPURNSA | 2.98% | M/M | 07/17/2027 | Bank of America<br> Securities, Inc. | 31,000,000 USD | (239662) |  | (239662) |
|  Receives | GBP SONIA | 3.61% | 1Y/1Y | 07/29/2075 | Bank of America<br> Securities, Inc. | (13900000) GBP | (107674) |  | (107674) |
|  Pays | GBP SONIA | 5.10% | 1Y/1Y | 07/30/2055 | Bank of America<br> Securities, Inc. | 3,700,000 GBP | (81937) |  | (81937) |
|  Pays | USD CPURNSA | 2.94% | M/M | 08/21/2027 | Bank of America<br> Securities, Inc. | 8,000,000 USD | (61158) |  | (61158) |
|  Pays | USD CPURNSA | 2.63% | M/M | 08/21/2030 | Bank of America<br> Securities, Inc. | 9,000,000 USD | (83197) |  | (83197) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | USD CPURNSA | 2.94% | M/M | 08/21/2027 | Bank of America<br> Securities, Inc. | 16,000,000 USD | $(121536) | $– $| (121536) |
|  Pays | USD CPURNSA | 2.62% | M/M | 08/21/2030 | Bank of America<br> Securities, Inc. | 13,000,000 USD | (114945) | – | (114945) |
|  Pays | USD CPURNSA | 2.63% | M/M | 08/21/2030 | Bank of America<br> Securities, Inc. | 16,000,000 USD | (147149) | – | (147149) |
|  Pays | USD CPURNSA | 2.93% | M/M | 08/21/2027 | Bank of America<br> Securities, Inc. | 8,000,000 USD | (60378) | – | (60378) |
|  Pays | USD CPURNSA | 2.95% | M/M | 08/22/2027 | Bank of America<br> Securities, Inc. | 20,000,000 USD | (156810) | – | (156810) |
|  Pays | USD CPURNSA | 2.94% | M/M | 08/22/2027 | Bank of America<br> Securities, Inc. | 8,000,000 USD | (62334) | – | (62334) |
|  Pays | USD CPURNSA | 2.95% | M/M | 08/22/2027 | Bank of America<br> Securities, Inc. | 8,000,000 USD | (63114) | – | (63114) |
|  Pays | USD CPURNSA | 2.99% | M/M | 08/26/2027 | Bank of America<br> Securities, Inc. | 16,000,000 USD | (141840) | – | (141840) |
|  Pays | USD CPURNSA | 3.00% | M/M | 08/27/2027 | Bank of America<br> Securities, Inc. | 9,000,000 USD | (81978) | – | (81978) |
|  Pays | USD SOFR | 3.73% | 1Y/1Y | 07/16/2035 | Bank of America<br> Securities, Inc. | 21,800,000 USD | 62486 | – | 62486 |
|  Pays | USD CPURNSA | 3.07% | M/M | 08/29/2027 | Bank of America<br> Securities, Inc. | 9,000,000 USD | (95564) | – | (95564) |
|  Pays | USD SOFR | 3.67% | 1Y/1Y | 07/16/2035 | Bank of America<br> Securities, Inc. | 11,000,000 USD | 87306 | – | 87306 |
|  Pays | USD SOFR | 3.67% | 1Y/1Y | 07/16/2035 | Bank of America<br> Securities, Inc. | 11,000,000 USD | 86844 | – | 86844 |
|  Pays | USD CPURNSA | 3.08% | M/M | 09/02/2027 | Bank of America<br> Securities, Inc. | 18,000,000 USD | (196601) | – | (196601) |
|  Pays | USD CPURNSA | 3.07% | M/M | 09/03/2027 | Bank of America<br> Securities, Inc. | 17,000,000 USD | (184614) | – | (184614) |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/<br>Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | USD CPURNSA | 3.03% | M/M | 09/05/2027 | Bank of America<br> Securities, Inc. | 4,000,000 USD | $(39714) | $— | $(39714) |
|  Pays | USD CPURNSA | 2.93% | M/M | 09/10/2027 | Bank of America<br> Securities, Inc. | 3,600,000 USD | (29105) |  | (29105) |
|  Pays | EUR-EURIBOR | 2.94% | 1Y/<br>6M | 10/04/2055 | Bank of America<br> Securities, Inc. | 700,000 EUR | 47827 |  | 47827 |
|  Receives | EUR ESTR | 1.99% | 1Y/<br>1Y | 03/20/2028 | Bank of America<br> Securities, Inc. | (16800000) EUR | (22096) |  | (22096) |
|  Pays | EUR-EURIBOR | 2.94% | 1Y/<br>6M | 10/04/2055 | Bank of America<br> Securities, Inc. | 1,500,000 EUR | 101792 |  | 101792 |
|  Pays | USD CPURNSA | 2.74% | M/M | 10/28/2027 | Bank of America<br> Securities, Inc. | 45,000,000 USD | (256494) |  | (256494) |
|  Pays | USD CPURNSA | 2.75% | M/M | 10/28/2027 | Bank of America<br> Securities, Inc. | 5,000,000 USD | (28983) |  | (28983) |
|  Receives | NZD BKBM | 3.57% | 3M/<br>6M | 03/19/2031 | Bank of America<br> Securities, Inc. | (13000000) NZD | (11988) |  | (11988) |
|  Pays | USD CPURNSA | 2.53% | M/M | 12/09/2027 | Bank of America<br> Securities, Inc. | 12,000,000 USD | (40638) |  | (40638) |
|  Pays | USD CPURNSA | 2.53% | M/M | 12/09/2027 | Bank of America<br> Securities, Inc. | 6,000,000 USD | (20146) |  | (20146) |
|  Pays | USD CPURNSA | 2.53% | M/M | 12/09/2027 | Bank of America<br> Securities, Inc. | 10,000,000 USD | (32423) |  | (32423) |
|  Pays | EUR CPTFEMU | 1.96% | M/M | 12/15/2035 | Bank of America<br> Securities, Inc. | 2,000,000 EUR | (9590) |  | (9590) |
|  Receives | CNY CNREPOFIX | 1.63% | 3M/<br>3M | 03/18/2031 | Bank of America<br> Securities, Inc. | (166000000) CNY | 46799 | (4180) | 50979 |
|  Receives | SEK STIBOR | 2.72% | 3M/<br>1Y | 03/19/2031 | Bank of America<br> Securities, Inc. | (73000000) SEK | 63887 |  | 63887 |
|  Receives | SEK STIBOR | 2.72% | 3M/<br>1Y | 03/19/2031 | Bank of America<br> Securities, Inc. | (219000000) SEK | 183271 |  | 183271 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | NZD BKBM | 3.68% | 3M/6M | 03/19/2031 | Bank of America<br> Securities, Inc. | (86500000) NZD | $183695 | $(8782) | $192477 |
|  Receives | INR MIBOR | 5.93% | 6M/6M | 03/18/2031 | Bank of America<br> Securities, Inc. | (3033000000) INR | (12589) | 144023 | (156612) |
|  Pays | EUR<br> CPTFEMU | 1.97% | M/M | 12/15/2035 | Bank of America<br> Securities, Inc. | 4,000,000 EUR | (24308) |  | (24308) |
|  Pays | EUR<br> CPTFEMU | 1.97% | M/M | 12/15/2035 | Bank of America<br> Securities, Inc. | 21,000,000 EUR | (128739) |  | (128739) |
|  Pays | USD<br> CPURNSA | 2.52% | M/M | 12/10/2027 | Bank of America<br> Securities, Inc. | 2,000,000 USD | (6390) |  | (6390) |
|  Pays | USD<br> CPURNSA | 2.45% | M/M | 12/10/2035 | Bank of America<br> Securities, Inc. | 3,000,000 USD | (13719) |  | (13719) |
|  Receives | CNY<br> CNREPOFIX | 1.62% | 3M/3M | 03/18/2031 | Bank of America<br> Securities, Inc. | (297000000) CNY | 64610 | (9427) | 74037 |
|  Receives | NZD BKBM | 3.80% | 3M/6M | 03/19/2031 | Bank of America<br> Securities, Inc. | (128000000) NZD | 668473 | 49960 | 618513 |
|  Receives | SEK STIBOR | 2.72% | 3M/1Y | 03/19/2031 | Bank of America<br> Securities, Inc. | (65000000) SEK | 56388 |  | 56388 |
|  Receives | USD SOFR | 3.32% | 1Y/1Y | 03/20/2028 | Bank of America<br> Securities, Inc. | (344000000) USD | 384822 | 47818 | 337004 |
|  Receives | SEK STIBOR | 2.68% | 3M/1Y | 03/19/2031 | Bank of America<br> Securities, Inc. | (24000000) SEK | 15487 |  | 15487 |
|  Receives | INR MIBOR | 6.00% | 6M/6M | 03/18/2031 | Bank of America<br> Securities, Inc. | (415000000) INR | 11560 |  | 11560 |
|  Receives | SGD SORA | 1.99% | 6M/6M | 03/18/2031 | Bank of America<br> Securities, Inc. | (10500000) SGD | 9513 |  | 9513 |
|  Pays | USD SOFR | 3.32% | 1Y/1Y | 09/22/2037 | Morgan Stanley<br> Capital<br> Services LLC | 1,400,000 USD | 78238 |  | 78238 |
|  Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | $741004 | $267182 | $473822 |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | |
|:---|:---|
| **Abbreviation Legend:** | **Abbreviation Legend:** |
| 1Y | Yearly |
| 3M | Quarterly |
| 6M | Semi-Annually |
| ADR | American Depository Receipt |
| ASX | Australian Securities Exchange |
| BBSW | Bank Bill Swap Rate |
| CBOE | Chicago Board Options Exchange |
| CBOT | Chicago Board of Trade |
| CME | Chicago Mercantile Exchange |
| CNREPOFIX | CFXS-Reuters to the floating-rate-index |
| COMEX | Commodities Exchange Center |
| CORRA | Canadian Overnight Repo Rate Average |
| CPTFEMU | Consumer Price Index - Total Excluding Tobacco for the European Monetary Union |
| CPURNSA | US CPI Urban Consumers NSA |
| ETF | Exchange-Traded Fund |
| Eurex | Eurex Exchange |
| EURIBOR | Euro Interbank Offered Rate |
| FTSE | Financial Times and Stock Exchange |
| FX | Foreign Exchange |
| ICE | Ice Futures Europe |
| LIFFE | London International Financial Futures and Options Exchange |
| LME | London Metal Exchange |
| M | Monthly |
| NYMEX | New York Mercantile Exchange |
| OSE | Osaka Exchange |
| OTC | Over the Counter |
| PIK | Payment in Kind |
| REIT | Real Estate Investment Trust |
| S&P | S&P 500 Index |
| SARON | Swiss Average Rate Overnight |
| SFE | ASX Trade24 |
| SGX | Singapore Exchange |
| SICAV | Société d'investissement à Capital Variable |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |
| SPDR | Standard and Poor's Depository Receipt |
| STIBOR | Stockholm Interbank Offered Rate |
| TBA | To Be Announced |
| TONA | Tokyo Overnight Average |
| **Currency Legend:** | **Currency Legend:** |
| AUD | Australia Dollar |
| BRL | Brazil Real |
| CAD | Canada Dollar |
| CHF | Switzerland Franc |
| CLP | Chile Peso |
| CNH | Chinese Renminbi |
| CNY | China Yuan Renminbi |
| COP | Colombia Peso |
| CZK | Czech Republic Koruna |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2025 (Unaudited)** 

---

| | |
|:---|:---|
| EGP | Egypt Pound |
| EUR | Euro Member Countries |
| GBP | United Kingdom Pound |
| HKD | Hong Kong Dollar |
| HUF | Hungary Forint |
| IDR | Indonesian Rupiah |
| ILS | Israel Shekel |
| INR | Indian Rupee |
| JPY | Japan Yen |
| KRW | Korean Won |
| MXN | Mexico Peso |
| NOK | Norway Krone |
| NZD | New Zealand Dollar |
| PEN | Peru Nuevo Sol |
| PHP | Philippines Peso |
| PLN | Poland Zloty |
| RON | Romania New Leu |
| SEK | Sweden Krona |
| SGD | Singapore Dollar |
| THB | Thailand Baht |
| TRY | Turkish Lira |
| TWD | Taiwan New Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

See Notes to Consolidated Financial Statements

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments** 

**For the Period Ended December 31, 2025 (Unaudited)** 

**1. Organization** 

Blackstone Alternative Investment Funds (the "Trust") is a Massachusetts business trust authorized to issue an unlimited number of shares of beneficial interest, which may be divided into different series and classes. The Trust is registered as an open-end management investment company under the Investment Company Act of 1940, as amended (the "1940 Act"). During the period ended December 31, 2025, the Trust consisted of a single series, Blackstone Alternative Multi-Strategy Fund (the "Fund"). The Fund commenced operations offering Class I Shares on June 16, 2014. The Fund also offers Class D Shares, Class Y Shares and Class R Shares. Class D Shares and Class Y Shares commenced operations on November 17, 2014 and January 28, 2015, respectively. As of December 31, 2025, the Fund had not issued any Class R Shares. The Fund operates as a diversified open-end investment company as defined in the 1940 Act.

The investment adviser of the Fund is Blackstone Alternative Investment Advisors LLC ("BAIA" or the "Investment Adviser"), a registered investment adviser under the Investment Advisers Act of 1940, as amended. The Board of Trustees (the "Board" and each member a "Trustee") of the Trust supervises the conduct of the Fund's affairs and has engaged BAIA to manage the Fund's day-to-day investment activities pursuant to an investment management agreement. The Fund's investment objective is to seek capital appreciation. In pursuing the Fund's investment objective, the Investment Adviser seeks to maintain an investment portfolio with, on average, lower volatility relative to the broader equity markets. The Investment Adviser seeks to achieve the Fund's objective principally by allocating the Fund's assets among a variety of non-traditional or alternative investment strategies. The Investment Adviser allocates the Fund's assets among sub-advisers with experience managing non-traditional or alternative investment strategies (the "Sub-Advisers") and among investment funds generally employing non-traditional or alternative investment strategies. The Investment Adviser also manages a portion of the Fund's assets directly and, from time to time, may instruct Sub-Advisers with respect to particular investments. The Investment Adviser may retain discretionary and non-discretionary Sub-Advisers for the Fund. Each discretionary Sub-Adviser is responsible for the day-to-day management of the portion of the Fund's assets that the Investment Adviser allocates to it. A non-discretionary Sub-Adviser implements its investment strategy in coordination with the Investment Adviser in the Investment Adviser's discretion. The Investment Adviser has the responsibility to oversee each Sub-Adviser (subject to the ultimate oversight of the Fund's Board). The Investment Adviser also is responsible for recommending the hiring, termination, and replacement of Sub-Advisers.

The Fund's assets may be invested in one or more of its three wholly-owned and controlled subsidiaries of the Fund (collectively, the "Subsidiaries"), each of which has the same investment objective as the Fund. One of the Fund's Subsidiaries, Blackstone Alternative Multi-Strategy Sub Fund II Ltd. (the "Cayman Subsidiary"), is a Cayman Islands exempted company. Both of the other Subsidiaries, Blackstone Alternative Multi-Strategy Sub Fund III L.L.C. (the "Domestic Subsidiary III") and Blackstone Alternative Multi-Strategy Sub Fund IV L.L.C. (the "Domestic Subsidiary IV"), are Delaware limited liability companies. The Cayman Subsidiary invests, directly or indirectly through the use of derivatives, in securities, commodities, and other assets. The Domestic Subsidiary III and the Domestic Subsidiary IV invest, directly or indirectly through the use of derivatives, in securities. The Consolidated Schedule of Investments includes the Schedule of Investments of the Fund and the three Subsidiaries. Except where context otherwise requires, the term "Fund" refers to the Fund together with the applicable Subsidiaries.

The Fund and the Cayman Subsidiary are each a commodity pool under the Commodity Exchange Act ("CEA") and are subject to regulation by the Commodity Futures Trading Commission ("CFTC"). BAIA, the commodity pool operator of the Fund and the Cayman Subsidiary, is registered as such with the CFTC, but has claimed relief under Rules 4.12(c)(3) and 4.7 under the CEA, respectively, from certain disclosure, reporting, and recordkeeping requirements otherwise applicable to commodity pools. Neither the Domestic Subsidiary III nor the Domestic Subsidiary IV intends to invest more than a de minimis level of its net assets in "commodity interests" (as defined under the CEA). Accordingly, BAIA is relying on CFTC No-Action Letter 12-38 with respect to the Domestic Subsidiary III and has claimed an exemption under Rule 4.13(a)(3) from registration as a commodity pool operator with respect to the Domestic Subsidiary IV.

Capitalized terms used, but not defined herein, shall have the meaning assigned to them in the Prospectus of the Fund.

**2. Basis of Presentation** 

The Fund's Consolidated Schedule of Investments is prepared in accordance with accounting principles generally accepted in the United States of America ("U.S. GAAP") and are stated in U.S. dollars, except as otherwise noted. The preparation of Consolidated Schedule of Investments in accordance with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amount of assets and liabilities, the disclosure of contingent assets and liabilities, and the reported amounts of income and expenses during the period. Actual results could differ from these estimates and these differences could be material.

The Fund is an investment company in accordance with Accounting Standards Codification 946, *Financial Services — Investment Companies* ("ASC 946"), which defines investment companies and prescribes specialized accounting and reporting requirements for investment companies.

**<u>Consolidation</u>** 

The Fund consolidates its investment in the Subsidiaries. All material intercompany balances and transactions have been eliminated.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

**3. Significant Accounting Policies** 

**<u>Valuation Policy</u>**

The net asset values ("NAV") of the Fund's shares are calculated as of the close of regular trading on the New York Stock Exchange ("NYSE") (generally 4:00 pm Eastern Time) on each day that the NYSE is open for business (a "Business Day").

For purposes of calculating the NAV for each class of shares, the Fund values its investments in securities, securities sold short, derivative financial instruments and other investments at market value if market quotations are readily available, and otherwise at fair value as determined in good faith by the Board of the Fund, or its designee. The Board has delegated the day to day responsibility for valuing portfolio securities, derivative financial instruments, and other investments, including investments in private funds (the "Valuation Process") to the Custodian and has delegated responsibility for the supervision of the Custodian's implementation of the Valuation Process to the Investment Adviser. In accordance with Rule 2a-5 under the 1940 Act, the Board has designated the Investment Adviser as the "valuation designee" of the Fund. Each of the Board and the Investment Adviser has established procedures for determining the value of the Fund's portfolio securities, including securities sold short, derivative financial instruments and other investments (together, the "investments") (together, the "Valuation Procedures"). Pursuant to the Valuation Procedures, if market quotations are not readily available (or are otherwise not reliable for a particular investment), the fair value will be determined, in good faith by the Investment Adviser, acting in its capacity as the valuation designee under Rule 2a-5 of the 1940 Act. Due to the inherent uncertainty, estimates of fair value may differ from the values that would have been used had a ready market for these investments existed and the differences could be material.

A market quotation is "readily available" only when that quotation is a quoted price (unadjusted) in active markets for identical investments that the Fund can access at the measurement date, provided that a quotation will not be "readily available" if it is not reliable. Accordingly, a security will not be considered to have readily available market quotations if its value is not determined solely by reference to Level 1 inputs in the fair value hierarchy outlined in U.S. GAAP, including where events occur after the close of the relevant market, but prior to the close of the NYSE, that materially affect the value of the Fund's investments. In addition, market quotes are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which securities trade do not open for trading for the entire day and no other market prices are available. The Board has delegated to the Investment Adviser the responsibility for monitoring significant events that may materially affect the values of the Fund's investments and for determining whether the value of the applicable investments should be re-evaluated in light of such significant events.

**<u>Fair Value Measurements</u>**

Fair value guidance defines fair value, establishes a framework for measuring fair value, and expands disclosures about fair value measurements. U.S. GAAP defines fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability (i.e., the exit price) in an orderly transaction between market participants at the measurement date.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for investments categorized in Level 3. The inputs or methodology used for valuing an investment are not necessarily an indication of the risk associated with investing in those securities.

Investments measured and reported at fair value are classified and disclosed in one of the following levels within the fair value hierarchy based on the lowest level of input that is significant to the fair value measurement:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – quoted prices are available in active markets for identical investments as of the measurement
date. The Fund does not adjust the quoted price for these investments.

The types of investments categorized within Level 1 generally include actively traded domestic and certain foreign equity securities, short-term investments and derivative financial instruments actively traded on recognized exchanges.

&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – quoted prices are available in markets that are not active or model inputs are based on inputs
that are either directly or indirectly observable as of the measurement date.

The types of investments categorized within Level 2 generally include certain foreign equities; fixed income securities including corporate and convertible bonds, loans, trade claims, sovereign debt obligations, U.S. Treasury obligations, and asset-backed and mortgage-backed securities; over-the-counter ("OTC") derivative financial instruments such as total return swaps, interest rate swaps, credit default swaps, OTC options; and forward foreign currency exchange contracts ("Forwards").

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – pricing inputs are unobservable and include instances where there is little, if any, market
activity for the investment. Inputs reflect the best estimate of what market participants would use in determining fair value of investments as of the measurement date.

Changes in valuation techniques may result in transfers in or out of an investment's assigned level within the fair value hierarchy.

Level 3 investments are valued by broker quotes, fair value models, or pricing services that may employ valuation techniques with unobservable inputs. At December 31, 2025, the total fair value of Level 3 investments was $67,780,124. The appropriateness of fair values for these securities are monitored on an ongoing basis, including through backtesting, pricing due diligence, unchanged price review, use of specialists, and consideration of macro security specific events.

The significant inputs and assumptions required to determine the change in fair value of the investments of the Fund are discussed in more detail below.

A description of the valuation techniques applied to the Fund's major categories of investments measured at fair value on a recurring basis are as follows:

*<u>Exchange-Traded Securities</u>*

Equity securities, including common stock, listed preferred stock, exchange-traded funds, special purpose acquisition companies, and derivative financial instruments, such as futures contracts and option contracts, that are traded on a recognized securities exchange or on the NASDAQ Global Market System ("NASDAQ") are valued at the last reported sales price (or the official closing price of certain foreign exchanges) or the NASDAQ official closing price, as applicable. For securities traded on more than one exchange, the last reported sales price on the exchange where the security is primarily traded is used. To the extent these securities and derivative financial instruments are actively traded and adjustments are not applied, they are categorized as Level 1 within the fair value hierarchy.

The Fund may use a third-party fair valuation service provider to value foreign equity securities that are primarily traded outside of North America and South America. The third-party fair valuation service provider calculates a factor ("Fair Value Factor") that is applied to adjust the last price of each such security in the event that there is movement in excess of a specified trigger, as measured by the movement between the prior close and the current close of the U.S. market. Foreign equities for which the last price has been adjusted by such factor will generally be categorized as Level 2 within the fair value hierarchy. As of December 31, 2025, a Fair Value Factor was applied to such securities.

*<u>Short-Term Investments</u>*

The Fund considers short-term, highly liquid investments with original maturities of 90 days or less when acquired to be short-term investments.

*<u>Derivative Financial Instruments</u>*

OTC derivative financial instruments, such as Forwards, OTC options contracts, or swap agreements, derive their value from underlying referenced instruments or obligations, indices, reference rates, and other inputs or a combination thereof. These contracts are normally valued by pricing service providers or based on broker-dealer quotations. Depending on the nature of the instruments and the terms of the transaction, the value of OTC derivative financial instruments can be estimated by a pricing service provider using a series of techniques, including industry standard pricing models. The pricing models use inputs that are observed from actively quoted markets such as issuer details, indices, spreads, yield curves, dividends and exchange rates. Derivative financial instruments that use similar valuation techniques and inputs as described above are categorized as Level 2 within the fair value hierarchy.

Centrally cleared swaps listed or traded on a multilateral or trade facility platform, such as a registered exchange, are valued at the daily settlement price determined by the clearing exchange. For centrally cleared credit default swaps, the clearing facility requires its members to provide actionable levels across complete term structures. These levels along with external third-party prices are used to produce daily settlement prices. Centrally cleared interest rate swaps are valued using a pricing model that references the underlying rates to produce the daily settlement price. These securities are categorized as Level 2 within the fair value hierarchy.

*<u>Fixed Income Securities</u>*

Fixed income securities, including corporate and convertible bonds, U.S. government sponsored agency securities, municipal bonds, U.S. Treasury obligations, foreign debt obligations, and bank debt are normally valued by pricing service providers on the basis of last available bid price. In determining the value of a particular investment, pricing service providers may use broker-dealer quotations, reported trades, or valuation estimates from their internal pricing models to determine the reported price that consider observable inputs. The pricing service providers' internal models use observable inputs such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 within the fair value hierarchy.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

Mortgage-related securities ("MBS") and asset-backed securities ("ABS") are usually issued as separate tranches, or classes, of securities within each deal. These securities are also generally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes, current market data, estimated cash flows and market-based yield spreads for each tranche, and in corporate deal collateral performance, as available. MBS and ABS that use similar valuation techniques and inputs as described above are categorized as Level 2 within the fair value hierarchy.

*<u>Investments in Investee Funds</u>*

The fair value of investments in unaffiliated investment funds (collectively, the "Investee Funds") is generally determined using the reported NAV per share of the Investee Fund, or its equivalent, as a practical expedient for fair value, unless the investment in the Investee Fund is traded on a recognized securities exchange and a quoted price is available as of the measurement date. If the Investee Fund is not traded on an exchange, the Fund may, as a practical expedient, estimate the fair value of an Investee Fund based on the reported NAV per share or its equivalent if the reported NAV per share or its equivalent of the Investee Fund is calculated in a manner consistent with the measurement principles applied to investment companies, in accordance with ASC 946. If the Investee Fund does not provide a reported NAV per share or its equivalent on a Business Day, the Investment Adviser shall estimate fair value in good faith and in a manner consistent with the Valuation Procedures.

**<u>Securities and Other Investments</u>**

*<u>Bank Debt</u>*

The Fund may invest in bank debt including, for example, corporate loans, trade claims, loan participations, direct debt, revolvers, bank loans, and bridge loans. The Fund invests in loans through novations, assignments, and participation interests. In a novation, the Fund typically assumes all of the rights of a lending institution, including the right to receive payments of principal and interest and other amounts directly from the borrower and to enforce its rights as a lender directly against the borrower. When the Fund takes an assignment of a loan, the Fund acquires some or all of the interest of another lender (or assignee) in the loan. In such cases, the Fund may be required generally to rely upon the assignor to demand payment and enforce rights under the loan. If the Fund acquires a participation in the loan, the Fund purchases an indirect interest in a loan held by a third-party and the Fund typically will have a contractual relationship only with the third-party loan investor, not with the borrower. As a result, the Fund may have the right to receive payments of principal, interest, and any fees to which it is entitled only from the loan investor selling the participation and only upon receipt by such loan investor of such payments from the borrower. In such cases, the Fund assumes the credit risk of both the borrower and the loan investor selling the participation, and the Fund may be unable to realize some or all of the value of its interest in the loan in the event of the insolvency of the third-party. Changes in the financial condition of the borrower or economic conditions or other circumstances may reduce the capacity of the borrower to make principal and interest payments on such instruments and may lead to defaults. Certain types of bank debt may have an associated partially funded or unfunded commitment. The unfunded commitments may or may not be funded by the Fund. At December 31, 2025, the Fund did not have any outstanding unfunded commitments.

*<u>Mortgage-Related and Other Asset-Backed Securities</u>*

The Fund may invest in MBS (residential and commercial) and other ABS. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, residential mortgage-backed securities, collateralized debt obligations, collateralized loan obligations, and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. MBS and other ABS represent interests in pools of mortgages, loans or other assets. MBS are created from pools of residential or commercial mortgage loans, including loans made by savings and loans institutions, mortgage bankers, commercial banks and others. These securities typically provide a monthly payment that consists of principal and/or interest payments. Interest payments may be determined by fixed or adjustable rates. MBS and ABS are subject to credit, interest rate, valuation liquidity, prepayment and extension risks.

*<u>Securities Sold Short</u>*

The Fund may sell securities short (a "Short Sale"). A Short Sale is a transaction whereby the Fund sells securities it does not own in anticipation of a decline in the market price of those securities, whereby the Fund's broker will execute a borrow transaction to deliver the securities resulting from the Fund's Short Sale. The Fund is obligated to repurchase the securities at the market price at the time of replacement. The Fund's obligations to replace the securities in connection with a Short Sale are secured by collateral.

Upon entering into a Short Sale, the Fund establishes a liability which is recorded as securities sold short on the Consolidated Schedule of Investments to represent securities due under the Short Sale agreement. The Fund is liable to pay any dividends declared and/or interest income earned during the period the Short Sale is open. These dividends and interest are recorded as dividend and interest expense on securities sold short.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

*<u>Commodities</u>*

The Fund is permitted to invest in California Carbon Allowances ("CCAs") or futures on CCAs, which are generally treated as commodity interests in this report. CCAs and other allowances (collectively, "Allowances") are valued according to their vintage based on market price or the number of Allowances delivered during the valuation month. ICE Futures U.S., Inc. ("ICE") will serve as the primary pricing source. When early vintage Allowances no longer have readily observable market prices from ICE, they will be valued using prices for later vintage Allowances. ICE lists widely-traded futures contracts for the Allowance market. These contracts result in the delivery of an Allowance at expiry. The ICE CCA contracts permit delivery of Allowances issued by California or any linked program (at this time Quebec and Ontario). Trading in these futures contracts are subject to ICE's market rules. ICE lists separate CCAs by vintage (e.g., 2022 Vintage, 2023 Vintage and 2024 Vintage). The most traded ICE CCA contracts allow delivery of the indicated vintage or an earlier vintage; hence a 2022 Vintage Allowance can be delivered against the 2023 Vintage Contract. This flexibility means futures contracts on earlier vintages are usually more liquid than, and worth at least as much as, later vintages.

*<u>Repurchase Agreements</u>*

The Fund may invest in repurchase agreements, which are short term investments whereby the Fund acquires ownership of a debt security and the seller agrees to repurchase the security at a future date at a specified price. When entering into repurchase agreements, it is the Fund's policy that the repurchase agreement be fully collateralized and that its custodian take possession of the underlying collateral securities. The repurchase counterparty has the ability to request additional collateral depending on the market value of the collateral security compared to the principal amount of the repurchase transaction in line with the agreement. To the extent that any repurchase transaction exceeds one Business Day, the value of the collateral is marked-to-market to ensure the adequacy of the collateral. If the seller defaults and the market value of the collateral declines or if bankruptcy proceedings are commenced with respect to the seller of the security, realization of the collateral by the Fund may be delayed or limited. The information required to be disclosed by FASB Accounting Standards Update ("ASU") No. 2011-11 for the Fund's investments in repurchase agreements as of December 31, 2025, including the fair value of the repurchase agreement and the amount of collateral, can be found in the Fund's Consolidated Schedule of Investments.

*<u>Reverse Repurchase Agreements</u>*

The Fund may enter into reverse repurchase agreements. In a reverse repurchase agreement, the Fund sells a security in exchange for cash to a financial institution, the counterparty, with a simultaneous agreement to repurchase the same or substantially the same security at an agreed upon price and date, under the terms of a Master Repurchase Agreement ("MRA"). The Fund is entitled to receive principal and interest payments, if any, made on the security delivered to the counterparty during the term of the agreement. Cash received in exchange for securities delivered plus accrued interest payments to be made by the Fund to counterparties is reflected as a liability. Reverse repurchase agreements involve the risk that the market value of the securities purchased with the proceeds from the sale of securities received by the Fund may decline below the price of the securities the Fund is obligated to repurchase. Reverse repurchase agreements also involve credit risk with the counterparty to the extent that the value of securities subject to repurchase exceeds the Fund's liability under the reverse repurchase agreement. Securities subject to repurchase under reverse repurchase agreements, if any, are designated as such in the Consolidated Schedule of Investments. Due to the short term nature of the reverse repurchase agreements, face value approximates fair value. As of December 31, 2025, the face value of open reverse repurchase agreements for the Fund was $0.

An MRA contains provisions for, among other things, initiation, income payments, events of default and maintenance of securities for repurchase agreements. An MRA also permits offsetting with collateral to create one single net payment in the event of default or similar events, including the bankruptcy or insolvency of a counterparty. The Fund may not use reverse repurchase agreements and related collateral governed by an MRA to offset derivatives contracts and related collateral governed by an ISDA or securities lending agreements ("SLA") and related collateral governed by an SLA (see Securities Lending below).

*<u>Securities Lending</u>*

The Fund may lend securities, through its agent, to certain qualified financial institutions. The loans are collateralized by cash in an amount at least equal to the market value of the securities loaned. The market value of securities loaned is determined daily and any additional required collateral is allocated to the Fund on the next Business Day. The initial collateral received by the Fund should have a value of at least 102% of the current value of loaned securities for U.S. securities and at least 105% for all other securities. The Fund will bear the risk of loss with respect to the investment of the cash collateral, as well as the possible loss of right to the collateral should the borrower fail financially. The advantage of such loans is that the Fund continues to receive income on loaned securities while earning returns on the cash amounts which may be reinvested for the purchase of investments in securities. As of December 31, 2025, there were no securities on loan.

The SLA entered into by the Fund provides the right, in the event of default, for the non-defaulting party to liquidate the collateral and calculate a net exposure to the defaulting party or request additional collateral. Under the agreement, the Fund can reinvest cash collateral.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

*<u>When-Issued and Delayed-Delivery Transactions</u>*

The Fund may engage in when-issued or delayed-delivery transactions. The Fund records when-issued or delayed-delivery securities on the trade date and maintains security positions such that sufficient liquid assets will be available to make payment for the securities purchased. Securities purchased on a when-issued or delayed-delivery basis are marked-to-market daily and begin earning interest on the settlement date. Losses may occur on these transactions due to changes in market conditions or the failure of counterparties to perform under the contract.

The Fund may transact in to-be announced securities ("TBAs"). As with other delayed-delivery transactions, a seller agrees to issue TBAs at a future date. However, the seller does not specify the particular securities to be delivered. Instead, the Fund agrees to accept any security that meets specified terms such as issuer, interest rate and terms of underlying mortgages. The Fund records TBAs on the trade date utilizing information associated with the specified terms of the transaction as opposed to the specific mortgages. TBAs are marked-to-market daily and begin earning interest on the settlement date. Losses may occur due to the fact that the actual underlying mortgages received may be less favorable than those anticipated by the Fund.

*<u>Restricted Securities</u>*

The Fund may purchase securities which are considered restricted. Restricted securities are securities that cannot be offered for public sale without first being registered under the Securities Act of 1933, as amended, or are subject to contractual restrictions on public sales. Many such restricted securities may be resold in the secondary market in transactions exempt from registration. The Fund will not incur any registration costs upon such resales. The Fund cannot demand registration of restricted securities. The Fund's restricted securities, like other securities, are priced in accordance with the Valuation Procedures. Restricted securities are identified in the Consolidated Schedule of Investments.

**4. Derivative Financial Instruments** 

In the normal course of business, the Fund enters into derivative financial instrument contracts for trading and/or economic hedging purposes to increase the returns of the Fund or to help manage certain risks such as credit risk, equity risk, interest rate risk, foreign currency exchange risk or other risk (e.g., inflation risk). These contracts may be transacted on a recognized exchange or OTC. The following disclosures contain information on how the Fund uses derivative financial instruments. The derivative financial instruments outstanding as of the period ended December 31, 2025 are disclosed in the Consolidated Schedule of Investments.

**<u>Forward Foreign Currency Exchange Contracts</u>** 

The Fund may enter into Forwards to obtain investment exposure, seek to enhance return or hedge or protect its portfolio holdings against the risk of future movements in certain foreign currency exchange rates. Forwards are agreements between two parties to receive or deliver a fixed quantity of foreign currency for an agreed-upon price on an agreed upon future date. The market value of a Forward fluctuates with the changes in foreign currency exchange rates. These contracts are valued daily and the change in market value is recorded as an unrealized gain or loss on Forwards. When a contract is closed, the Fund recognizes a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

The use of Forwards does not eliminate fluctuations in the underlying prices of the securities of the Fund, but it does establish a rate of exchange that can be achieved in the future. Although Forwards may limit the risk of loss due to a decline in the value of the currency holdings, they also limit any potential gain that might result should the value of the currency increase. In addition, the Fund could be exposed to losses if the counterparties to the contracts are unable to meet the terms of the contracts. The Fund's maximum potential loss from such contracts is the aggregate face value in U.S. dollars at the time the contract was opened.

**<u>Futures Contracts</u>** 

The Fund may enter into futures contracts to maintain investment exposure to a target asset class or to seek to enhance return. The Fund may be subject to fluctuations in equity prices, interest rates, commodity prices and foreign currency exchange rates in the normal course of pursuing its investment objective. Futures contracts are standardized agreements to buy or sell a security or deliver a final cash settlement price in connection with an index, interest rate, currency, or other asset. The Fund must deposit an amount ("initial margin") equal to a certain percentage of the face value of the futures contract. The initial margin may be in the form of cash or securities which is returned when the Fund's obligations under the contract have been satisfied. If cash is deposited as the initial margin, it is shown as segregated cash balance with broker for futures contracts. Futures contracts are marked-to-market daily and subsequent payments ("variation margin") are made or received by the Fund depending on whether unrealized gains or losses are incurred. When the contract is closed or expires, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. The potential risk to the Fund is that the change in value of futures contracts may not correspond to the change in the value of the hedge investments. In addition, losses may arise from changes in the value of the underlying

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

instrument, if interest or exchange rates move unexpectedly or if the counterparty is unable to perform. With futures, there is minimal counterparty credit risk to the Fund since futures are exchange traded and the exchanges' clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default.

**<u>Options Contracts</u>** 

The Fund may purchase and write call and put options. An option contract purchased by the Fund gives the Fund the right, but not the obligation, to buy (call) or sell (put) an underlying instrument at a fixed exercise price during a specified period. Call options written by the Fund give the holder the right to buy the underlying instrument from the Fund at a fixed exercise price; put options written by the Fund give the holder the right to sell the underlying instrument to the Fund at a fixed exercise price. The Fund may use options to hedge against changes in values of securities or currencies it owns or expects to own, to gain or to maintain exposure to interest rates, currencies or broad equity markets, to generate additional income or to enhance returns.

Options trading involve certain additional risks. Specific market movements of the option and the instruments underlying the option cannot be predicted. No assurance can be given that a liquid secondary market will exist for any particular option or at any particular time. The Fund might not be able to enter into a closing transaction for the option as a result of an illiquid market for the option. To realize any profit in the case of an option, therefore, the option holder would need to exercise the option and comply with margin requirements for the underlying instrument. A writer could not terminate the obligation until the option expired or the writer was assigned an exercise notice. The purchaser of an option is subject to the risk of losing the entire purchase price of the option. The writer of an option is subject to the risk of loss resulting from the difference between the premium received for the option and the price of the futures contract underlying the option that the writer must purchase or deliver upon exercise of the option. The writer of a naked option may have to purchase the underlying contract in the market for substantially more than the exercise price of the option in order to satisfy his delivery obligations. This could result in a large net loss.

Equity, foreign currency or index options that may be purchased or sold by the Fund may include options not traded on a securities exchange. The risk of nonperformance by the counterparty on such option may be greater and the ability of the Fund to enter into a closing transaction with respect to such option may be less than in the case of an exchange traded option.

The Fund may purchase or write interest rate swaption agreements, which are options to enter into a predefined swap agreement by some specific date in the future. The writer of the swaption becomes the counterparty to the swap if the buyer exercises. The interest rate swaption agreement will specify whether the buyer of the swaption will be a fixed-rate receiver or a fixed-rate payer upon exercise.

Purchases of put and call options are recorded as investments, the value of which are marked-to-market daily. When a purchased option expires without being exercised, the Fund will realize a loss equal to the premium paid. When the Fund enters into a closing sale transaction, the Fund will realize a gain or loss depending on whether the sales proceeds from the closing sale transaction are greater or less than the premium initially paid for the option. When the Fund exercises a put option, it will realize a gain or loss from the sale of the underlying instrument and the proceeds from such sale will be decreased by the premium originally paid for the put option. When the Fund exercises a call option, the cost of the security which the Fund purchases upon exercise will be increased by the premium originally paid for the call option. Realized gains and losses on purchased options are included in realized gains and losses on investments.

The premium received for a written option is recorded as an asset and an equivalent liability. The liability is marked-to-market daily in accordance with the option's valuation policy. When a written option expires without being exercised or the Fund enters into a closing purchase transaction, the Fund realizes a gain (or loss if the cost of the closing purchase transaction exceeds the premium received when the option was sold) without regard to any unrealized gain or loss on the underlying instrument and the liability related to such option is eliminated. When a written call option is exercised, the Fund realizes a gain or loss, as adjusted for the premium received, from the sale of the underlying instrument. When a written put option is exercised, the premium received is offset against the amount paid for the purchase of the underlying instrument.

**<u>Swap Agreements</u>** 

The Fund may enter into total return, interest rate, credit default, variance and volatility swap agreements ("Swaps"). Swaps are bilaterally negotiated agreements between the Fund and a counterparty in which the Fund and counterparty agree to make either periodic net payments on a specified notional amount or a net payment upon termination. Swaps are privately negotiated in the OTC market or may be executed in a multilateral or other trade facility platform, such as a registered exchange or swap execution facility ("centrally cleared swaps"). The Fund may enter into Swaps for the purposes of managing exposure to interest rate, credit or market risk, or for other purposes. In connection with these agreements, securities or cash ("segregated cash" or "collateral") may be paid or received, as applicable, by the Fund as collateral or margin in accordance with the terms of the respective Swaps to provide assets of value and recourse in the event of default or bankruptcy/insolvency. Securities posted by the Fund as collateral for swaps are identified in the Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

Swap transactions involve, to varying degrees, elements of interest rate, credit and market risk. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreements may default on its obligation to perform, or that there may be unfavorable changes in market conditions or interest rates. In addition, entering into Swaps involves documentation risk resulting from the possibility that the parties to a Swap may disagree as to the meaning of contractual terms in the agreement. The Fund's maximum risk of loss from counterparty credit risk is the discounted value of the net cash flows to be received from the counterparty over the contract's remaining life, to the extent that amount is positive, or the fair value of the contract. The risk may be mitigated by having an MNA between the Fund and the counterparty and by the posting of collateral by the counterparty to cover the Fund's exposure to the counterparty.

*Interest Rate Swaps:* The Fund may enter into OTC and/or centrally cleared interest rate swap contracts to hedge interest rate risk, to gain exposure on interest rates and to hedge prepayment risk. The Fund is subject to interest rate risk exposure in the normal course of pursuing their investment objectives. The Fund may hold fixed rate bonds, and the value of these bonds may decrease if interest rates rise. Interest rate swaps are agreements in which one party pays a stream of interest payments, either fixed or floating rate, for another party's stream of interest payments, either fixed or floating, on the same notional amount for a specified period of time. The Fund's maximum risk of loss from counterparty credit risk, as opposed to investment and other types of risk, in respect of interest rate swaps is typically the discounted net value of the cash flows to be received from the counterparty over the contracts remaining life, to the extent that amount is positive.

Interest rate swaps can be purchased or sold with an upfront premium. An upfront payment received by the Fund is recorded as a liability and an upfront payment made by the Fund is recorded as an asset. Interest rate swaps are marked-to-market daily and any change is recorded as an unrealized gain or loss on swaps. Daily fluctuations in the value of centrally cleared interest rate swaps are recorded as a receivable or payable for variation margin. Payments, including upfront premiums, received or made are recorded as realized gains or losses at the closing of the contract.

*Total Return Swaps:* The Fund may enter into total return swaps to obtain exposure to a security, index, market or other basket of securities without owning such security or investing directly in that security, index, market or other basket of securities or to transfer the risk/return of one market (e.g., fixed income) to another market (e.g., equity) (equity risk and/or interest rate risk). Total return swaps are agreements in which one party agrees to make periodic payments to another party based on the change in market value of the underlying instrument, which may include a specified security, index, basket of securities or securities indices during the specific period, in return for periodic payments based on a fixed or floating rate or the total return from other underlying assets. To the extent the total return of the instrument underlying the transaction exceeds or falls short of the offsetting interest rate obligation, the Fund will receive a payment from or make a payment to the counterparty. Total return swaps can also be structured without an interest payment, so that one party pays the other party if the value of the underlying instrument increases and receives payment from the other party if the value of the underlying asset decreases.

The Fund may utilize total return swaps on baskets of securities ("Basket Swaps") to a significant extent in order to obtain synthetic exposure to investment strategies. For a Basket Swap, the Fund or a Subsidiary makes payments to a counterparty (at either a fixed or variable rate) in exchange for receiving from the counterparty payments that reflect the return of a "basket" of securities, derivatives, and/or commodity interests identified by the Sub-Adviser (or the Investment Adviser). The Fund may also utilize structured notes ("Basket Notes") in which the Fund or a Subsidiary purchases a note from an issuer in exchange for receiving from the issuer payments that reflect the return of an account through which the Sub-Adviser (or the Investment Adviser) manages a portfolio reflecting a basket of securities, derivatives, and/or commodity interests. The Sub-Adviser (or the Investment Adviser) will select and manage the securities, derivatives, and/or commodity interests underlying the Basket Swap or the Basket Note in a manner consistent with the Fund's strategies. The Fund's investment returns on Basket Swaps or Basket Notes generally will correspond to the Fund's returns had the Sub-Adviser managed the notional equivalent of the Fund's assets directly (although returns on Basket Swaps or Basket Notes will be reduced by financing charges and trading costs incurred by the Basket Swap counterparty or Basket Note issuer). The Fund may obtain a significant portion of its investment exposure through Basket Swaps and/or Basket Notes.

*Credit Default Swaps:* The Fund may enter into OTC and/or centrally cleared credit default swap contracts to hedge credit risk, to hedge market risk, or to gain exposure on single-name issuers and/or baskets of securities.

In a credit default swap contract, the protection buyer typically makes an upfront payment and a periodic stream of payments to a counterparty, the protection seller, in exchange for the right to receive a contingent payment upon the occurrence of a credit event on the reference obligation or all other equally ranked obligations of the reference entity. Credit events are contract specific but may include bankruptcy, failure to pay, restructurings and obligation acceleration. An upfront payment received by the Fund or made by the Fund is recorded as a liability or asset respectively. Periodic payments received or paid by the Fund are recorded as realized gains or losses. Credit default swap contracts are marked-to-market daily and the change is recorded as an unrealized gain or loss on swaps. Upon the occurrence of a credit event, the difference between the par value and the market value of the reference obligation, net of any proportional amount of upfront payment, is recorded as a realized gain or loss on swaps.

*Variance Swaps:* A variance swap is a negotiated contract used to hedge or speculate on the magnitude of a price movement of an underlying asset, which can include exchange rates, interest rates, commodity price or the price of an index, i.e. the variance is the difference between an expected result and the actual result.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

*Volatility Swaps:* A volatility swap is a negotiated contract with a payoff based on the realized volatility of an underlying asset where the realized amount is the difference between the realized volatility and the volatility strike or predetermined fixed volatility level.

Interest rate swaps, total return swaps and credit default swaps outstanding at period end are listed at the end of the Fund's Consolidated Schedule of Investments.

**5. Fair Value Measurements** 

The following table presents information about the classification of the Fund's investments measured at fair value within the fair value hierarchy as of December 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Investments in Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stock | $1148923524 | $18299061 | $13479397 | $1180701982 |
| &nbsp;&nbsp;&nbsp;&nbsp; Preferred Stock |  |  | 2013337 | 2013337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities |  | 218168199 |  | 218168199 |
| &nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds |  | 3410800 | 194693 | 3605493 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Debt |  | 130709576 | 48508825 | 179218401 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes |  | 233253321 | 3469360 | 236722681 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sovereign Debt |  | 98455003 |  | 98455003 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-Backed Securities |  | 1007608868 |  | 1007608868 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations |  | 56005879 |  | 56005879 |
| &nbsp;&nbsp;&nbsp;&nbsp; Closed-End Fund |  | 46258566 |  | 46258566 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  | 2224 |  | 2224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rights |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Repurchase Agreements |  | 64277154 |  | 64277154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Money Market Fund | 1 |  |  | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Undertakings For Collective Investment in Transferable Security | 83310872 |  |  | 83310872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Exchange-Traded Funds | 49537 |  |  | 49537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Purchased Options | 13825063 | 20063379 | 141820 | 34030262 |
|  **Subtotal** | **1246108997** | **1896512030** | **67807432** | **3210428459** |
|  **Investments Valued at NAV** |  |  |  | **340956218** |
|  **Total Investments in Securities** | $**1246108997** | $**1896512030** | $**67807432** | $**3551384677** |
|  Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts | 50558880 |  |  | 50558880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Centrally Cleared Credit Default Swaps |  | 4328046 |  | 4328046 |
| &nbsp;&nbsp;&nbsp;&nbsp; OTC Credit Default Swaps |  | 278681 |  | 278681 |
| &nbsp;&nbsp;&nbsp;&nbsp; OTC Total Return Swaps |  | 13829488 |  | 13829488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Exchange Contracts |  | 3644278 |  | 3644278 |
| &nbsp;&nbsp;&nbsp;&nbsp; Centrally Cleared Interest Rate Swaps |  | 6357735 |  | 6357735 |
|  **Total Investments in Securities and Other Financial Instruments** | $**1296667877** | $**1924950258** | $**67807432** | $**3630381785** |
| **Liabilities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Securities Sold Short: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stock | $(662147756) | $(3182935) | $(12506) | $(665343197) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes |  | (9822682) |  | (9822682) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sovereign Debt |  | (48456577) |  | (48456577) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-Backed Securities |  | (146655432) |  | (146655432) |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations |  | (5029391) |  | (5029391) |
| &nbsp;&nbsp;&nbsp;&nbsp; Exchange-Traded Funds | (7242256) |  |  | (7242256) |

---

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; Rights | $— | $— | $(29) | $(29) |
|  **Total Securities Sold Short** | **(669390012)** | **(213147017)** | **(12535)** | **(882549564)** |
|  Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Options Written | (4741019) | (2880153) | (14773) | (7635945) |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts | (38974411) |  |  | (38974411) |
| &nbsp;&nbsp;&nbsp;&nbsp; Centrally Cleared Credit Default Swaps |  | (8025012) |  | (8025012) |
| &nbsp;&nbsp;&nbsp;&nbsp; OTC Total Return Swaps |  | (8958882) |  | (8958882) |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Exchange Contracts |  | (3854177) |  | (3854177) |
| &nbsp;&nbsp;&nbsp;&nbsp; Centrally Cleared Interest Rate Swaps |  | (5616731) |  | (5616731) |
| &nbsp;&nbsp;&nbsp;&nbsp; OTC Credit Default Swaps |  | (3681832) |  | (3681832) |
|  **Total Securities Sold Short and Other Financial Instruments** | $**(713105442)** | $**(246163804)** | $**(27308)** | $**(959296554)** |

---

Investments in Investee Funds that are measured at fair value using NAV as a practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Consolidated Schedule of Investments.

Investments in Investee Funds that are non-redeemable or subject to other restrictions such as a lockup at the measurement date or have the ability to limit the individual amount of investor redemptions shall be classified as having a redemption restriction.

The following table summarizes investments in Investee Funds, by investment strategy, the unfunded commitment of each strategy (if applicable), and the amount of the investment in Investee Fund that cannot be redeemed because of redemption restrictions put in place by the Investee Fund.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; **Investments in<br>Investee Funds<br>by Strategy** | **Unfunded<br>Commitment<br>$** | **Non-Redeemable<br>Investments (A)** | **Non-Redeemable<br>Investments (A)** | **Other Restricted<br>Investments (B)** | **Other Restricted<br>Investments (B)** | **Investments<br>Subject to No<br>Restrictions** | |
| &nbsp;&nbsp;&nbsp; **Investments in<br>Investee Funds<br>by Strategy** | **Unfunded<br>Commitment<br>$** | **Amount $** | **Redemption<br>Restriction<br>Commencement<br>Date** | **Amount $** | **Redemption<br>Restriction<br>Term** | **Amount $** | **Total $** |
| &nbsp;&nbsp;&nbsp;Event-Driven <sup>(1)</sup> | N/A | N/A | N/A | 6901927 | Semi-Annual<br> with 60 days'<br> notice  |  | 6901927 |
| &nbsp;&nbsp;&nbsp;Macro Strategies <sup>(2)</sup> | N/A | N/A | N/A | 127984765 | Monthly with 90 days' notice |  | 127984765 |
| &nbsp;&nbsp;&nbsp;Macro Strategies <sup>(2)</sup> | N/A | N/A | N/A | 145037797 | Daily with 6<br> days' notice  |  | 145037797 |
| &nbsp;&nbsp;&nbsp;Macro Strategies <sup>(2)</sup> | N/A | N/A | N/A | 61031729 | Monthly with 60 days' notice |  | 61031729 |

---

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

(1) The Event-Driven strategy generally includes Investee Funds that seek returns by investing in strategies including catalyst events, share class arbitrage, share buybacks, post re-organization equity, recapitalizations, spin-offs and stub trades.

(2) The Macro Strategies strategy generally includes Investee Funds with a focus on opportunistic and strategic allocations across asset classes including but not limited to bonds, rates, currencies and commodities.

(A) Investments in Investee Funds cannot currently be redeemed and the remaining redemption restriction period is not known. The date the redemption restriction commenced is disclosed when known.

(B) Investments subject to other restrictions include investments in Investee Funds that are subject to a lockup at the measurement date and/or have the ability to limit the individual amount of investor redemptions. The redemption restriction term is based on the restriction period (or range of restriction periods) for Investee Funds as defined in each respective Investee Fund's governing legal agreement without consideration of the length of time elapsed from the date of investments in Investee Funds. The Fund's investment in a particular Investee Fund classified within the strategies above may be comprised of investments with differing liquidity terms or investments that were made at differing points in time.

The Fund recognizes transfers within the fair value hierarchy as of the beginning of the period. Transfers into and out of Level 3 were primarily related to the availability of broker quotations in accordance with the Fund's valuation methodology.

The changes in investments measured at fair value for which the Fund used Level 3 inputs to determine fair value are as follows:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Valuation<br>Description** | **Beginning<br>Balance<br>as of**<br>**March 31,**<br>**2025** | **Transfers<br>In** | **Transfers<br>Out** | **Purchases** | **Sales** | **Amortization** | **Net**<br>**Realized<br>gain (loss)** | **Net**<br>**change in<br>unrealized<br>appreciation<br>(depreciation)** | **<br>Balance<br>as of<br>December**<br>**31, 2025** | **Unrealized<br>Gain/(Loss)<br>as of<br>December**<br>**31, 2025** |
|  Common Stocks | $12842427 | $— | $(3018903) | $290122 | $— | $— | $— | $3365751 | $13479397 | $8851586 |
|  Preferred Stocks | 2013337 |  |  |  |  |  |  |  | 2013337 | (995273) |
|  Bank Debt | 28344124 | 11703339 | (13333372) | 22937152 | (2299184) | 181753 | (10408) | 985421 | 48508825 | 847064 |
|  Convertible Bonds | 337339 |  |  | 147475 | (290122) | 462 |  | (461) | 194693 | 1622 |
|  Corporate Bonds &<br> Notes | 1658736 | 5652223 | (48174) | 365367 | (168015) | 120790 | (2622628) | (1488939) | 3469360 | (6660798) |
|  Warrants | 4178965 |  | (4178965) |  |  |  |  |  |  |  |
|  Rights | 1294 |  | (1294) |  |  |  |  |  |  |  |
|  Common Stock<br> Sold<br> Short | (12506) |  |  |  |  |  |  |  | (12506) | (1049) |
|  Rights<br> Sold<br> Short | (29) |  |  |  |  |  |  |  | (29) | 512 |
|  Purchased Options | 12694 |  |  | 177275 |  |  | (171952) | 123803 | 141820 | (35455) |
|  Written<br> Options |  |  |  |  | (13000) |  |  | (1773) | (14773) | (1773) |
|  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49376381 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17355562 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20580708) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23917391 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2770321) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303005 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2804988) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2983802 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67780124 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006436 |

---

The following table summarizes the quantitative inputs and assumptions used for investments classified within Level 3 of the fair value hierarchy as of December 31, 2025.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2025 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Valuation<br>Technique** | **Unobservable<br>Input** | **Range of<br>Unobservable**<br>**Inputs/<br>Inputs Utilized** | **Fair Value at<br>December 31, 2025** |
|  Investments in Securities and Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Debt | Broker-dealer Quotations | Indicative Bid | N/A | $41950585 |
|  | Comparable Company Multiples | EBITDA Multiples | 10.0x(a) | 5645294 |
|  |  | Estimated Forward EBITDA | 12.0x-17.0x(a) | 912946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stock | Broker-dealer Quotations | Indicative Bid | N/A | 13189275 |
|  | Comparable Company<br> Multiples | Estimated Forward EBITDA | 12.0x-17.0x(a) | 290122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | Broker-dealer Quotations | Indicative Bid | N/A | 3469360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds | Comparable Company Multiples | Estimated Forward EBITDA | 12.0x-17.0x(a) | 194693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stock | Broker-dealer Quotations | Indicative Bid | N/A | 2013337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights | Broker-dealer Quotations | Indicative Bid | N/A | 0^ |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Purchased Options | Broker-dealer Quotations | Indicative Bid | N/A | 141820 |
|  Total Investments in Securities and Other Financial Instruments | Total Investments in Securities and Other Financial Instruments |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67807432 |

---

(a) A significant change in unobservable input would have resulted in a correlated significant change to value.

---

| | |
|:---|:---|
| ^ | A balance indicated with a "0", reflects either a zero balance or an amount that rounds to less than 1.  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities** | **Valuation<br>Technique** | **Unobservable<br>Input** | **Range of<br>Unobservable**<br>**Inputs/<br>Inputs Utilized** | **Fair Value at<br>December 31, 2025** |
|  Securities Sold Short and Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stock Sold Short | Broker-dealer Quotations | Indicative Bid | N/A | $(12506) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights Sold Short | Broker-dealer Quotations | Indicative Bid | N/A | (29) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants Sold Short | Broker-dealer Quotations | Indicative Bid | N/A | 0^ |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Written Options | Broker-dealer Quotations | Indicative Bid | N/A | (14773) |
|  Total Securities Sold Short and Other Financial Instruments: | Total Securities Sold Short and Other Financial Instruments: | Total Securities Sold Short and Other Financial Instruments: |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27308) |

---

---

| | |
|:---|:---|
| ^ | A balance indicated with a "0", reflects either a zero balance or an amount that rounds to less than 1.  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Blackstone Alternative Investment Funds

- **b. Investment Company Act file number:** 811-22743

- **c. CIK number of Registrant:** 0001557794

- **d. LEI of Registrant:** 549300C1ND700M70DR68

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

  - **Street Address 1:** 345 PARK AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10154-0004

  - **Telephone number:** 212-583-5000

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

- **a. Name of Series:** Blackstone Alternative Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000045538

- **c. LEI of Series:** 549300L5W5CEUPTA7918

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

- **a. Date of fiscal year-end:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7769650765.94

**Total Liabilities:** $4003627476.04

**Net Assets:** $3766023289.90

**Amount of Assets Invested in Other Investment Companies:** $1396040238.23

**Delayed Delivery Securities:** $316123117.00

**Cash Not Reported:** $1521590518.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -621.94000000 | **1-Year:** -24746.94000000 | **5-Year:** -57890.19000000 | **10-Year:** -92789.75000000 | **30-Year:** -21039.31000000

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

- **3-Month:** 2694.63000000 | **1-Year:** -108874.20000000 | **5-Year:** 111575.97000000 | **10-Year:** -1858671.17000000 | **30-Year:** -1824656.56000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000141764 | 2.36%                | -0.17%               | 1.28%                |
| Class ID C000145025 | 2.38%                | -0.17%               | 1.27%                |
| Class ID C000145027 | 2.38%                | -0.17%               | 1.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $32532175.02             | $1018326.94                                |
| Month 2  | $116425216.71            | $-120983577.52                             |
| Month 3  | $44114618.84             | $-110077.56                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SKF AB                                                 | SKF AB-B SHARES                                                                  | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Short            | EC               | CORP              | SE        |       -1456 | NS      | $-38538.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Whitehawk Therapeutics Inc                             | Whitehawk Therapeutics Inc                                                       | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |         200 | NS      | $484.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AAR Corp                                               | AAR Corp                                                                         | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-124185.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bayerische Motoren Werke AG                            | BAYERISCHE MOTOREN WERKE AG                                                      | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Short            | EC               | CORP              | DE        |        -253 | NS      | $-27434.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM AG- ORDS                              | DEUTSCHE TELEKOM AG- ORDS                                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Short            | EC               | CORP              | DE        |      -37128 | NS      | $-1208555.43   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MERCK KGAA                                             | MERCK KGAA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Short            | EC               | CORP              | DE        |        -688 | NS      | $-98193.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ACCO Brands Corp                                       | ACCO Brands Corp                                                                 | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |        6300 | NS      | $23499.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ADT Inc                                                | ADT Inc                                                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2600 | NS      | $20982.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Absci Corp                                             | Absci Corp                                                                       | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $4188.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ABVC BioPharma Inc                                     | ABVC BioPharma Inc                                                               | CUSIP: 00091F304<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-213.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ACV Auctions Inc                                       | ACV Auctions Inc                                                                 | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1400 | NS      | $11228.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Flower Capital Inc                            | Advanced Flower Capital Inc                                                      | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Short            | EC               |  | US        |        -400 | NS      | $-1140.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZURICH FINANCIAL SERVICES                              | ZURICH FINANCIAL SERVICES                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | CH        |         -88 | NS      | $-66589.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ROCHE HOLDING AG-GENUSSS                               | ROCHE HOLDING AG-GENUSSS                                                         | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Short            | EC               | CORP              | CH        |        -137 | NS      | $-56576.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TPG Mortgage Investment Trust Inc                      | TPG Mortgage Investment Trust Inc                                                | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Short            | EC               |  | US        |        -500 | NS      | $-4260.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ATRenew Inc                                            | ATRenew Inc                                                                      | CUSIP: 00138L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1200 | NS      | $6360.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC Networks Inc                                       | AMC Networks Inc                                                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        5800 | NS      | $55216.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Learfield Communications, LLC                          | Learfield Communications LLC 2024 Term Loan B                                    | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |     5323145 | PA      | $5326019.28    | 0.14%             | 2028-06-30      | Floating      | 8.47%                 | No            | 2                  | On Loan: No      |
| ALX Oncology Holdings Inc                              | ALX Oncology Holdings Inc                                                        | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11302 | NS      | $12771.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN Healthcare Services Inc                            | AMN Healthcare Services Inc                                                      | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |        5200 | NS      | $81952.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Outdoor Holding Co                                     | Outdoor Holding Co                                                               | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |        1000 | NS      | $1710.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMTD Digital Inc                                       | AMTD Digital Inc                                                                 | CUSIP: 00180N101<br>LEI: 391200IVEYNH15HJO909 | Short            | EC               | CORP              | KY        |      -23224 | NS      | $-29494.48     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gold.com Inc                                           | Gold.com Inc                                                                     | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |         800 | NS      | $27240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Angi Inc                                               | Angi Inc                                                                         | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Short            | EC               | CORP              | US        |       -2110 | NS      | $-27282.30     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| API Group Corp                                         | API Group Corp                                                                   | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Short            | EC               | CORP              | US        |       -8500 | NS      | $-325210.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                               | AT&T Inc                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       20766 | NS      | $515827.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| aTyr Pharma Inc                                        | aTyr Pharma Inc                                                                  | CUSIP: 002120202<br>LEI: 529900ENQUXMC5EBKO36 | Long             | EC               | CORP              | US        |       11500 | NS      | $9005.65       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| A10 Networks Inc                                       | A10 Networks Inc                                                                 | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |        4300 | NS      | $76067.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AST SpaceMobile Inc                                    | AST SpaceMobile Inc                                                              | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |      -36100 | NS      | $-2621943.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| AREIT CRE Trust                                        | AREIT 2022-CRE7 LLC                                                              | CUSIP: 00217VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000546.00    | 0.03%             | 2039-06-17      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| ATS Corp                                               | ATS Corp                                                                         | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Short            | EC               | CORP              | CA        |       -2800 | NS      | $-77112.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASP Isotopes Inc                                       | ASP Isotopes Inc                                                                 | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-30495.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| A2Z Cust2Mate Solutions Corp                           | A2Z Cust2Mate Solutions Corp                                                     | CUSIP: 002205102<br>LEI: 875500SPYFJB375QFG54 | Short            | EC               | CORP              | CA        |        -500 | NS      | $-3255.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AXT Inc                                                | AXT Inc                                                                          | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |        1700 | NS      | $27795.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Abacus Global Management Inc                           | Abacus Global Management Inc                                                     | CUSIP: 00258Y104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-5130.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                    | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-225522.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                             | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Short            | EC               | CORP              | US        |       -2823 | NS      | $-645027.27    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AbCellera Biologics Inc                                | AbCellera Biologics Inc                                                          | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |       65700 | NS      | $224694.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Abeona Therapeutics Inc                                | Abeona Therapeutics Inc                                                          | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Short            | EC               | CORP              | US        |       -1228 | NS      | $-6471.56      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aardvark Therapeutics Inc                              | Aardvark Therapeutics Inc                                                        | CUSIP: 002942100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $2625.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Abivax SA                                              | Abivax SA                                                                        | CUSIP: 00370M103<br>LEI: 969500D8TMNB184OJU95 | Short            | EC               | CORP              | FR        |       -1100 | NS      | $-148340.51    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Above Food Ingredients Inc                             | Above Food Ingredients Inc                                                       | CUSIP: 00373V100<br>LEI: 984500P80991D973B871 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-326.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Abry Liquid Credit CLO Ltd                             | Abry Liquid Credit CLO 2025-1 Ltd                                                | CUSIP: 00383LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1502628.00    | 0.04%             | 2038-10-20      | Floating      | 7.20%                 | No            | 2                  | On Loan: No      |
| Abry Liquid Credit CLO Ltd                             | Abry Liquid Credit CLO 2025-1 Ltd                                                | CUSIP: 00383TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1999772.00    | 0.05%             | 2038-10-20      | Floating      | 9.95%                 | No            | 2                  | On Loan: No      |
| Acacia Research Corp                                   | Acacia Research Corp                                                             | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Short            | EC               | CORP              | US        |        -700 | NS      | $-2618.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Abry Liquid Credit CLO Ltd                             | Abry Liquid Credit CLO 2025-2 Ltd                                                | CUSIP: 003943AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1500000.00    | 0.04%             | 2039-01-15      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Academy Sports & Outdoors Inc                          | Academy Sports & Outdoors Inc                                                    | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-149880.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Healthcare Co Inc                               | Acadia Healthcare Co Inc                                                         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |        3100 | NS      | $43989.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ACADIA Pharmaceuticals Inc                             | ACADIA Pharmaceuticals Inc                                                       | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |        2000 | NS      | $53420.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Realty Trust                                    | Acadia Realty Trust                                                              | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |         100 | NS      | $2054.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Accuray Inc                                            | Accuray Inc                                                                      | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |         700 | NS      | $577.21        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ace Securities Corp.                                   | ACE Securities Corp Home Equity Loan Trust Series 2006-ASAP6                     | CUSIP: 00443KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2230555 | PA      | $681836.04     | 0.02%             | 2036-12-25      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| Aceragen Inc                                           | Aceragen Inc                                                                     | CUSIP: 00445F109<br>LEI: 549300JLJLICQGQFXF87 | Short            | EC               | CORP              | US        |        -735 | NS      | $-282.89       | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Achieve Life Sciences Inc                              | Achieve Life Sciences Inc                                                        | CUSIP: 004468500<br>LEI: 549300V82ZKZDTAU0A46 | Long             | EC               | CORP              | US        |        3000 | NS      | $14910.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ACI Worldwide Inc                                      | ACI Worldwide Inc                                                                | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      135297 | NS      | $6468549.57    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Achilles Therapeutics PLC                              | Achilles Therapeutics PLC                                                        | CUSIP: 00449L102<br>LEI: 984500FDESEB1BE52A76 | Long             | EC               | CORP              | GB        |        1700 | NS      | $2516.00       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Aclaris Therapeutics Inc                               | Aclaris Therapeutics Inc                                                         | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |        3600 | NS      | $10836.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acrivon Therapeutics Inc                               | Acrivon Therapeutics Inc                                                         | CUSIP: 004890109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5600 | NS      | $13496.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Actinium Pharmaceuticals Inc                           | Actinium Pharmaceuticals Inc                                                     | CUSIP: 00507W206<br>LEI: 549300LCY1NZSXCQDT45 | Long             | EC               | CORP              | US        |        3114 | NS      | $4235.04       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acumen Pharmaceuticals Inc                             | Acumen Pharmaceuticals Inc                                                       | CUSIP: 00509G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6300 | NS      | $13293.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TIC Solutions Inc                                      | TIC Solutions Inc                                                                | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Short            | EC               | CORP              | US        |      -30000 | NS      | $-303300.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Invivyd Inc                                            | Invivyd Inc                                                                      | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12400 | NS      | $30628.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adaptive Biotechnologies Corp                          | Adaptive Biotechnologies Corp                                                    | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |         400 | NS      | $6496.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AdaptHealth Corp                                       | AdaptHealth Corp                                                                 | CUSIP: 00653Q102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-14940.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adial Pharmaceuticals Inc                              | Adial Pharmaceuticals Inc                                                        | CUSIP: 00688A205<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -32 | NS      | $-7.04         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adicet Bio Inc                                         | Adicet Bio Inc                                                                   | CUSIP: 007002207<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |        1990 | NS      | $16755.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                              | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       36400 | NS      | $12739636.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Adtalem Global Education Inc                           | Adtalem Global Education Inc                                                     | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |        1500 | NS      | $155205.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aduro Clean Technologies Inc                           | Aduro Clean Technologies Inc                                                     | CUSIP: 007408206<br>LEI: 984500CDD5XBB88E4636 | Short            | EC               | CORP              | CA        |        -100 | NS      | $-1036.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Advance Auto Parts Inc                                 | Advance Auto Parts Inc                                                           | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |        -200 | NS      | $-7860.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aehr Test Systems                                      | Aehr Test Systems                                                                | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |         300 | NS      | $6057.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aegon Ltd                                              | Aegon Ltd                                                                        | CUSIP: 0076CA104<br>LEI: O4QK7KMMK83ITNTHUG69 | Short            | EC               | CORP              | BM        |      -19000 | NS      | $-146490.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arq Inc                                                | Arq Inc                                                                          | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-3924.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spyre Therapeutics Inc                                 | Spyre Therapeutics Inc                                                           | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |        9483 | NS      | $310663.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spyre Therapeutics Inc                                 | Spyre Therapeutics Inc                                                           | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Short            | EC               | CORP              | US        |       -3448 | NS      | $-112956.48    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AdvanSix Inc                                           | AdvanSix Inc                                                                     | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |         800 | NS      | $13840.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aeluma Inc                                             | Aeluma Inc                                                                       | CUSIP: 00776X109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1717.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                             | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       71944 | NS      | $15407527.04   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Drainage Systems Inc                          | Advanced Drainage Systems Inc                                                    | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |        -500 | NS      | $-72415.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Advantage Solutions Inc                                | Advantage Solutions Inc                                                          | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $440.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc                         | Advanced Energy Industries Inc                                                   | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |        -100 | NS      | $-20937.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA ADURO BIOTECH I                                 | CONTRA ADURO BIOTECH I                                                           | CUSIP: 007CVR012<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1040 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Spyre Therapeutics, Inc.                               | Spyre Therapeutics, Inc.                                                         | CUSIP: 007CVR020<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |        4700 | NS      | $153972.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jade Biosciences Inc                                   | Jade Biosciences Inc                                                             | CUSIP: 008064206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           5 | NS      | $77.15         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AeroVironment Inc                                      | AeroVironment Inc                                                                | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |       -5200 | NS      | $-1257828.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| AEye Inc                                               | AEye Inc                                                                         | CUSIP: 008183204<br>LEI: 529900T8RQP9BRBDZA71 | Short            | EC               | CORP              | US        |        -770 | NS      | $-1416.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aeva Technologies Inc                                  | Aeva Technologies Inc                                                            | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Long             | EC               | CORP              | US        |        1440 | NS      | $19123.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agenus Inc                                             | Agenus Inc                                                                       | CUSIP: 00847G804<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |          25 | NS      | $78.50         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agios Pharmaceuticals Inc                              | Agios Pharmaceuticals Inc                                                        | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |         400 | NS      | $10888.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AgEagle Aerial Systems Inc                             | AgEagle Aerial Systems Inc                                                       | CUSIP: 00848K309<br>LEI: 5493007TRVZ53BHRWE03 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-1383.46      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Agree Realty Corp                                      | Agree Realty Corp                                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |       25200 | NS      | $1815156.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Agora Inc                                              | Agora Inc                                                                        | CUSIP: 00851L103<br>LEI: 5493001S8SBPD13GC964 | Long             | EC               | CORP              | KY        |         400 | NS      | $1628.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RYTHM Inc                                              | RYTHM Inc                                                                        | CUSIP: 00853E404<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-4268.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| agilon health Inc                                      | agilon health Inc                                                                | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12800 | NS      | $8815.36       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Airship AI Holdings Inc                                | Airship AI Holdings Inc                                                          | CUSIP: 008940108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -60 | NS      | $-173.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb Inc                                             | Airbnb Inc                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       74800 | NS      | $10151856.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb Inc                                             | Airbnb Inc                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Short            | EC               | CORP              | US        |        -357 | NS      | $-48452.04     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Air Lease Corp                                         | Air Lease Corp                                                                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       20600 | NS      | $1323138.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies Inc                                | Akamai Technologies Inc                                                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       23900 | NS      | $2085275.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies Inc                                | Akamai Technologies Inc                                                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |       -1042 | NS      | $-90914.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Akebia Therapeutics Inc                                | Akebia Therapeutics Inc                                                          | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |        3200 | NS      | $5152.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      972000 | PA      | $640999.01     | 0.02%             | 2060-12-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      762000 | PA      | $467008.46     | 0.01%             | 2060-12-25      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Prothena Corp. PLC                                     | PROTHENA CORP PLC                                                                | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |        5100 | NS      | $48705.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AKUMIN INC                                             | Akumin Inc                                                                       | CUSIP: 01021XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6650000 | PA      | $6517000.00    | 0.17%             | 2028-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| AKUMIN INC                                             | Akumin Inc                                                                       | CUSIP: 01021XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1639485 | PA      | $1598497.87    | 0.04%             | 2027-08-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Alarm.com Holdings Inc                                 | Alarm.com Holdings Inc                                                           | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |         100 | NS      | $5102.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc                                   | Alaska Air Group Inc                                                             | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        4800 | NS      | $241440.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Albany International Corp                              | Albany International Corp                                                        | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |         200 | NS      | $10140.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                         | Albemarle Corp                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        6400 | NS      | $905216.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcoa Corp                                             | Alcoa Corp                                                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Short            | EC               | CORP              | US        |      -47300 | NS      | $-2513522.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Aldeyra Therapeutics Inc                               | Aldeyra Therapeutics Inc                                                         | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |         500 | NS      | $2590.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alector Inc                                            | Alector Inc                                                                      | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |       13200 | NS      | $20592.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alerus Financial Corp                                  | Alerus Financial Corp                                                            | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |         400 | NS      | $9008.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Algoma Steel Group Inc                                 | Algoma Steel Group Inc                                                           | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |         300 | NS      | $1230.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                              | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |      -94106 | NS      | $-13794057.48  | -0.37%            |  |  |  | No            | 1                  | On Loan: No      |
| ALIBABA GROUP HOLDING                                  | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $1553000.00    | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Alignment Healthcare Inc                               | Alignment Healthcare Inc                                                         | CUSIP: 01625V104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-15800.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aligos Therapeutics Inc                                | Aligos Therapeutics Inc                                                          | CUSIP: 01626L204<br>LEI: 549300UU2UJIKJYX0S67 | Short            | EC               | CORP              | US        |        -900 | NS      | $-8388.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                             | Alight Inc                                                                       | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |       12300 | NS      | $23985.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkami Technology Inc                                  | Alkami Technology Inc                                                            | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |      131970 | NS      | $3044547.90    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkami Technology Inc                                  | Alkami Technology Inc                                                            | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-27684.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allbirds Inc                                           | Allbirds Inc                                                                     | CUSIP: 01675A208<br>LEI: 5299005VZ0KFXF1GL494 | Long             | EC               | CORP              | US        |          95 | NS      | $389.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI Inc                                                | ATI Inc                                                                          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-183616.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alliance Laundry Holdings Inc                          | Alliance Laundry Holdings Inc                                                    | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41962 | NS      | $853926.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Allient Inc                                            | Allient Inc                                                                      | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |         300 | NS      | $16125.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Allogene Therapeutics Inc                              | Allogene Therapeutics Inc                                                        | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       48500 | NS      | $66445.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -147000000 | PA      | $-146655432.00 | -3.89%            | 2055-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   555000000 | PA      | $562848255.00  | 14.95%            | 2055-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    80000000 | PA      | $83140640.00   | 2.21%             | 2055-01-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    81000000 | PA      | $84195693.00   | 2.24%             | 2056-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                     | Ally Financial Inc                                                               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |         300 | NS      | $13587.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial Inc                                     | Ally Financial Inc                                                               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |       -3460 | NS      | $-156703.40    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2025-B                                 | CUSIP: 02007G6T5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      674181 | PA      | $676625.25     | 0.02%             | 2033-09-15      | Fixed         | 6.94%                 | No            | 2                  | On Loan: No      |
| Allurion Technologies Inc                              | Allurion Technologies Inc                                                        | CUSIP: 02008G201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -151 | NS      | $-185.73       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                            | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       25840 | NS      | $10275276.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        4634 | NS      | $1454149.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        8020 | NS      | $2510260.00    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphatec Holdings Inc                                  | Alphatec Holdings Inc                                                            | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       22000 | NS      | $462880.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Modus Holdings Inc                               | Alpha Modus Holdings Inc                                                         | CUSIP: 020952107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-46.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA9                                                  | CUSIP: 02146YAC0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      512074 | PA      | $441552.47     | 0.01%             | 2046-07-20      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA8                                                  | CUSIP: 02147CAF0<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |       80219 | PA      | $90170.71      | 0.00%             | 2046-07-25      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA8                                                  | CUSIP: 02147CAG8<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |      340366 | PA      | $274371.40     | 0.01%             | 2046-07-25      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-21CB                                                 | CUSIP: 02147GAE4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      486163 | PA      | $199164.57     | 0.01%             | 2036-07-25      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-20CB                                                 | CUSIP: 02147MAA9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      698040 | PA      | $204631.24     | 0.01%             | 2036-07-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-20CB                                                 | CUSIP: 02147MAF8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      678481 | PA      | $210487.89     | 0.01%             | 2036-07-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-29T1                                                 | CUSIP: 02147PBE3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      567804 | PA      | $143490.82     | 0.00%             | 2036-10-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAU6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      542214 | PA      | $238605.19     | 0.01%             | 2036-08-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAQ3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      713871 | PA      | $205253.74     | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-28CB                                                 | CUSIP: 02147TAK2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      665633 | PA      | $244799.29     | 0.01%             | 2036-10-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-28CB                                                 | CUSIP: 02147TAU0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      703571 | PA      | $232792.78     | 0.01%             | 2036-10-25      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-31CB                                                 | CUSIP: 02148HAC5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      417916 | PA      | $245115.26     | 0.01%             | 2036-11-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-31CB                                                 | CUSIP: 02148HAE1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      472458 | PA      | $204642.97     | 0.01%             | 2036-11-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-39CB                                                 | CUSIP: 02148JAF4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      261844 | PA      | $183422.01     | 0.00%             | 2037-01-25      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAX9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1100304 | PA      | $446415.26     | 0.01%             | 2037-01-25      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAY7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1137523 | PA      | $465887.24     | 0.01%             | 2037-01-25      | Floating      | 4.50%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAG5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      542490 | PA      | $206287.27     | 0.01%             | 2037-03-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-OA2                                                  | CUSIP: 02149LAA9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      175076 | PA      | $151717.40     | 0.00%             | 2047-03-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-J1                                                   | CUSIP: 02149MCH0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      316374 | PA      | $226430.76     | 0.01%             | 2036-11-25      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-5CB                                                  | CUSIP: 02150EAV5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      698055 | PA      | $79858.25      | 0.00%             | 2037-04-25      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-5CB                                                  | CUSIP: 02150EAW3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      698055 | PA      | $258904.59     | 0.01%             | 2037-04-25      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAE0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      869419 | PA      | $351448.61     | 0.01%             | 2037-05-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Alto Ingredients Inc                                   | Alto Ingredients Inc                                                             | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |        6700 | NS      | $19296.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1756357 | PA      | $591790.54     | 0.02%             | 2037-09-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAR3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      614818 | PA      | $220854.39     | 0.01%             | 2037-09-25      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-17CB                                                 | CUSIP: 02151HAF2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      799240 | PA      | $356547.18     | 0.01%             | 2037-08-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-HY6                                                  | CUSIP: 02151JAA9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      367406 | PA      | $318149.03     | 0.01%             | 2047-08-25      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-20                                                   | CUSIP: 02151LAA4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      851451 | PA      | $297340.28     | 0.01%             | 2047-08-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-18CB                                                 | CUSIP: 02151NAB8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      700295 | PA      | $186429.77     | 0.00%             | 2037-08-25      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-OH2                                                  | CUSIP: 02151RAQ6<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |      119662 | PA      | $122790.69     | 0.00%             | 2047-08-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-OA11                                                 | CUSIP: 02151WAA0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      284498 | PA      | $251319.91     | 0.01%             | 2047-11-25      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAB5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      356322 | PA      | $233948.82     | 0.01%             | 2037-08-25      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAL3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     2107322 | PA      | $717562.10     | 0.02%             | 2037-08-25      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| Altimmune Inc                                          | Altimmune Inc                                                                    | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |       10900 | NS      | $39349.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alterity Therapeutics ltd                              | Alterity Therapeutics ltd                                                        | CUSIP: 02155X205<br>LEI: 52990045JUZVZ9QL3159 | Short            | EC               | CORP              | AU        |         -10 | NS      | $-30.80        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Optimum Communications Inc                             | Optimum Communications Inc                                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Short            | EC               | CORP              | US        |      -18300 | NS      | $-30195.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oklo Inc                                               | Oklo Inc                                                                         | CUSIP: 02156V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -50200 | NS      | $-3602352.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| AlTi Global Inc                                        | AlTi Global Inc                                                                  | CUSIP: 02157E106<br>LEI: 25490060ASU5X85RAX65 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-16240.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alto Neuroscience Inc                                  | Alto Neuroscience Inc                                                            | CUSIP: 02157Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1400 | NS      | $24920.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                       | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Short            | EC               | CORP              | US        |      -34116 | NS      | $-1967128.56   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Kinetik Holdings Inc                                   | Kinetik Holdings Inc                                                             | CUSIP: 02215L209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7720 | NS      | $-278306.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Alumis Inc                                             | Alumis Inc                                                                       | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         512 | NS      | $4997.12       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alzamend Neuro Inc                                     | Alzamend Neuro Inc                                                               | CUSIP: 02262M605<br>LEI: 549300W6G6EUO4ZRIB82 | Short            | EC               | CORP              | US        |        -100 | NS      | $-182.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amarin Corp PLC                                        | Amarin Corp PLC                                                                  | CUSIP: 023111404<br>LEI: 5493009JFIGUFEVPK217 | Long             | EC               | CORP              | GB        |         685 | NS      | $9559.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                         | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       68879 | NS      | $15898650.78   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambiq Micro Inc                                        | Ambiq Micro Inc                                                                  | CUSIP: 023193105<br>LEI: 529900H4UP6I4UMDAA87 | Long             | EC               | CORP              | US        |        7492 | NS      | $213522.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amerant Bancorp Inc                                    | Amerant Bancorp Inc                                                              | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |        1800 | NS      | $35118.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| U-Haul Holding Co                                      | U-Haul Holding Co                                                                | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         900 | NS      | $45369.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameren Corp                                            | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Short            | EC               | CORP              | US        |       -6300 | NS      | $-629118.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ameresco Inc                                           | Ameresco Inc                                                                     | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-41006.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines Group Inc                            | American Airlines Group Inc                                                      | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |      138100 | NS      | $2117073.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Amentum Holdings Inc                                   | Amentum Holdings Inc                                                             | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Short            | EC               | CORP              | US        |          -9 | NS      | $-261.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Assets Trust Inc                              | American Assets Trust Inc                                                        | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |         300 | NS      | $5679.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Axle & Manufacturing Holdings Inc             | American Axle & Manufacturing Holdings Inc                                       | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |         734 | NS      | $4704.94       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Battery Technology Co                         | American Battery Technology Co                                                   | CUSIP: 02451V309<br>LEI: 529900JBJ8D85CDPHQ69 | Long             | EC               | CORP              | US        |        3900 | NS      | $13026.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Bitcoin Corp                                  | American Bitcoin Corp                                                            | CUSIP: 02462A104<br>LEI: 25490076V1MQTR95P592 | Long             | EC               | CORP              | US        |        1140 | NS      | $1938.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co Inc                         | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Short            | EC               | CORP              | US        |        -200 | NS      | $-23062.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                    | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |      -36074 | NS      | $-13345576.30  | -0.35%            |  |  |  | No            | 1                  | On Loan: No      |
| American Home Mortgage Investment Trust                | American Home Mortgage Investment Trust 2004-4                                   | CUSIP: 02660TCK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $6742192.50    | 0.18%             | 2045-02-25      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| American International Group Inc                       | American International Group Inc                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Short            | EC               | CORP              | US        |       -6400 | NS      | $-547520.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| American Public Education Inc                          | American Public Education Inc                                                    | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3780.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Rock Salt Company LLC                         | American Rock Salt Company LLC 2021 Term Loan                                    | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       49006 | PA      | $37587.35      | 0.00%             | 2028-06-09      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| American Superconductor Corp                           | American Superconductor Corp                                                     | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |         300 | NS      | $8634.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                    | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Short            | EC               |  | US        |          -3 | NS      | $-526.71       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Vanguard Corp                                 | American Vanguard Corp                                                           | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |        2600 | NS      | $9932.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Well Corp                                     | American Well Corp                                                               | CUSIP: 03044L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         635 | NS      | $3117.85       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Woodmark Corp                                 | American Woodmark Corp                                                           | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Short            | EC               | CORP              | US        |        -200 | NS      | $-10780.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| America's Car-Mart Inc/TX                              | America's Car-Mart Inc/TX                                                        | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17674 | NS      | $446445.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERISAFE Inc                                          | AMERISAFE Inc                                                                    | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |         100 | NS      | $3841.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cencora Inc                                            | Cencora Inc                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Short            | EC               | CORP              | US        |          -2 | NS      | $-675.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ameris Bancorp                                         | Ameris Bancorp                                                                   | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      179028 | NS      | $13296409.56   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Amesite Inc                                            | Amesite Inc                                                                      | CUSIP: 031094204<br>LEI: 549300KJTPTB48X4PR54 | Long             | EC               | CORP              | US        |          33 | NS      | $62.37         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMETEK Inc                                             | AMETEK Inc                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       90700 | NS      | $18621617.00   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                              | Amgen Inc                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        5520 | NS      | $1806751.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Amicus Therapeutics Inc                                | Amicus Therapeutics Inc                                                          | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |        1400 | NS      | $19936.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology Inc                                   | Amkor Technology Inc                                                             | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |         600 | NS      | $23688.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                          | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      145000 | NS      | $19595300.00   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                          | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               | CORP              | US        |        -411 | NS      | $-55542.54     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amplify Energy Corp                                    | Amplify Energy Corp                                                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Short            | EC               | CORP              | US        |       -3934 | NS      | $-17978.38     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amplitude Inc                                          | Amplitude Inc                                                                    | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |        5700 | NS      | $66006.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amprius Technologies Inc                               | Amprius Technologies Inc                                                         | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6100 | NS      | $48129.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amtech Systems Inc                                     | Amtech Systems Inc                                                               | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |         899 | NS      | $11282.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amylyx Pharmaceuticals Inc                             | Amylyx Pharmaceuticals Inc                                                       | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6100 | NS      | $73688.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices Inc                                     | Analog Devices Inc                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-732240.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| AnaptysBio Inc                                         | AnaptysBio Inc                                                                   | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |        5100 | NS      | $247248.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Anavex Life Sciences Corp                              | Anavex Life Sciences Corp                                                        | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |       19400 | NS      | $69064.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anchorage Capital CLO LTD                              | Anchorage Capital Clo 33 Ltd                                                     | CUSIP: 03328CAL6<br>LEI: 636700H8YN4KYX0IE449 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2023490.00    | 0.05%             | 2038-10-20      | Floating      | 8.77%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                              | Anchorage Capital CLO 26 Ltd                                                     | CUSIP: 03331TAY6<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $504671.50     | 0.01%             | 2038-03-19      | Floating      | 8.63%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                              | Anchorage Capital CLO 26 Ltd                                                     | CUSIP: 03331UAL1<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $506385.00     | 0.01%             | 2038-03-19      | Floating      | 10.13%                | No            | 2                  | On Loan: No      |
| Andersen Group Inc                                     | Andersen Group Inc                                                               | CUSIP: 033853102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      162029 | NS      | $4201411.97    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AngioDynamics Inc                                      | AngioDynamics Inc                                                                | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |        2100 | NS      | $26964.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Angel Studios Inc                                      | Angel Studios Inc                                                                | CUSIP: 034948109<br>LEI: 2549005OUPCG4ZMYDT10 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-5604.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Anheuser-Busch InBev SA/NV                             | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Short            | EC               | CORP              | BE        |       -2700 | NS      | $-172908.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Anika Therapeutics Inc                                 | Anika Therapeutics Inc                                                           | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        1600 | NS      | $15376.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Annaly Capital Management Inc                          | Annaly Capital Management Inc                                                    | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |          50 | NS      | $1118.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Annovis Bio Inc                                        | Annovis Bio Inc                                                                  | CUSIP: 03615A108<br>LEI: 549300IFBVI51FN3NJ32 | Long             | EC               | CORP              | US        |         400 | NS      | $1384.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                                    | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | EC               | CORP              | US        |       -2280 | NS      | $-799254.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Anteris Technologies Global Corp                       | Anteris Technologies Global Corp                                                 | CUSIP: 03675P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-2495.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Antero Midstream Corp                                  | Antero Midstream Corp                                                            | CUSIP: 03676B102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-17790.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AN2 Therapeutics Inc                                   | AN2 Therapeutics Inc                                                             | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3000 | NS      | $3420.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                               | APA Corp                                                                         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Short            | EC               | CORP              | US        |       -7484 | NS      | $-183058.64    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Apartment Investment and Management Co                 | Apartment Investment and Management Co                                           | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Short            | EC               |  | US        |        -100 | NS      | $-594.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Apellis Pharmaceuticals Inc                            | Apellis Pharmaceuticals Inc                                                      | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |         600 | NS      | $15072.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apogee Enterprises Inc                                 | Apogee Enterprises Inc                                                           | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |        1400 | NS      | $50974.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc             | Apollo Commercial Real Estate Finance Inc 2025 Term Loan B                       | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              |  | US        |      997500 | PA      | $1003734.38    | 0.03%             | 2030-06-13      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| Apollo Global Management Inc                           | Apollo Global Management Inc                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |       -5873 | NS      | $-850175.48    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Apidos CLO                                             | Apidos CLO LIII                                                                  | CUSIP: 03771GAA3<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |     1125000 | PA      | $1133761.50    | 0.03%             | 2038-07-20      | Floating      | 10.31%                | No            | 2                  | On Loan: No      |
| Appian Corp                                            | Appian Corp                                                                      | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |        1300 | NS      | $46046.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                              | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       51050 | NS      | $13878453.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| BNB Plus Corp                                          | BNB Plus Corp                                                                    | CUSIP: 03815U607<br>LEI: 549300PCOT1RLQ23DL21 | Long             | EC               | CORP              | US        |           1 | NS      | $1.23          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Digital Corp                                   | Applied Digital Corp                                                             | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Short            | EC               | CORP              | US        |      -27100 | NS      | $-664492.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Applied Industrial Technologies Inc                    | Applied Industrial Technologies Inc                                              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |         460 | NS      | $118114.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Optoelectronics Inc                            | Applied Optoelectronics Inc                                                      | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-80178.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Applied Therapeutics Inc                               | Applied Therapeutics Inc                                                         | CUSIP: 03828A101<br>LEI: 549300KL3IJPHZM2GR04 | Short            | EC               | CORP              | US        |      -15300 | NS      | $-1530.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                                          | AppLovin Corp                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         473 | NS      | $318716.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                                          | AppLovin Corp                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |      -19220 | NS      | $-12950820.40  | -0.34%            |  |  |  | No            | 1                  | On Loan: No      |
| AquaBounty Technologies Inc                            | AquaBounty Technologies Inc                                                      | CUSIP: 03842K309<br>LEI: 549300TOJ0S836KCH094 | Long             | EC               | CORP              | US        |         200 | NS      | $186.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aquestive Therapeutics Inc                             | Aquestive Therapeutics Inc                                                       | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3900 | NS      | $25194.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aramark                                                | Aramark                                                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Short            | EC               | CORP              | US        |       -5400 | NS      | $-199044.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Arbutus Biopharma Corp                                 | Arbutus Biopharma Corp                                                           | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Short            | EC               | CORP              | CA        |       -8800 | NS      | $-42328.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| arbor multifamily mortgage securities trust            | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $99664.50      | 0.00%             | 2055-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Trust Inc                                 | Arbor Realty Trust Inc                                                           | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Short            | EC               |  | US        |        -700 | NS      | $-5432.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ArcelorMittal SA                                       | ArcelorMittal SA                                                                 | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Short            | EC               | CORP              | LU        |      -14500 | NS      | $-660765.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Arcellx Inc                                            | Arcellx Inc                                                                      | CUSIP: 03940C100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4200 | NS      | $-273840.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Archer Aviation Inc                                    | Archer Aviation Inc                                                              | CUSIP: 03945R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -185700 | NS      | $-1396464.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Ardelyx Inc                                            | Ardelyx Inc                                                                      | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |       17600 | NS      | $102608.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcus Biosciences Inc                                  | Arcus Biosciences Inc                                                            | CUSIP: 03969F109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-38128.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arcutis Biotherapeutics Inc                            | Arcutis Biotherapeutics Inc                                                      | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $23232.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                     | Arcturus Therapeutics Holdings Inc                                               | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6200 | NS      | $38006.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardent Health Inc                                      | Ardent Health Inc                                                                | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $1766.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Management Corp                                   | Ares Management Corp                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |      -14600 | NS      | $-2359798.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| ARES Commercial Mortgage Trust                         | ARES Trust 2025-IND3                                                             | CUSIP: 039955AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1010000 | PA      | $1013754.17    | 0.03%             | 2042-04-15      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| Argo Blockchain PLC                                    | Argo Blockchain PLC                                                              | CUSIP: 040126302<br>LEI: 213800WPCCYSDYY26J54 | Short            | EC               | CORP              | GB        |        -100 | NS      | $-341.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Argenx SE                                              | Argenx SE                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         900 | NS      | $756855.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO Ltd                                           | Ares LIV CLO Ltd                                                                 | CUSIP: 04017XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003356.00    | 0.03%             | 2038-07-15      | Floating      | 9.90%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                           | Ares LVI CLO Ltd                                                                 | CUSIP: 04018PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1992290.00    | 0.05%             | 2038-01-25      | Floating      | 9.21%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                           | Ares LXI CLO Ltd                                                                 | CUSIP: 04019DAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1005023.00    | 0.03%             | 2037-04-20      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                           | Ares Loan Funding VIII Ltd                                                       | CUSIP: 04021NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002782.00    | 0.03%             | 2038-01-24      | Floating      | 9.12%                 | No            | 2                  | On Loan: No      |
| Aris Mining Corp                                       | Aris Mining Corp                                                                 | CUSIP: 04040Y109<br>LEI: 5493001GJ5TILX6L1F82 | Long             | EC               | CORP              | CA        |        3100 | NS      | $50313.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arista Networks Inc                                    | Arista Networks Inc                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        7200 | NS      | $943416.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arista Networks Inc                                    | Arista Networks Inc                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               | CORP              | US        |        -353 | NS      | $-46253.59     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arko Corp                                              | Arko Corp                                                                        | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1600 | NS      | $7264.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARM Holdings PLC                                       | ARM Holdings PLC                                                                 | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |        7900 | NS      | $863549.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Armada Hoffler Properties Inc                          | Armada Hoffler Properties Inc                                                    | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |         400 | NS      | $2648.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARMOUR Residential REIT Inc                            | ARMOUR Residential REIT Inc                                                      | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |         340 | NS      | $6014.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Financial Corp                                   | Arrow Financial Corp                                                             | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |         522 | NS      | $16390.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                          | Arrowhead Pharmaceuticals Inc                                                    | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Short            | EC               | CORP              | US        |        -400 | NS      | $-26556.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Artesian Resources Corp                                | Artesian Resources Corp                                                          | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $12644.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arvinas Inc                                            | Arvinas Inc                                                                      | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9699 | NS      | $115030.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Asana Inc                                              | Asana Inc                                                                        | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |       13100 | NS      | $179601.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group Inc                            | Asbury Automotive Group Inc                                                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-232530.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ascent Solar Technologies Inc                          | Ascent Solar Technologies Inc                                                    | CUSIP: 043635804<br>LEI: 549300HTTGWM4YBLV760 | Short            | EC               | CORP              | US        |        -100 | NS      | $-411.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Aerogels Inc                                     | Aspen Aerogels Inc                                                               | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $283.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Assertio Holdings Inc                                  | Assertio Holdings Inc                                                            | CUSIP: 04546C304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         743 | NS      | $6739.01       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASURION LLC/ASURION CO                                 | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      186000 | PA      | $192995.72     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Assure Holdings Corp                                   | Assure Holdings Corp                                                             | CUSIP: 04625J303<br>LEI: 5493003ATO3H7ZMQGL06 | Long             | EC               | CORP              | US        |           0 | NS      | $79.56         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Astera Labs Inc                                        | Astera Labs Inc                                                                  | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |       17500 | NS      | $2911300.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Astera Labs Inc                                        | Astera Labs Inc                                                                  | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Short            | EC               | CORP              | US        |        -275 | NS      | $-45749.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        5711 | NS      | $525012.23     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Astria Therapeutics Inc                                | Astria Therapeutics Inc                                                          | CUSIP: 04635X102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1309.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                                         | Astronics Corp                                                                   | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Short            | EC               | CORP              | US        |        -200 | NS      | $-10848.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC 2021 2nd Lien Term Loan B3                                           | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1429835 | PA      | $1422914.65    | 0.04%             | 2028-01-31      | Floating      | 9.08%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     2948698 | PA      | $2889724.31    | 0.08%             | 2029-01-20      | Floating      | 9.08%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      768111 | PA      | $769071.09     | 0.02%             | 2028-08-19      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC 2024 Term Loan B12                                                   | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1490454 | PA      | $1489753.35    | 0.04%             | 2030-09-19      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC 2025 Term Loan B13                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      252803 | PA      | $252605.92     | 0.01%             | 2030-09-19      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| Atara Biotherapeutics Inc                              | Atara Biotherapeutics Inc                                                        | CUSIP: 046513206<br>LEI: 549300WBXUXZRE03MS38 | Short            | EC               | CORP              | US        |       -1764 | NS      | $-31910.76     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ategrity Specialty Holdings LLC                        | Ategrity Specialty Holdings LLC                                                  | CUSIP: 04681Y103<br>LEI: 549300KMIVG4HUBDUF07 | Long             | EC               | CORP              | US        |         100 | NS      | $2101.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atea Pharmaceuticals Inc                               | Atea Pharmaceuticals Inc                                                         | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11900 | NS      | $42483.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Athira Pharma Inc                                      | Athira Pharma Inc                                                                | CUSIP: 04746L203<br>LEI: 529900CSS4S4X8VY5C81 | Short            | EC               | CORP              | US        |        -140 | NS      | $-1059.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                             | Atkore Inc                                                                       | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |         400 | NS      | $25300.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlantic Avenue Ltd                                    | Atlantic Avenue 2024-2 Ltd                                                       | CUSIP: 04822BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2501567.50    | 0.07%             | 2037-04-20      | Floating      | 8.63%                 | No            | 2                  | On Loan: No      |
| Atlantic Avenue Ltd                                    | Atlantic Avenue 2025-4 Ltd                                                       | CUSIP: 04822QAA8<br>LEI: 254900VARY5P5QYLKJ76 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2464487.50    | 0.07%             | 2038-10-15      | Floating      | 10.04%                | No            | 2                  | On Loan: No      |
| Atlantic Union Bankshares Corp                         | Atlantic Union Bankshares Corp                                                   | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      305383 | NS      | $10780019.90   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlantic Union Bankshares Corp                         | Atlantic Union Bankshares Corp                                                   | CUSIP: 04911A107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -330 | NS      | $-11649.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atlanticus Holdings Corp                               | Atlanticus Holdings Corp                                                         | CUSIP: 04914Y102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-6695.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atlas CC Acquisition Corp                              | Atlas CC Acquisition Corp 2025 Second Out Term Loan B                            | CUSIP: 04921TAR5<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     6026968 | PA      | $3050489.52    | 0.08%             | 2029-05-25      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                              | Atlas CC Acquisition Corp 2025 Second Out Term Loan C                            | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |      870769 | PA      | $440730.98     | 0.01%             | 2029-05-25      | Floating      | 8.11%                 | No            | 2                  | On Loan: No      |
| Atlassian Corp                                         | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       26700 | NS      | $4329138.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Atmos Energy Corp                                      | Atmos Energy Corp                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Short            | EC               | CORP              | US        |        -100 | NS      | $-16763.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atmus Filtration Technologies Inc                      | Atmus Filtration Technologies Inc                                                | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          30 | NS      | $1557.30       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AtriCure Inc                                           | AtriCure Inc                                                                     | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |        3900 | NS      | $154284.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atomera Inc                                            | Atomera Inc                                                                      | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $1326.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atour Lifestyle Holdings Ltd                           | Atour Lifestyle Holdings Ltd                                                     | CUSIP: 04965M106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         100 | NS      | $3940.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Auddia Inc                                             | Auddia Inc                                                                       | CUSIP: 05072K305<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -23 | NS      | $-22.30        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aura Biosciences Inc                                   | Aura Biosciences Inc                                                             | CUSIP: 05153U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-2180.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aureus Greenway Holdings Inc                           | Aureus Greenway Holdings Inc                                                     | CUSIP: 05156D102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-315.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aurinia Pharmaceuticals Inc                            | Aurinia Pharmaceuticals Inc                                                      | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |       14400 | NS      | $229680.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Cannabis Inc                                    | Aurora Cannabis Inc                                                              | CUSIP: 05156X850<br>LEI: 549300F6VHCLKCUWDT34 | Short            | EC               | CORP              | CA        |       -2600 | NS      | $-10972.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Innovation Inc                                  | Aurora Innovation Inc                                                            | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-10752.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Autolus Therapeutics PLC                               | Autolus Therapeutics PLC                                                         | CUSIP: 05280R100<br>LEI: 549300C0KZP8EYROLL02 | Short            | EC               | CORP              | GB        |       -6100 | NS      | $-12139.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc                          | Automatic Data Processing Inc                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |        -397 | NS      | $-102120.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Avalo Therapeutics Inc                                 | Avalo Therapeutics Inc                                                           | CUSIP: 05338F306<br>LEI: 549300GPK6FPJ3X8SZ39 | Long             | EC               | CORP              | US        |         400 | NS      | $7264.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avalon GloboCare Corp                                  | Avalon GloboCare Corp                                                            | CUSIP: 05344R302<br>LEI: 5493007BO3YMFVCBL210 | Long             | EC               | CORP              | US        |           3 | NS      | $3.60          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avanos Medical Inc                                     | Avanos Medical Inc                                                               | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |         600 | NS      | $6738.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                            | Avantor Inc                                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -48500 | NS      | $-555810.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Avax One Technology Ltd                                | Avax One Technology Ltd                                                          | CUSIP: 05353F108<br>LEI: 529900AYPDSKXK102L59 | Long             | EC               | CORP              | CA        |           1 | NS      | $1.51          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AvePoint Inc                                           | AvePoint Inc                                                                     | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $61116.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avery Dennison Corp                                    | Avery Dennison Corp                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Short            | EC               | CORP              | US        |        -100 | NS      | $-18188.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avidbank Holdings Inc                                  | Avidbank Holdings Inc                                                            | CUSIP: 05368J103<br>LEI: 54930029UJ8M0B84EE44 | Long             | EC               | CORP              | US        |        9046 | NS      | $240261.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avient Corp                                            | Avient Corp                                                                      | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Short            | EC               | CORP              | US        |        -394 | NS      | $-12308.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Avinger Inc                                            | Avinger Inc                                                                      | CUSIP: 053734877<br>LEI: 549300MRCUER3C2G1659 | Short            | EC               | CORP              | US        |        -266 | NS      | $-126.08       | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Avis Budget Group Inc                                  | Avis Budget Group Inc                                                            | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | EC               | CORP              | US        |        -200 | NS      | $-25664.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avnet Inc                                              | Avnet Inc                                                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |        1200 | NS      | $57696.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avita Medical Inc                                      | Avita Medical Inc                                                                | CUSIP: 05380C102<br>LEI: 5299003E8ETEQDDQ3826 | Short            | EC               | CORP              | US        |        -300 | NS      | $-1035.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avino Silver & Gold Mines Ltd                          | Avino Silver & Gold Mines Ltd                                                    | CUSIP: 053906103<br>LEI: 549300DZZNDMPML1VJ37 | Short            | EC               | CORP              | CA        |        -100 | NS      | $-621.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Axogen Inc                                             | Axogen Inc                                                                       | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $39276.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axon Enterprise Inc                                    | Axon Enterprise Inc                                                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |       -2860 | NS      | $-1624279.80   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Axsome Therapeutics Inc                                | Axsome Therapeutics Inc                                                          | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        2300 | NS      | $420072.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                                     | Axos Financial Inc                                                               | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Short            | EC               | CORP              | US        |      -47413 | NS      | $-4085104.08   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Aytu BioPharma Inc                                     | Aytu BioPharma Inc                                                               | CUSIP: 054754858<br>LEI: 549300SMWHEALCU7Q019 | Long             | EC               | CORP              | US        |         200 | NS      | $520.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Azitra Inc                                             | Azitra Inc                                                                       | CUSIP: 05479L302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -15 | NS      | $-3.97         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $87287.00      | 0.00%             | 2058-09-15      | Variable      | 2.10%                 | No            | 2                  | On Loan: No      |
| AZUL SECURED FINANCE LLP                               | Azul Secured Finance LLP                                                         | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2699274 | PA      | $1347388.51    | 0.04%             | 2028-08-28      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| AZUL SECURED FINANCE LLP                               | Azul Secured Finance LLP                                                         | CUSIP: 05501WAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2385785 | PA      | $256471.89     | 0.01%             | 2029-08-28      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| AZUL SECURED FINANCE LLP                               | Azul Secured Finance LLP                                                         | CUSIP: 05501WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      802022 | PA      | $86217.37      | 0.00%             | 2030-08-28      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| AZUL SECURED FINANCE LLP                               | Azul Secured Finance LLP                                                         | CUSIP: 05501WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5397187 | PA      | $5465428.65    | 0.15%             | 2026-02-27      | Fixed         | 15.00%                | No            | 2                  | On Loan: No      |
| B&G Foods Inc                                          | B&G Foods Inc                                                                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       17500 | NS      | $75250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bcapb LLC Trust                                        | BCAPB LLC Trust 2007-AB1                                                         | CUSIP: 05529DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      631646 | PA      | $219179.33     | 0.01%             | 2037-03-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| BCE Inc                                                | BCE Inc                                                                          | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |        2900 | NS      | $69078.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                       | BJ's Wholesale Club Holdings Inc                                                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Short            | EC               | CORP              | US        |       -5049 | NS      | $-454561.47    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2022-C16                                                    | CUSIP: 05552YAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4299000 | PA      | $508296.56     | 0.01%             | 2055-06-15      | Variable      | 2.18%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C38                                                   | CUSIP: 05556RAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $88684.00      | 0.00%             | 2058-11-15      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| BOK Financial Corp                                     | BOK Financial Corp                                                               | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |         400 | NS      | $47384.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BRP Inc                                                | BRP Inc                                                                          | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |        3192 | NS      | $225699.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| B Riley Financial Inc                                  | B Riley Financial Inc                                                            | CUSIP: 05580M108<br>LEI: 529900LRQ75IKIPK4990 | Short            | EC               | CORP              | US        |        -200 | NS      | $-934.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BTQ Technologies Corp                                  | BTQ Technologies Corp                                                            | CUSIP: 055869101<br>LEI: 9845009I0C867C156D63 | Short            | EC               | CORP              | CA        |        -100 | NS      | $-512.00       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Baldwin Insurance Group Inc/The                        | Baldwin Insurance Group Inc/The                                                  | CUSIP: 05589G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6500 | NS      | $-156195.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BMP Trust                                              | BMP 2024-MF23                                                                    | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1003060.00    | 0.03%             | 2041-06-15      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| BRC Inc                                                | BRC Inc                                                                          | CUSIP: 05601U105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4600 | NS      | $-5106.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BKV Corp                                               | BKV Corp                                                                         | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |         300 | NS      | $8145.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2021-MC                                             | CUSIP: 05608GAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $96288.50      | 0.00%             | 2034-04-15      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2022-AHP                                            | CUSIP: 05610FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227000 | PA      | $226524.44     | 0.01%             | 2039-01-17      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $86182.00      | 0.00%             | 2058-05-15      | Variable      | 2.27%                 | No            | 2                  | On Loan: No      |
| BLP Commercial Mortgage Trust                          | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4274713 | PA      | $4273289.14    | 0.11%             | 2041-03-15      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| Backblaze Inc                                          | Backblaze Inc                                                                    | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3700 | NS      | $17242.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baidu Inc                                              | Baidu Inc                                                                        | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Short            | EC               | CORP              | KY        |      -94000 | NS      | $-12282040.00  | -0.33%            |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Specialty Finance Inc                     | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684B107<br>LEI: 549300V2JL72R0EYBK64 | Long             | EC               | CORP              | US        |        1500 | NS      | $20865.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2022-4 Ltd                                               | CUSIP: 05685CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1300000 | PA      | $1290473.60    | 0.03%             | 2037-10-16      | Floating      | 10.29%                | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2024-2 Ltd                                               | CUSIP: 056921AJ8<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000302.00    | 0.03%             | 2037-07-15      | Floating      | 7.60%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co                                        | Baker Hughes Co                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -104200 | NS      | $-4745268.00   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Bakkt Holdings Inc/US                                  | Bakkt Holdings Inc/US                                                            | CUSIP: 05759B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1860 | NS      | $18674.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Balboa Bay Loan Funding Ltd                            | Balboa Bay Loan Funding 2025-1 Ltd                                               | CUSIP: 05765FAE0<br>LEI: 2549005WFJ6KJ4A4P984 | Long             | ABS-CBDO         | CORP              | KY        |     3100000 | PA      | $3109470.50    | 0.08%             | 2038-07-20      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| Balchem Corp                                           | Balchem Corp                                                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        1200 | NS      | $184032.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Balboa Bay Loan Funding Ltd                            | Balboa Bay Loan Funding 2024-1 Ltd                                               | CUSIP: 05766PAA5<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003930.00    | 0.03%             | 2037-07-20      | Floating      | 10.13%                | No            | 2                  | On Loan: No      |
| Ballard Power Systems Inc                              | Ballard Power Systems Inc                                                        | CUSIP: 058586108<br>LEI: 549300OHZ8BMF53YYS26 | Long             | EC               | CORP              | CA        |       66100 | NS      | $167894.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco BBVA Argentina SA                                | Banco BBVA Argentina SA                                                          | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Short            | EC               | CORP              | AR        |        -200 | NS      | $-3614.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bradesco SA                                      | Banco Bradesco SA                                                                | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |       37100 | NS      | $123543.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of America Mortgage Securities                    | Banc of America Mortgage 2004-F Trust                                            | CUSIP: 05949AJF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188620 | PA      | $167705.16     | 0.00%             | 2034-07-25      | Variable      | 5.94%                 | No            | 2                  | On Loan: No      |
| Banc of America Funding Corporation                    | Banc of America Funding 2006-H Trust                                             | CUSIP: 05950PAS2<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |     3698705 | PA      | $1156377.95    | 0.03%             | 2036-10-20      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Bandwidth Inc                                          | Bandwidth Inc                                                                    | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |        2200 | NS      | $33990.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of California Inc                                 | Banc of California Inc                                                           | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       64746 | NS      | $1248950.34    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of California Inc                                 | Banc of California Inc                                                           | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Short            | EC               | CORP              | US        |         -26 | NS      | $-501.54       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                   | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       26052 | NS      | $1432860.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Hawaii Corp                                    | Bank of Hawaii Corp                                                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |        2000 | NS      | $136740.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Marin Bancorp                                  | Bank of Marin Bancorp                                                            | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $15606.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Marin Bancorp                                  | Bank of Marin Bancorp                                                            | CUSIP: 063425102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8201 | NS      | $-213308.01    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                 | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Short            | EC               | CORP              | CA        |      -19747 | NS      | $-2562963.13   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp/The                       | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | EC               | CORP              | US        |      -29206 | NS      | $-3390524.54   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Nova Scotia/The                                | Bank of Nova Scotia/The                                                          | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | EC               | CORP              | CA        |       -1800 | NS      | $-132642.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank OZK                                               | Bank OZK                                                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Short            | EC               | CORP              | US        |     -155800 | NS      | $-7169916.00   | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR5                                                                  | CUSIP: 065931AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $85138.00      | 0.00%             | 2029-02-15      | Variable      | 3.01%                 | No            | 2                  | On Loan: No      |
| Bank5                                                  | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $87484.00      | 0.00%             | 2058-04-15      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR11                                                                 | CUSIP: 06644WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $78382.00      | 0.00%             | 2057-11-15      | Variable      | 2.32%                 | No            | 2                  | On Loan: No      |
| Bankwell Financial Group Inc                           | Bankwell Financial Group Inc                                                     | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Short            | EC               | CORP              | US        |       -7558 | NS      | $-346307.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Banzai International Inc                               | Banzai International Inc                                                         | CUSIP: 06682J407<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2600 | NS      | $-2510.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bar Harbor Bankshares                                  | Bar Harbor Bankshares                                                            | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $6210.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baozun Inc                                             | Baozun Inc                                                                       | CUSIP: 06684L103<br>LEI: 549300IF0HZ7T4762633 | Long             | EC               | CORP              | KY        |        9500 | NS      | $25270.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2021-NQM1                                           | CUSIP: 06744UAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $90183.70      | 0.00%             | 2051-09-25      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                                         | Barings CLO Ltd 2025-V                                                           | CUSIP: 06765CAA3<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2002446.00    | 0.05%             | 2038-10-15      | Floating      | 8.97%                 | No            | 2                  | On Loan: No      |
| Barnes & Noble Education Inc                           | Barnes & Noble Education Inc                                                     | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Short            | EC               | CORP              | US        |       -4235 | NS      | $-38919.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Babson CLO Ltd                                         | Barings CLO Ltd 2023-III                                                         | CUSIP: 067933AE1<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002603.00    | 0.03%             | 2038-10-15      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| Barrick Mining Corp                                    | Barrick Mining Corp                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        3600 | NS      | $156780.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bausch Health Cos Inc                                  | Bausch Health Cos Inc                                                            | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | CA        |        9600 | NS      | $66720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BayCom Corp                                            | BayCom Corp                                                                      | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |         200 | NS      | $5880.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baytex Energy Corp                                     | Baytex Energy Corp                                                               | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Short            | EC               | CORP              | CA        |      -94686 | NS      | $-305835.78    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $99477.00      | 0.00%             | 2058-05-15      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| Beam Therapeutics Inc                                  | Beam Therapeutics Inc                                                            | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5200 | NS      | $144144.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2006-1                                                  | CUSIP: 07386HB26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1061447 | PA      | $929359.68     | 0.02%             | 2036-02-25      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2006-3                                                  | CUSIP: 07386HL33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      324359 | PA      | $234228.92     | 0.01%             | 2036-05-25      | Variable      | 4.19%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2004-9                                                  | CUSIP: 07386HLH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204740 | PA      | $200552.66     | 0.01%             | 2034-09-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2005-10                                                 | CUSIP: 07386HZP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      666695 | PA      | $475818.90     | 0.01%             | 2036-01-25      | Variable      | 4.87%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2006-4                                                  | CUSIP: 073871AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      222096 | PA      | $187828.52     | 0.00%             | 2036-08-25      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust             | Bear Stearns Asset Backed Securities I Trust 2007-AC5                            | CUSIP: 07388BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2514715 | PA      | $600825.82     | 0.02%             | 2037-07-25      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co                                  | Becton Dickinson & Co                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-252291.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BellRing Brands Inc                                    | BellRing Brands Inc                                                              | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |        5100 | NS      | $136323.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $76163.00      | 0.00%             | 2056-07-15      | Variable      | 3.17%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V7 Mortgage Trust                                                 | CUSIP: 08163YAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $82167.00      | 0.00%             | 2056-05-15      | Variable      | 2.85%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V19 Mortgage Trust                                                | CUSIP: 08164DAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $78790.00      | 0.00%             | 2058-01-15      | Variable      | 1.77%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $85781.00      | 0.00%             | 2058-10-15      | Variable      | 1.95%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                        | Benefit Street Partners CLO XXVI Ltd                                             | CUSIP: 08186CAE2<br>LEI: 2549008S0Y5AP2WIEL43 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998823.00     | 0.03%             | 2037-07-20      | Floating      | 9.88%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                        | Benefit Street Partners CLO XL Ltd                                               | CUSIP: 08187CAA9<br>LEI: 2549004LEBIHR2BCXR45 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001420.00    | 0.03%             | 2038-07-25      | Floating      | 9.50%                 | No            | 2                  | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                       | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $89283.00      | 0.00%             | 2057-07-15      | Variable      | 2.95%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V11 Mortgage Trust                                                | CUSIP: 081921AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $62651.00      | 0.00%             | 2057-11-15      | Variable      | 1.87%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $82738.00      | 0.00%             | 2058-09-15      | Variable      | 1.97%                 | No            | 2                  | On Loan: No      |
| Benitec Biopharma Inc                                  | Benitec Biopharma Inc                                                            | CUSIP: 08205P209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-6735.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                                       | W R Berkley Corp                                                                 | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       50000 | NS      | $3506000.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                                           | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Short            | EC               | CORP              | US        |          -1 | NS      | $-754800.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         132 | NS      | $66349.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Beacon Financial Corp                                  | Beacon Financial Corp                                                            | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |        3675 | NS      | $96909.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Financial Corp                                  | Beacon Financial Corp                                                            | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Short            | EC               | CORP              | US        |         -38 | NS      | $-1002.06      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc                                        | Best Buy Co Inc                                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Short            | EC               | CORP              | US        |       -2689 | NS      | $-179974.77    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Beta Bionics Inc                                       | Beta Bionics Inc                                                                 | CUSIP: 08659B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $30470.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Beta Technologies Inc                                  | Beta Technologies Inc                                                            | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       48674 | NS      | $1373093.54    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Better Home & Finance Holding Co                       | Better Home & Finance Holding Co                                                 | CUSIP: 08774B508<br>LEI: 529900VAMR5CW7WS5H57 | Short            | EC               | CORP              | US        |       -1892 | NS      | $-61641.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Beyond Meat Inc                                        | Beyond Meat Inc                                                                  | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Short            | EC               | CORP              | US        |      -78300 | NS      | $-64206.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bicycle Therapeutics PLC                               | Bicycle Therapeutics PLC                                                         | CUSIP: 088786108<br>LEI: 213800XKUI6R7GKC3E43 | Long             | EC               | CORP              | GB        |        1700 | NS      | $12036.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BigBear.ai Holdings Inc                                | BigBear.ai Holdings Inc                                                          | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Short            | EC               | CORP              | US        |      -84507 | NS      | $-456337.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Commerce.com Inc                                       | Commerce.com Inc                                                                 | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |         400 | NS      | $1648.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bilibili Inc                                           | Bilibili Inc                                                                     | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Short            | EC               | CORP              | KY        |        -600 | NS      | $-14754.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Billiontoone Inc                                       | Billiontoone Inc                                                                 | CUSIP: 090168105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3328 | NS      | $272363.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Rad Laboratories Inc                               | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Short            | EC               | CORP              | US        |        -580 | NS      | $-175734.20    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioCryst Pharmaceuticals Inc                           | BioCryst Pharmaceuticals Inc                                                     | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |       44000 | NS      | $343200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-key International Inc                              | Bio-key International Inc                                                        | CUSIP: 09060C507<br>LEI: 549300VFT6WAQB4BVB07 | Short            | EC               | CORP              | US        |          -9 | NS      | $-4.86         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioCardia Inc                                          | BioCardia Inc                                                                    | CUSIP: 09060U606<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          47 | NS      | $58.75         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                            | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-106974.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioNexus Gene Lab Corp                                 | BioNexus Gene Lab Corp                                                           | CUSIP: 090628306<br>LEI: 549300COYSKRA3Z7E531 | Long             | EC               | CORP              | US        |           3 | NS      | $12.24         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Techne Corp                                        | Bio-Techne Corp                                                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Short            | EC               | CORP              | US        |      -15100 | NS      | $-888031.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Streamex Corp                                          | Streamex Corp                                                                    | CUSIP: 09073N300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-3636.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioVie Inc                                             | BioVie Inc                                                                       | CUSIP: 09074F504<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          10 | NS      | $11.60         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bioventus Inc                                          | Bioventus Inc                                                                    | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $4464.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bioxcel Therapeutics Inc                               | Bioxcel Therapeutics Inc                                                         | CUSIP: 09075P204<br>LEI: 549300Y25FYZ0E8LW260 | Short            | EC               | CORP              | US        |         -18 | NS      | $-28.80        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioNTech SE                                            | BioNTech SE                                                                      | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |          47 | NS      | $4474.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Biomea Fusion Inc                                      | Biomea Fusion Inc                                                                | CUSIP: 09077A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2300 | NS      | $2852.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioAtla Inc                                            | BioAtla Inc                                                                      | CUSIP: 09077B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-113.54       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Biofrontera Inc                                        | Biofrontera Inc                                                                  | CUSIP: 09077D209<br>LEI: 984500444S8BE1EF0179 | Long             | EC               | CORP              | US        |          14 | NS      | $7.98          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BiomX Inc                                              | BiomX Inc                                                                        | CUSIP: 09090D509<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -10 | NS      | $-18.70        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bitcoin Depot Inc                                      | Bitcoin Depot Inc                                                                | CUSIP: 09174P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3200 | NS      | $4128.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BitMine Immersion Technologies Inc                     | BitMine Immersion Technologies Inc                                               | CUSIP: 09175A206<br>LEI: 254900TGJJ1D9JNAQT27 | Short            | EC               | CORP              | US        |      -85400 | NS      | $-2318610.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Hyperscale Data Inc                                    | Hyperscale Data Inc                                                              | CUSIP: 09175M804<br>LEI: 549300OXRKHU5GYA9Q74 | Short            | EC               | CORP              | US        |       -9400 | NS      | $-1725.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Black Diamond Therapeutics Inc                         | Black Diamond Therapeutics Inc                                                   | CUSIP: 09203E105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12600 | NS      | $-30618.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Black Hills Corp                                       | Black Hills Corp                                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |        9300 | NS      | $645606.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Rock Coffee Bar Inc                              | Black Rock Coffee Bar Inc                                                        | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13988 | NS      | $311233.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Rock Coffee Bar Inc                              | Black Rock Coffee Bar Inc                                                        | CUSIP: 092244102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2225.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BlackBerry Ltd                                         | BlackBerry Ltd                                                                   | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Short            | EC               | CORP              | CA        |       -2900 | NS      | $-10991.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BlackLine Inc                                          | BlackLine Inc                                                                    | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |        -416 | NS      | $-23000.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS TREA                         | BLACKROCK LIQUIDITY FUNDS TREA                                                   | CUSIP: 09248U551<br>LEI: 549300U5PI8CHFJM7202 | Long             | EC               | RF                | US        |           1 | NS      | $1.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock TCP Capital Corp                             | BlackRock TCP Capital Corp                                                       | CUSIP: 09259E108<br>LEI: 549300JU1XG1HF56J989 | Long             | EC               | CORP              | US        |        6701 | NS      | $36654.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackSky Technology Inc                                | BlackSky Technology Inc                                                          | CUSIP: 09263B207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -158 | NS      | $-2962.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Strata Critical Medical Inc                            | Strata Critical Medical Inc                                                      | CUSIP: 092667104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4800 | NS      | $-23088.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Blaize Holdings Inc                                    | Blaize Holdings Inc                                                              | CUSIP: 092915107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-2145.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRIGHTLINE EAST LLC                                    | Brightline East LLC                                                              | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2425000 | PA      | $679000.00     | 0.02%             | 2030-01-31      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Bloom Energy Corp                                      | Bloom Energy Corp                                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       51686 | NS      | $4490996.54    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Bloomin' Brands Inc                                    | Bloomin' Brands Inc                                                              | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       16300 | NS      | $100571.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Owl Capital Inc                                   | Blue Owl Capital Inc                                                             | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -32957 | NS      | $-492377.58    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Blue Ridge Bankshares Inc                              | Blue Ridge Bankshares Inc                                                        | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $6405.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BlueLinx Holdings Inc                                  | BlueLinx Holdings Inc                                                            | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |         600 | NS      | $36858.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluemountain CLO Ltd                                   | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $983232.00     | 0.03%             | 2034-07-25      | Floating      | 10.98%                | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $75124.00      | 0.00%             | 2058-04-15      | Variable      | 1.98%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                          | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |         100 | NS      | $21712.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                                       | Boise Cascade Co                                                                 | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |         400 | NS      | $29440.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                                   | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Short            | EC               | CORP              | US        |          -4 | NS      | $-21421.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Boot Barn Holdings Inc                                 | Boot Barn Holdings Inc                                                           | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Short            | EC               | CORP              | US        |       -8300 | NS      | $-1464701.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                 | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-840.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $308.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $2441.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2219.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-12.76        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2324.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-99.35        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1125.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-194.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $1526.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-288.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-1862.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SGSP (Australia) Assets Pty. Ltd.                      | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | N/A              | DFE              |  | CN        |           1 | NC      | $4430.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-257.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SG        |           1 | NC      | $444.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-462.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $872.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $925.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-334.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $364.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2792.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $-1406.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $0.20          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-302.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $638.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $1074.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-523.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-378.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $612.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $618.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $243.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $864.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-435.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-134.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-550.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $113.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $332.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2725.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |           1 | NC      | $132.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-53.74        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4119.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $386.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-486.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $459.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1034.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-425.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-796.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-598.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $472.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-7231.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-107.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1683.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-4264.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $4504.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $6909.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $7751.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $13338.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-183.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $106.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-3342.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT CHF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $99.35         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-225.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $4683.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-147.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |           1 | NC      | $5662.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $72.55         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-306.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-246.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-68.28        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $2263.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2367.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-3782.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1692.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-71.15        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1430.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-186.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $504.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-326.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-42.90        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3887.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $403.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-106.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $1381.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $242.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $4142.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT PHP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PH        |           1 | NC      | $-2135.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $74.46         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $2601.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-389.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1101.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-200.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $2241.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1742.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1043.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-669.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $3882.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1747.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-875.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CHF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CH        |           1 | NC      | $635.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7244.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-954.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2782.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7780.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $6683.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $975.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1452.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $905.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1060.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $302.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $404.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $27.85         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $403.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $301.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $120.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $484.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $359.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $279.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-808.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-338.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |           1 | NC      | $2704.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |           1 | NC      | $669.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4118.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $625.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-411.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $6299.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-300.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-81.87        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |           1 | NC      | $2818.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4129.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-736.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-20.03        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $2771.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4213.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1224.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-87.20        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $2767.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $239.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-484.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-8005.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $2667.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3987.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $415.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $2571.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $445.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $2500.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $849.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $2493.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $2416.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $2416.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $2430.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $2568.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $2670.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $2915.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $2905.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $2785.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $2835.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $2835.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $2965.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $2870.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $1629.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $2768.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $9489.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1691.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $2107.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $4808.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $9881.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-694.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $6726.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-738.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $2564.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $5960.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $1369.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1339.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $10536.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $5959.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $5495.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $11063.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1170.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $5076.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1050.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $11332.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $4574.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1078.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $12610.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $4804.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-986.31       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $12899.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-555.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $2875.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CL        |           1 | NC      | $6389.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-297.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |           1 | NC      | $4965.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |           1 | NC      | $4653.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-659.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |           1 | NC      | $5349.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-408.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4206.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $414.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $2802.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $981.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-420.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4168.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $2896.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-303.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $594.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4121.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-153.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $2992.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $166.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $964.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $1058.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CHF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $978.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $1453.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TH        |           1 | NC      | $-276.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $4295.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $115.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1732.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $1280.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $933.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TH        |           1 | NC      | $-254.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $66.58         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $1744.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CA        |           1 | NC      | $1187.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2507.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-3144.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-429.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $996.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-497.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-701.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2668.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CA        |           1 | NC      | $2055.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CL        |           1 | NC      | $4190.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $1345.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CL        |           1 | NC      | $2204.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $302.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-295.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $17.83         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $1633.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $293.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $4585.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3468.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $11011.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1982.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $167.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-698.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2.81          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $5595.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-349.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3.77         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $162.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                 | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      134100 | NS      | $12786435.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                 | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2829.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CL        |           1 | NC      | $3341.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $2451.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1407.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CL        |           1 | NC      | $3745.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |           1 | NC      | $997.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4717.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-224.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $1125.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $915.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $1230.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-463.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-127.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $1095.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $1015.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $1087.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $1035.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $970.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $930.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $1048.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4576.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-163.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $250.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $5274.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $949.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4165.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $345.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $478.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $637.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2513.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $1054.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-119.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5101.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $459.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4130.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-152.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $5117.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $596.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4267.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5170.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |           1 | NC      | $-98.84        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $705.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4147.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-91.61        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-4.15         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |           1 | NC      | $121.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |           1 | NC      | $121.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $12258.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $2037.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $856.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CO        |           1 | NC      | $-731.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $6570.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $126.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1993.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |           1 | NC      | $1231.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $1271.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $2718.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-392.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $12352.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $1525.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2178.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2099.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2176.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2158.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2118.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1010.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $540.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-672.79       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $291.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-879.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $623.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-899.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $376.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $520.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1464.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $326.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $23.18         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1135.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $660.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1616.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $524.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $961.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4716.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1423.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $172.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $86.69         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-1999.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4823.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $638.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1069.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4322.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1978.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $111.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3140.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4985.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $7487.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $105.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2959.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1183.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $5331.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-3195.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1747.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4814.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $169.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2254.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3188.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1495.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2817.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3063.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $4997.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3076.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5087.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3102.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $5016.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3096.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4822.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $58.50         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3474.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $987.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-124.61       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-308.41       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-513.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |           1 | NC      | $8508.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $-2580.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1366.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $8161.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $-732.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $7474.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $820.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-74.52        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3681.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $-130.15       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $806.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $5987.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $282.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $-4825.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3609.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $57.02         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1287.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $202.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $5742.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $-4109.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |           1 | NC      | $6032.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1314.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $-2125.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CL        |           1 | NC      | $2679.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $1680.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3282.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $2151.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1199.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |           1 | NC      | $1722.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $2746.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2857.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $1687.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2830.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2606.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1799.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $734.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $598.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1339.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1139.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4693.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $212.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $202.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1796.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2258.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $937.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $202.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2026.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2005.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2050.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2379.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-1275.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |           1 | NC      | $1188.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-4073.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $4727.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2861.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-129.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $267.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $266.83        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-931.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2044.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $477.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-4144.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-4115.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-478.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1749.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-750.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-757.91       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1630.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-749.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1495.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-861.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1558.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1474.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1465.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $186.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CHF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CH        |           1 | NC      | $-1458.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4652.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-3250.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |           1 | NC      | $-6648.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $97.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $2345.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-3529.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4253.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |           1 | NC      | $-4437.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $631.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-3446.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-5599.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-3342.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-5581.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-3193.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |           1 | NC      | $-5979.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3181.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-266.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $-1720.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3417.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-665.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $3057.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-652.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1682.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $3072.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3412.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1840.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1966.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-1619.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1602.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-1977.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-2100.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-1937.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-1906.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-1758.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-1728.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-1715.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-1634.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-1442.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |           1 | NC      | $-1524.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6118.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-1601.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-3278.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $550.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $-5000.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1677.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-4005.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $-574.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5760.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3512.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-1103.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-1225.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $-4203.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $309.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $-747.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-3945.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5358.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5910.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6847.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1820.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-4049.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |           1 | NC      | $-300.31       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4377.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1893.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-4266.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5042.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-4244.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4668.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-4024.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $2347.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $-318.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $626.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |           1 | NC      | $-486.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |           1 | NC      | $-385.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |           1 | NC      | $-62.69        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CA        |           1 | NC      | $-3762.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2350.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-3136.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $3503.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2230.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1688.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $3369.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1568.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $3427.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2254.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $3466.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2340.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $3503.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2409.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $3517.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2350.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $3542.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2498.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $3552.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2541.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $3584.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2342.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $3616.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $3609.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1129.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1679.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $3499.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2107.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-982.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $953.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $2746.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1404.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $942.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $3125.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1356.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $927.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1292.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1265.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1278.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1343.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1340.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1344.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1215.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1177.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1130.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $3641.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $3708.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |           1 | NC      | $-1530.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-985.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2918.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $480.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2044.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $895.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3555.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $1468.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-605.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $951.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2341.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $280.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-1898.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $438.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $480.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1990.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3044.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4259.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $2208.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1785.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $906.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $480.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1959.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-2031.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1664.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1359.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1852.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1314.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1183.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-5006.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1294.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1639.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5373.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-1195.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1683.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-5373.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1239.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-1356.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5505.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-609.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-2061.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2564.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-9396.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1617.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-150.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SGSP (Australia) Assets Pty. Ltd.                      | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | N/A              | DFE              |  | SG        |           1 | NC      | $-796.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $7985.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2255.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1229.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $4925.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-640.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SG        |           1 | NC      | $-745.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $-9354.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2427.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1415.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $8337.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-1508.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |           1 | NC      | $-586.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $-9264.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2439.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $8618.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1285.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-2030.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2430.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-10314.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $8452.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-1554.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2197.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $-10046.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $9244.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2161.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-10314.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $8473.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2243.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $-10245.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $8113.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2202.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $326.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1852.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1794.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $268.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1982.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $79.77         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1921.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $97.29         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-1712.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-266.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1763.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-226.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1817.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-142.41       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1835.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-126.91       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1778.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-47.86        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-26.15        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1827.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1696.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-391.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1661.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-407.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $500.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $247.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CL        |           1 | NC      | $4923.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $475.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $1100.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $2558.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $5656.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $1649.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-297.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1635.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $52.47         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-1705.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $2465.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $6923.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $1626.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CL        |           1 | NC      | $6945.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4153.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2914.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $2383.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-1651.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $928.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $96.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4103.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1956.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $951.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1637.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $496.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4003.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1938.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $1028.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1346.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3801.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1952.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $1039.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1788.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1907.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $967.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1680.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1955.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1599.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $923.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1883.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1658.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $895.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1875.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-1613.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $895.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1562.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $939.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $939.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1348.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1420.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $1021.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $1018.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1400.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-1146.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1491.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-5623.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-1146.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1342.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5445.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1185.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5437.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-1131.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5310.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-1046.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-5617.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $-998.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-822.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-5524.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-823.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-5531.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5214.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-790.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4977.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-724.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-783.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4705.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SGSP (Australia) Assets Pty. Ltd.                      | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | N/A              | DFE              |  | AU        |           1 | NC      | $-776.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4518.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-827.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-786.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-744.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-787.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-687.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-692.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-817.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-800.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $-868.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-890.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-911.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-791.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-799.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-796.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-892.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-849.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-848.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $-659.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1093.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-844.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $-10038.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2078.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $-10210.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2198.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-9038.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-9161.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2349.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2158.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-7171.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2172.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-8827.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2148.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-1881.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $50.92         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1779.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1653.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1465.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1716.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1318.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-1239.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $1402.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1722.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $-656.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $4.97          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $381.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-134.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $268.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $-2025.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $689.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2188.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $47.30         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $-2840.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-360.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $938.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-211.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-648.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2230.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $678.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-740.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $919.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $-2788.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $52.83         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $325.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2263.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $389.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-709.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-2632.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2168.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $122.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $-2368.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2022.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $213.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-2235.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1900.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-2169.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1866.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $-1377.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1749.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1766.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-524.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-280.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-279.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-248.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $76.82         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-605.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $132.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-210.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-170.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-84.98        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $10.75         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-297.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-150.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-1254.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1167.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-614.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-343.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $-1167.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1458.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $248.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-465.65       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-352.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $159.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1177.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $1438.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $2212.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1127.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $1136.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $455.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-107.61       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $1628.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $679.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-971.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $1913.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-982.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-1238.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-1070.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $156.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1372.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $742.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-546.34       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-603.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $-977.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $146.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SGSP (Australia) Assets Pty. Ltd.                      | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | N/A              | DFE              |  | US        |           1 | NC      | $-1525.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-563.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-1143.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $127.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-625.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1532.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-512.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-1095.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $130.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1461.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-516.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-47.93        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $105.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1361.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-462.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1227.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-378.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |           1 | NC      | $6335.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2349.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1251.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1016.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $-245.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $-98.72        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SGSP (Australia) Assets Pty. Ltd.                      | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | N/A              | DFE              |  | AU        |           1 | NC      | $-1308.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2430.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1346.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1194.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2551.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-1354.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1190.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2639.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-1315.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1191.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2556.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-1150.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1528.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2395.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-1126.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-986.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-1106.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-1031.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-1046.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-1011.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-1022.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-993.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-890.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SGSP (Australia) Assets Pty. Ltd.                      | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | N/A              | DFE              |  | AU        |           1 | NC      | $-822.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-951.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-811.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-253.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Buy XAG.f.N / Sell USD.f.N                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |       42000 | PA      | $841728.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                                | Buy USD.f.N / Sell XAG.f.N                                                       | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DCO              |  | US        |     2142000 | PA      | $-841728.09    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bowhead Specialty Holdings Inc                         | Bowhead Specialty Holdings Inc                                                   | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6556 | NS      | $187108.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boxlight Corp                                          | Boxlight Corp                                                                    | CUSIP: 103197406<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-170.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BOYD GROUP INC                                         | BOYD GROUP INC                                                                   | CUSIP: 103310108<br>LEI: 549300FVHMLW88VSTP09 | Long             | EC               | CORP              | CA        |        2997 | NS      | $477422.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Braemar Hotels & Resorts Inc                           | Braemar Hotels & Resorts Inc                                                     | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Short            | EC               |  | US        |       -3000 | NS      | $-8610.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                               | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     2977000 | PA      | $2919372.37    | 0.08%             | 2030-08-01      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Brand Engagement Network Inc                           | Brand Engagement Network Inc                                                     | CUSIP: 104932207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-232.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brainsway Ltd                                          | Brainsway Ltd                                                                    | CUSIP: 10501L106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         700 | NS      | $13314.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brand Industrial Services Inc                          | Brand Industrial Services Inc 2024 Term Loan B                                   | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     4750067 | PA      | $4318238.49    | 0.11%             | 2030-08-01      | Floating      | 8.35%                 | No            | 2                  | On Loan: No      |
| Brandywine Realty Trust                                | Brandywine Realty Trust                                                          | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |        6900 | NS      | $20148.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Braze Inc                                              | Braze Inc                                                                        | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Short            | EC               | CORP              | US        |      -14100 | NS      | $-483489.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Atlas Lithium Corp                                     | Atlas Lithium Corp                                                               | CUSIP: 105861306<br>LEI: 5493006FIK0ZLW06RD76 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-16074.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bridge Street CLO I Ltd                                | Bridge Street CLO IV Ltd                                                         | CUSIP: 107935AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001251.00    | 0.03%             | 2037-04-20      | Floating      | 10.87%                | No            | 2                  | On Loan: No      |
| Bridgebio Pharma Inc                                   | Bridgebio Pharma Inc                                                             | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       19400 | NS      | $1483906.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgewater Bancshares Inc                             | Bridgewater Bancshares Inc                                                       | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |         600 | NS      | $10518.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Horizons Family Solutions Inc                   | Bright Horizons Family Solutions Inc                                             | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |        4800 | NS      | $486720.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Minds Biosciences Inc                           | Bright Minds Biosciences Inc                                                     | CUSIP: 10919W405<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        9483 | NS      | $740053.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                              | Brighthouse Financial Inc                                                        | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-110143.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BrightView Holdings Inc                                | BrightView Holdings Inc                                                          | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |        9000 | NS      | $114030.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadian Asset Management Inc                           | Acadian Asset Management Inc                                                     | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       35471 | NS      | $1667137.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightSpire Capital Inc                                | BrightSpire Capital Inc                                                          | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |        4100 | NS      | $22960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brilliant Earth Group Inc                              | Brilliant Earth Group Inc                                                        | CUSIP: 109504100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $2100.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightSpring Health Services Inc                       | BrightSpring Health Services Inc                                                 | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28449 | NS      | $1065415.05    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Brinker International Inc                              | Brinker International Inc                                                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-229632.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                                | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       68400 | NS      | $3689496.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                                | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Short            | EC               | CORP              | US        |        -734 | NS      | $-39591.96     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Broad River BSL Funding CLO Ltd                        | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAQ7<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1396267.60    | 0.04%             | 2034-07-20      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| Broad River BSL Funding CLO Ltd                        | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124UAC5<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1972582.00    | 0.05%             | 2034-07-20      | Floating      | 10.65%                | No            | 2                  | On Loan: No      |
| Broadridge Financial Solutions Inc                     | Broadridge Financial Solutions Inc                                               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Short            | EC               | CORP              | US        |        -373 | NS      | $-83242.41     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                           | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        8892 | NS      | $3077521.20    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                           | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |      -10980 | NS      | $-3800178.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Brock Holdings III Inc                                 | Brock Holdings III Inc 2024 Term Loan B                                          | CUSIP: 11163AAB3<br>LEI: 5493000L6QAVHKOAM302 | Long             | LON              | CORP              | US        |     1153206 | PA      | $1155132.27    | 0.03%             | 2030-05-02      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Brookdale Senior Living Inc                            | Brookdale Senior Living Inc                                                      | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |        8209 | NS      | $88575.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Corp                                        | Brookfield Corp                                                                  | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |      -42050 | NS      | $-1929674.50   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Infrastructure Corp                         | Brookfield Infrastructure Corp                                                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Short            | EC               | CORP              | CA        |       -5800 | NS      | $-263320.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Renewable Corp                              | Brookfield Renewable Corp                                                        | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Short            | EC               | CORP              | CA        |       -9200 | NS      | $-352728.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Asset Management Ltd                        | Brookfield Asset Management Ltd                                                  | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Short            | EC               | CORP              | CA        |      -22200 | NS      | $-1163058.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Ernexa Therapeutics Inc                                | Ernexa Therapeutics Inc                                                          | CUSIP: 114082308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          49 | NS      | $58.80         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Azenta Inc                                             | Azenta Inc                                                                       | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |        -400 | NS      | $-13304.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brown & Brown Inc                                      | Brown & Brown Inc                                                                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-159400.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bryant Park Funding Ltd                                | Bryant Park Funding 2023-21 Ltd                                                  | CUSIP: 117650AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1996352.00    | 0.05%             | 2038-10-18      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                                | Bryant Park Funding 2024-23 Ltd                                                  | CUSIP: 11765CAL9<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1251101.25    | 0.03%             | 2037-05-15      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                                | Bryant Park Funding 2024-23 Ltd                                                  | CUSIP: 11765CAN5<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004958.00    | 0.05%             | 2037-05-15      | Floating      | 8.90%                 | No            | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                                | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766EAA8<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1253375.00    | 0.03%             | 2037-04-15      | Floating      | 11.03%                | No            | 2                  | On Loan: No      |
| B2Gold Corp                                            | B2Gold Corp                                                                      | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |      232500 | NS      | $1048575.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bryant Park Funding Ltd                                | Bryant Park Funding 2023-20 Ltd                                                  | CUSIP: 11790AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1013395.00    | 0.03%             | 2038-04-15      | Floating      | 10.65%                | No            | 2                  | On Loan: No      |
| Build-A-Bear Workshop Inc                              | Build-A-Bear Workshop Inc                                                        | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Short            | EC               | CORP              | US        |        -200 | NS      | $-12254.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                               | Builders FirstSource Inc                                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Short            | EC               | CORP              | US        |        -561 | NS      | $-57721.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bullfrog AI Holdings Inc                               | Bullfrog AI Holdings Inc                                                         | CUSIP: 12021E109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-617.96       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bulldog Purchaser Inc                                  | Bulldog Purchaser Inc 2025 Term Loan                                             | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |      999465 | PA      | $1004671.91    | 0.03%             | 2031-06-27      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Bumble Inc                                             | Bumble Inc                                                                       | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18700 | NS      | $66759.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Burke & Herbert Financial Services Corp                | Burke & Herbert Financial Services Corp                                          | CUSIP: 12135Y108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4833 | NS      | $-301144.23    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Burlington Stores Inc                                  | Burlington Stores Inc                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |         536 | NS      | $154823.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Burlington Stores Inc                                  | Burlington Stores Inc                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |       -8980 | NS      | $-2593873.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Business First Bancshares Inc                          | Business First Bancshares Inc                                                    | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |         400 | NS      | $10456.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Butterfly Network Inc                                  | Butterfly Network Inc                                                            | CUSIP: 124155102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-760.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BuzzFeed Inc                                           | BuzzFeed Inc                                                                     | CUSIP: 12430A300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -177 | NS      | $-164.63       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2020-VIVA                                           | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5006000 | PA      | $4583468.57    | 0.12%             | 2044-03-11      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134586 | PA      | $134376.29     | 0.00%             | 2038-12-15      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Byrna Technologies Inc                                 | Byrna Technologies Inc                                                           | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-60444.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| C3.ai Inc                                              | C3.ai Inc                                                                        | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |        5400 | NS      | $72792.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| cbdMD Inc                                              | cbdMD Inc                                                                        | CUSIP: 12482W408<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -30 | NS      | $-40.50        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets Inc                                | Cboe Global Markets Inc                                                          | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Short            | EC               | CORP              | US        |      -15226 | NS      | $-3821726.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                                         | CBRE Group Inc                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Short            | EC               | CORP              | US        |       -8900 | NS      | $-1431031.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc                 | CCC Intelligent Solutions Holdings Inc                                           | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       94830 | NS      | $753898.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc                 | CCC Intelligent Solutions Holdings Inc                                           | CUSIP: 12510Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11000 | NS      | $-87450.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CECO Environmental Corp                                | CECO Environmental Corp                                                          | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |        2400 | NS      | $143640.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                                            | CDW Corp/DE                                                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         300 | NS      | $40860.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CD Commercial Mortgage Trust                           | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      422000 | PA      | $223370.09     | 0.01%             | 2049-08-10      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| CF Industries Holdings Inc                             | CF Industries Holdings Inc                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        2400 | NS      | $185616.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CFG Investments 2017-1 Limited                         | CFG Investments Ltd                                                              | CUSIP: 12528GAN2<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |      251000 | PA      | $257267.72     | 0.01%             | 2036-03-25      | Fixed         | 9.16%                 | No            | 2                  | On Loan: No      |
| CFG Investments 2017-1 Limited                         | CFG Investments Ltd                                                              | CUSIP: 12528GAP7<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |      400000 | PA      | $416984.80     | 0.01%             | 2036-03-25      | Fixed         | 12.72%                | No            | 2                  | On Loan: No      |
| CFK Trust                                              | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19612000 | PA      | $118946.78     | 0.00%             | 2039-03-15      | Variable      | 0.77%                 | No            | 2                  | On Loan: No      |
| C4 Therapeutics Inc                                    | C4 Therapeutics Inc                                                              | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18700 | NS      | $35717.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide Inc                              | CH Robinson Worldwide Inc                                                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        6133 | NS      | $985941.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide Inc                              | CH Robinson Worldwide Inc                                                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |       -6800 | NS      | $-1093168.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                                        | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         837 | NS      | $230367.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                       | CIFC Funding 2021-V Ltd                                                          | CUSIP: 12565HAE4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001753.00    | 0.03%             | 2038-01-15      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| CME Group Inc                                          | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |         440 | NS      | $120155.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                          | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Short            | EC               | CORP              | US        |       -3163 | NS      | $-863752.04    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd                                       | CIFC Funding 2023-I Ltd                                                          | CUSIP: 12575RAU4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2504047.50    | 0.07%             | 2038-10-15      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAS1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1925634 | PA      | $512.22        | 0.00%             | 2047-08-10      | Variable      | 0.74%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XAJ5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      239000 | PA      | $189803.52     | 0.01%             | 2048-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-CCRE23 Mortgage Trust                                                  | CUSIP: 12593ABF1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       35725 | PA      | $34337.54      | 0.00%             | 2048-05-10      | Variable      | 4.19%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBH6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      760167 | PA      | $750412.44     | 0.02%             | 2048-07-10      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBJ2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1348000 | PA      | $1305393.76    | 0.03%             | 2048-07-10      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PBB7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      320024 | PA      | $306085.15     | 0.01%             | 2048-08-10      | Variable      | 3.49%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163000 | PA      | $139995.48     | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1409000 | PA      | $1059966.74    | 0.03%             | 2052-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4452333 | PA      | $206419.06     | 0.01%             | 2052-12-15      | Variable      | 1.41%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2025-180W Mortgage Trust                                                    | CUSIP: 12597SAC6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $57568.00      | 0.00%             | 2042-08-10      | Variable      | 1.35%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2025-180W Mortgage Trust                                                    | CUSIP: 12597SAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1007816.00    | 0.03%             | 2042-08-10      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| CP ATLAS BUYER INC                                     | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1403440.57    | 0.04%             | 2030-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| CP ATLAS BUYER INC                                     | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     2183478 | PA      | $2068672.24    | 0.05%             | 2031-01-15      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-RPL1 Trust                                                             | CUSIP: 12598PAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446000 | PA      | $341127.56     | 0.01%             | 2061-09-25      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| CNA Financial Corp                                     | CNA Financial Corp                                                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |        1500 | NS      | $71610.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CRA International Inc                                  | CRA International Inc                                                            | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1400 | NS      | $280973.07     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2014-CR14 Mortgage Trust                                                    | CUSIP: 12630DAE4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      591000 | PA      | $510366.92     | 0.01%             | 2047-02-10      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| CPS Auto Trust                                         | Consumer Portfolio Services Auto Trust 2025-B                                    | CUSIP: 12630SAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2080000 | PA      | $2160192.32    | 0.06%             | 2033-03-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| CS Disco Inc                                           | CS Disco Inc                                                                     | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $1552.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CPS Auto Trust                                         | Consumer Portfolio Services Auto Trust 2025-A                                    | CUSIP: 12633SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1671000 | PA      | $1708642.62    | 0.05%             | 2032-08-16      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| CPI Card Group Inc                                     | CPI Card Group Inc                                                               | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |         200 | NS      | $2936.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAV6<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     6424360 | PA      | $809.47        | 0.00%             | 2048-08-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QAL4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     3065000 | PA      | $2651347.60    | 0.07%             | 2048-10-10      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QAN0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1439000 | PA      | $928896.10     | 0.02%             | 2048-10-10      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2015-C4 Commercial Mortgage Trust                                          | CUSIP: 12635RAL2<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |     2347782 | PA      | $2325522.53    | 0.06%             | 2048-11-15      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |       59455 | PA      | $59047.26      | 0.00%             | 2048-11-15      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| CSW Industrials Inc                                    | CSW Industrials Inc                                                              | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Short            | EC               | CORP              | US        |        -840 | NS      | $-246565.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp                                               | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |         637 | NS      | $23091.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp                                               | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | EC               | CORP              | US        |      -22500 | NS      | $-815625.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      604000 | PA      | $508019.57     | 0.01%             | 2051-04-15      | Variable      | 2.75%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp                                     | CNX Resources Corp                                                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |        3500 | NS      | $128695.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corp                                     | CNX Resources Corp                                                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Short            | EC               | CORP              | US        |       -3889 | NS      | $-142998.53    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CPC Acquisition Corp                                   | CPC Acquisition Corp Term Loan                                                   | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |     5879771 | PA      | $4839815.77    | 0.13%             | 2027-12-29      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| CP Atlas Buyer, Inc.                                   | CP Atlas Buyer Inc 2025 Term Loan                                                | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     1700491 | PA      | $1640973.64    | 0.04%             | 2030-07-08      | Floating      | 8.97%                 | No            | 2                  | On Loan: No      |
| CVB Financial Corp                                     | CVB Financial Corp                                                               | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7072 | NS      | $131539.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2021-NQM3                                                                   | CUSIP: 12660LAF6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $614000.00     | 0.02%             | 2066-04-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| CVR Energy Inc                                         | CVR Energy Inc                                                                   | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |        2400 | NS      | $61056.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Short            | EC               | CORP              | US        |     -166900 | NS      | $-13245184.00  | -0.35%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                  | CWABS Asset-Backed Certificates Trust 2005-10                                    | CUSIP: 126670AH1<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      268571 | PA      | $283764.38     | 0.01%             | 2036-02-25      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2004-2CB                                                  | CUSIP: 12667FAZ8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      279845 | PA      | $238328.84     | 0.01%             | 2034-03-25      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2004-4CB                                                  | CUSIP: 12667FCQ6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      144734 | PA      | $118803.06     | 0.00%             | 2034-04-25      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2004-16CB                                                 | CUSIP: 12667FMJ1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      271731 | PA      | $244277.58     | 0.01%             | 2034-08-25      | Variable      | 5.76%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2004-22CB                                                 | CUSIP: 12667FSC0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      345278 | PA      | $241274.03     | 0.01%             | 2034-10-25      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-10CB                                                 | CUSIP: 12667GAW3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      242697 | PA      | $183528.94     | 0.00%             | 2035-05-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-11CB                                                 | CUSIP: 12667GJS3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      258968 | PA      | $196226.76     | 0.01%             | 2035-06-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-J9                                                   | CUSIP: 12667GT37<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      464044 | PA      | $246289.70     | 0.01%             | 2035-08-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-28CB                                                 | CUSIP: 12667GYG2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1560214 | PA      | $890477.87     | 0.02%             | 2035-08-25      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-59                                                   | CUSIP: 12668AEV3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     5733490 | PA      | $5490533.53    | 0.15%             | 2035-11-20      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-56                                                   | CUSIP: 12668AGP4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      263979 | PA      | $251893.25     | 0.01%             | 2035-11-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-69                                                   | CUSIP: 12668AN35<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      245735 | PA      | $250505.22     | 0.01%             | 2035-12-25      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-76                                                   | CUSIP: 12668BDD2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1370122 | PA      | $1216050.34    | 0.03%             | 2036-01-25      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-J1                                                   | CUSIP: 12668BKA0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      326381 | PA      | $192048.40     | 0.01%             | 2036-02-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-8T1                                                  | CUSIP: 12668BME0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      687750 | PA      | $219618.68     | 0.01%             | 2036-04-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-J2                                                   | CUSIP: 12668BTD5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      575571 | PA      | $213389.06     | 0.01%             | 2036-04-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-7CB                                                  | CUSIP: 12668BXV0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      740374 | PA      | $382104.14     | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZR7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      380682 | PA      | $166817.46     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA19                                                 | CUSIP: 12668RAA6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      479646 | PA      | $374477.22     | 0.01%             | 2047-02-20      | Floating      | 4.03%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA19                                                 | CUSIP: 12668RAE8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      286330 | PA      | $230213.90     | 0.01%             | 2047-02-20      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA2                                                  | CUSIP: 126694R75<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      474441 | PA      | $455717.39     | 0.01%             | 2046-05-20      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2004-25                                          | CUSIP: 12669GJZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      361773 | PA      | $351478.87     | 0.01%             | 2035-02-25      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2005-3                                           | CUSIP: 12669GTS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      382922 | PA      | $351872.00     | 0.01%             | 2035-04-25      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Cabaletta Bio Inc                                      | Cabaletta Bio Inc                                                                | CUSIP: 12674W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13100 | NS      | $28689.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Castle Hill INGOTS Ltd                                 | CSTL Commercial Mortgage Trust 2025-GATE2                                        | CUSIP: 12676JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $999293.00     | 0.03%             | 2042-11-10      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| Cable One Inc                                          | Cable One Inc                                                                    | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Short            | EC               | CORP              | US        |        -300 | NS      | $-33855.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy Inc                                     | Coterra Energy Inc                                                               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Short            | EC               | CORP              | US        |      -69500 | NS      | $-1829240.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| CTM CLO Ltd                                            | CTM CLO 2025-1 Ltd                                                               | CUSIP: 12719QAA7<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2026280.00    | 0.05%             | 2038-07-15      | Floating      | 11.08%                | No            | 2                  | On Loan: No      |
| CTM CLO Ltd                                            | CTM CLO 2025-2 Ltd                                                               | CUSIP: 12719RAJ6<br>LEI: 213800L5ASLFYFEP3Y39 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3002097.00    | 0.08%             | 2038-10-20      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| Cactus Inc                                             | Cactus Inc                                                                       | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-114200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems Inc                             | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Short            | EC               | CORP              | US        |        -188 | NS      | $-58765.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cadeler A/S                                            | Cadeler A/S                                                                      | CUSIP: 12738K109<br>LEI: 9845008439EUED140282 | Short            | EC               | CORP              | DK        |        -100 | NS      | $-1859.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Bank                                           | Cadence Bank                                                                     | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Short            | EC               | CORP              | US        |      -13800 | NS      | $-591192.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadiz Inc                                              | Cadiz Inc                                                                        | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Short            | EC               | CORP              | US        |       -1846 | NS      | $-10356.06     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadre Holdings Inc                                     | Cadre Holdings Inc                                                               | CUSIP: 12763L105<br>LEI: 2549006IKQEWJ8M7CB97 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-122520.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc                              | Caesars Entertainment Inc                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |        -576 | NS      | $-13472.64     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cal-Maine Foods Inc                                    | Cal-Maine Foods Inc                                                              | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-135269.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CalCon Mutual Mortgage                                 | Calcon Mutual Mortgage 2023-1                                                    | CUSIP: 12870EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3006000 | PA      | $3039222.31    | 0.08%             | 2054-06-25      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| AtlasClear Holdings Inc                                | AtlasClear Holdings Inc                                                          | CUSIP: 128745205<br>LEI: 529900AJBGPB3XKCJH25 | Short            | EC               | CORP              | US        |      -45700 | NS      | $-11466.13     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Caleres Inc                                            | Caleres Inc                                                                      | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |        1100 | NS      | $13387.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| California Housing Finance Agency                      | California Housing Finance Agency                                                | CUSIP: 13033DAB1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    13932847 | PA      | $193931.30     | 0.01%             | 2035-01-15      | Variable      | 0.29%                 | No            | 2                  | On Loan: No      |
| California Resources Corp                              | California Resources Corp                                                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Short            | EC               | CORP              | US        |         -50 | NS      | $-2235.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Topgolf Callaway Brands Corp                           | Topgolf Callaway Brands Corp                                                     | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Short            | EC               | CORP              | US        |        -300 | NS      | $-3501.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CALUMET SPECIALTY PROD                                 | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4448000 | PA      | $4495237.76    | 0.12%             | 2028-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Camden National Corp                                   | Camden National Corp                                                             | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |         300 | NS      | $13014.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp                                            | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |       -2800 | NS      | $-256172.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Campbell's Company/The                                 | Campbell's Company/The                                                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       60800 | NS      | $1694496.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Camping World Holdings Inc                             | Camping World Holdings Inc                                                       | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |        3400 | NS      | $33082.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Can-Fite BioPharma Ltd                                 | Can-Fite BioPharma Ltd                                                           | CUSIP: 13471N300<br>LEI: 549300ZLRH6GSBOHFZ59 | Short            | EC               | CORP              | IL        |        -800 | NS      | $-160.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canaan Inc                                             | Canaan Inc                                                                       | CUSIP: 134748102<br>LEI: 254900OEOGK9ALNMUN24 | Long             | EC               | CORP              | KY        |       49900 | NS      | $34431.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Short            | EC               | CORP              | CA        |       -1300 | NS      | $-117793.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canadian National Railway Co                           | Canadian National Railway Co                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | EC               | CORP              | CA        |          -7 | NS      | $-691.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                       | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       80000 | NS      | $5890400.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                       | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -9878 | NS      | $-727317.14    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Solar Inc                                     | Canadian Solar Inc                                                               | CUSIP: 136635109<br>LEI: 5493001XSC6TKMBVOM15 | Long             | EC               | CORP              | CA        |        8500 | NS      | $202045.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Candel Therapeutics Inc                                | Candel Therapeutics Inc                                                          | CUSIP: 137404109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-6780.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cannae Holdings Inc                                    | Cannae Holdings Inc                                                              | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-18876.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canopy Growth Corp                                     | Canopy Growth Corp                                                               | CUSIP: 138035704<br>LEI: 529900CSD7NH1UBC9X07 | Short            | EC               | CORP              | CA        |     -112880 | NS      | $-128683.20    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canyon Capital CLO Ltd                                 | Canyon Capital CLO 2022-2 Ltd                                                    | CUSIP: 13877LBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $1989930.00    | 0.05%             | 2038-04-15      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| Capital City Bank Group Inc                            | Capital City Bank Group Inc                                                      | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |         100 | NS      | $4257.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc                                    | Capital Bancorp Inc                                                              | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Short            | EC               | CORP              | US        |       -5470 | NS      | $-154089.90    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                             | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        6713 | NS      | $1626962.68    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                             | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               | CORP              | US        |         -24 | NS      | $-5816.64      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Capital Southwest Corp                                 | Capital Southwest Corp                                                           | CUSIP: 140501107<br>LEI: 54930023YZ4YEJEDBO56 | Long             | EC               | CORP              | US        |        9000 | NS      | $199350.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Capitol Federal Financial Inc                          | Capitol Federal Financial Inc                                                    | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10600 | NS      | $72186.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capricor Therapeutics Inc                              | Capricor Therapeutics Inc                                                        | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Short            | EC               | CORP              | US        |        -800 | NS      | $-23088.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tvardi Therapeutics Inc                                | Tvardi Therapeutics Inc                                                          | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |         122 | NS      | $524.60        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardiff Oncology Inc                                   | Cardiff Oncology Inc                                                             | CUSIP: 14147L108<br>LEI: 549300AHOLZBHHYFWP04 | Long             | EC               | CORP              | US        |        4700 | NS      | $13207.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardinal Health Inc                                    | Cardinal Health Inc                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        2900 | NS      | $595950.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardio Diagnostics Holdings Inc                        | Cardio Diagnostics Holdings Inc                                                  | CUSIP: 14159C202<br>LEI: 529900E3UWQ6LHYRCK14 | Short            | EC               | CORP              | US        |         -15 | NS      | $-40.65        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cardiol Therapeutics Inc                               | Cardiol Therapeutics Inc                                                         | CUSIP: 14161Y200<br>LEI: 549300EXSOITGMUJOK20 | Long             | EC               | CORP              | CA        |         100 | NS      | $95.38         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CareDx Inc                                             | CareDx Inc                                                                       | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |         400 | NS      | $7536.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CareCloud Inc                                          | CareCloud Inc                                                                    | CUSIP: 14167R100<br>LEI: 549300GEO5Y45G5I3070 | Long             | EC               | CORP              | US        |         500 | NS      | $1460.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Caribou Biosciences Inc                                | Caribou Biosciences Inc                                                          | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19100 | NS      | $30369.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Caris Life Sciences Inc                                | Caris Life Sciences Inc                                                          | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |       63364 | NS      | $1709560.72    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Caris Life Sciences Inc                                | Caris Life Sciences Inc                                                          | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Short            | EC               | CORP              | US        |        -200 | NS      | $-5396.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Cos Inc                                       | Carlisle Cos Inc                                                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Short            | EC               | CORP              | US        |        -575 | NS      | $-183919.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2024-8 Ltd                                                        | CUSIP: 142916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1350000 | PA      | $1353762.45    | 0.04%             | 2037-01-25      | Floating      | 9.36%                 | No            | 2                  | On Loan: No      |
| CarMax Inc                                             | CarMax Inc                                                                       | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31100 | NS      | $1201704.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group Inc/The                                  | Carlyle Group Inc/The                                                            | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |        -300 | NS      | $-17733.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2023-5 Ltd                                                        | CUSIP: 14319NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1497208.50    | 0.04%             | 2036-01-27      | Floating      | 11.76%                | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2025-1 Ltd                                                        | CUSIP: 14319XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1007363.00    | 0.03%             | 2038-04-25      | Floating      | 9.56%                 | No            | 2                  | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2025-B                                           | CUSIP: 14320BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      342000 | PA      | $339313.93     | 0.01%             | 2032-09-15      | Fixed         | 6.89%                 | No            | 2                  | On Loan: No      |
| Carnival Corp                                          | Carnival Corp                                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |        -481 | NS      | $-14689.74     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carriage Services Inc                                  | Carriage Services Inc                                                            | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $38070.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CarParts.com Inc                                       | CarParts.com Inc                                                                 | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-550.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carvana Co                                             | Carvana Co                                                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        3540 | NS      | $1493950.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Carvana Co                                             | Carvana Co                                                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |        -183 | NS      | $-77229.66     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carval CLO LTD                                         | CarVal CLO IX-C Ltd                                                              | CUSIP: 14688JAA6<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1000679.00    | 0.03%             | 2037-04-20      | Floating      | 10.63%                | No            | 2                  | On Loan: No      |
| Casella Waste Systems Inc                              | Casella Waste Systems Inc                                                        | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Short            | EC               | CORP              | US        |      -10000 | NS      | $-979400.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Casey's General Stores Inc                             | Casey's General Stores Inc                                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Short            | EC               | CORP              | US        |       -2460 | NS      | $-1359666.60   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Cassava Sciences Inc                                   | Cassava Sciences Inc                                                             | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       10600 | NS      | $20988.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Castellum Inc                                          | Castellum Inc                                                                    | CUSIP: 14838T204<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6600 | NS      | $-5961.12      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corporation 2025 New Money FLFO Term Loan                      | CUSIP: 14852DAG6<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     1304941 | PA      | $1321252.50    | 0.04%             | 2030-04-29      | Floating      | 8.72%                 | No            | 2                  | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corporation 2025 USD FLSO Term Loan B1                         | CUSIP: 14852DAJ0<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     7573797 | PA      | $4004645.31    | 0.11%             | 2030-05-31      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corporation 2025 USD FLSO Term Loan B2                         | CUSIP: 14852DAK7<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |      148296 | PA      | $77336.18      | 0.00%             | 2030-05-31      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corporation 2025 EUR FLSO Term Loan B1                         | CUSIP: 14852DAL5<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     2943265 | PA      | $1660284.19    | 0.04%             | 2030-05-31      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc                           | Catalyst Pharmaceuticals Inc                                                     | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Short            | EC               | CORP              | US        |      -34200 | NS      | $-798228.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA CVR CATALYST                                    | CONTRA CVR CATALYST                                                              | CUSIP: 148CVR012<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4600 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Caterpillar Inc                                        | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |          60 | NS      | $34372.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                        | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |        -180 | NS      | $-103116.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cato Corp/The                                          | Cato Corp/The                                                                    | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |        1500 | NS      | $4635.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBAMR Ltd                                              | CBAMR 2019-9 Ltd                                                                 | CUSIP: 14987UAE1<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000502.00    | 0.03%             | 2037-07-15      | Floating      | 10.95%                | No            | 2                  | On Loan: No      |
| CEL-SCI Corp                                           | CEL-SCI Corp                                                                     | CUSIP: 150837706<br>LEI: 549300FIWOFSETIVMI17 | Long             | EC               | CORP              | US        |          45 | NS      | $236.70        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Celanese Corp                                          | Celanese Corp                                                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        2049 | NS      | $86631.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Celestica Inc                                          | Celestica Inc                                                                    | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Short            | EC               | CORP              | CA        |      -18610 | NS      | $-5501316.29   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Cellectar Biosciences Inc                              | Cellectar Biosciences Inc                                                        | CUSIP: 15117F880<br>LEI: 5493000NFZCRG7BYQV93 | Long             | EC               | CORP              | US        |           1 | NS      | $2.95          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                           | Centene Corp                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       61400 | NS      | $2526610.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                           | Centene Corp                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Short            | EC               | CORP              | US        |          -1 | NS      | $-41.15        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cenovus Energy Inc                                     | Cenovus Energy Inc                                                               | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Short            | EC               | CORP              | CA        |      -61200 | NS      | $-1035504.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Centerra Gold Inc                                      | Centerra Gold Inc                                                                | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |        1300 | NS      | $18681.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Centerspace                                            | Centerspace                                                                      | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Short            | EC               |  | US        |        -100 | NS      | $-6672.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Centessa Pharmaceuticals PLC                           | Centessa Pharmaceuticals PLC                                                     | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Short            | EC               | CORP              | GB        |       -6400 | NS      | $-160064.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Centex Home Equity                                     | Centex Home Equity Loan Trust 2004-D                                             | CUSIP: 152314LW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      343182 | PA      | $315683.63     | 0.01%             | 2034-09-25      | Variable      | 6.40%                 | No            | 2                  | On Loan: No      |
| Axia Energia                                           | Axia Energia                                                                     | CUSIP: 15234Q207<br>LEI: 254900I8KYDELP4B4Z08 | Short            | EC               | CORP              | BR        |        -600 | NS      | $-5496.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Axia Energia                                           | Axia Energia                                                                     | CUSIP: 15236F100<br>LEI: 254900I8KYDELP4B4Z08 | Short            | EC               | CORP              | BR        |        -289 | NS      | $-2491.18      | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Central BanCo Inc                                      | Central BanCo Inc                                                                | CUSIP: 152413100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       94988 | NS      | $2291110.56    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co                                | Central Garden & Pet Co                                                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |         100 | NS      | $2919.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Pacific Financial Corp                         | Central Pacific Financial Corp                                                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |        2200 | NS      | $68552.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Parent Inc                                     | Central Parent Inc 2024 Term Loan B                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2029-07-06      | Floating      | 6.92%                 | No            | N/A                | On Loan: No      |
| Centuri Holdings Inc                                   | Centuri Holdings Inc                                                             | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38932 | NS      | $983033.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Aluminum Co                                    | Century Aluminum Co                                                              | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |       -8200 | NS      | $-321276.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Centrus Energy Corp                                    | Centrus Energy Corp                                                              | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |        1533 | NS      | $372151.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Centrus Energy Corp                                    | Centrus Energy Corp                                                              | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |        -360 | NS      | $-87393.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cerence Inc                                            | Cerence Inc                                                                      | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |        6700 | NS      | $71623.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CISO Global Inc                                        | CISO Global Inc                                                                  | CUSIP: 15672X201<br>LEI: 529900I1NC6HONGMEN98 | Long             | EC               | CORP              | US        |           8 | NS      | $3.84          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Therapeutics Inc                               | Century Therapeutics Inc                                                         | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19000 | NS      | $18901.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dayforce Inc                                           | Dayforce Inc                                                                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |      -27400 | NS      | $-1894984.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Ceribell Inc                                           | Ceribell Inc                                                                     | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2900 | NS      | $63597.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerus Corp                                             | Cerus Corp                                                                       | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |       18900 | NS      | $38934.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chagee Holdings Ltd                                    | Chagee Holdings Ltd                                                              | CUSIP: 15743P104<br>LEI: 984500EBA7IRCB66FD03 | Short            | EC               | CORP              | KY        |        -400 | NS      | $-4652.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ChargePoint Holdings Inc                               | ChargePoint Holdings Inc                                                         | CUSIP: 15961R303<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |          25 | NS      | $166.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles River Laboratories International Inc           | Charles River Laboratories International Inc                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-438856.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries Inc                                   | Chart Industries Inc                                                             | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-1031150.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Inc                             | Charter Communications Inc                                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |       -8800 | NS      | $-1837000.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Chase Mortgage Finance Corporation                     | Chase Mortgage Finance Trust Series 2007-A1                                      | CUSIP: 161630CP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210479 | PA      | $184868.53     | 0.00%             | 2037-02-25      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| ChaseFlex Trust                                        | ChaseFlex Trust Series 2007-1                                                    | CUSIP: 16165VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      998375 | PA      | $350614.31     | 0.01%             | 2037-02-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Chegg Inc                                              | Chegg Inc                                                                        | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |       20400 | NS      | $18972.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemed Corp                                            | Chemed Corp                                                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         100 | NS      | $42786.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cherry Hill Mortgage Investment Corp                   | Cherry Hill Mortgage Investment Corp                                             | CUSIP: 164651101<br>LEI: 254900SBI2EPU32HAT29 | Long             | EC               |  | US        |        2000 | NS      | $5100.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Expand Energy Corp                                     | Expand Energy Corp                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Short            | EC               | CORP              | US        |       -1862 | NS      | $-205490.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                           | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5797 | NS      | $-883520.77    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chewy Inc                                              | Chewy Inc                                                                        | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       44600 | NS      | $1474030.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chimera Investment Corp                                | Chimera Investment Corp                                                          | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |         198 | NS      | $2461.14       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chime Financial Inc                                    | Chime Financial Inc                                                              | CUSIP: 16935C109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2517.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                             | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |        8000 | NS      | $296000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                             | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Short            | EC               | CORP              | US        |        -268 | NS      | $-9916.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Choice Hotels International Inc                        | Choice Hotels International Inc                                                  | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |        2900 | NS      | $276254.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ChoiceOne Financial Services Inc                       | ChoiceOne Financial Services Inc                                                 | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $2952.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Church & Dwight Co Inc                                 | Church & Dwight Co Inc                                                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        5200 | NS      | $436020.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Church & Dwight Co Inc                                 | Church & Dwight Co Inc                                                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |        -346 | NS      | $-29012.10     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cidara Therapeutics Inc                                | Cidara Therapeutics Inc                                                          | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Short            | EC               | CORP              | US        |       -1655 | NS      | $-365572.95    | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| Ciena Corp                                             | Ciena Corp                                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |         -70 | NS      | $-16370.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cineverse Corp                                         | Cineverse Corp                                                                   | CUSIP: 172406308<br>LEI: 549300QPGXUR8OY7KD24 | Long             | EC               | CORP              | US        |          19 | NS      | $40.09         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cinemark Holdings Inc                                  | Cinemark Holdings Inc                                                            | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2324.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cingulate Inc                                          | Cingulate Inc                                                                    | CUSIP: 17248W303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2100 | NS      | $-9114.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cipher Mining Inc                                      | Cipher Mining Inc                                                                | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |       43600 | NS      | $643536.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Circle Internet Group Inc                              | Circle Internet Group Inc                                                        | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |        7900 | NS      | $626470.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                      | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |      -14000 | NS      | $-1078420.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Cintas Corp                                            | Cintas Corp                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10400 | NS      | $1955928.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC37                                    | CUSIP: 17290XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $86704.20      | 0.00%             | 2049-04-10      | Fixed         | 2.79%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                          | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        4383 | NS      | $511452.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                          | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Short            | EC               | CORP              | US        |      -16920 | NS      | $-1974394.80   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Citi Trends Inc                                        | Citi Trends Inc                                                                  | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |         500 | NS      | $20780.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GHS0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      658346 | PA      | $264432.05     | 0.01%             | 2034-08-25      | Variable      | 7.60%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust 2006-AR6                                           | CUSIP: 17309RAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      809988 | PA      | $290004.20     | 0.01%             | 2036-09-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Citimortgage Alternative Loan Trust                    | CitiMortgage Alternative Loan Trust Series 2006-A4                               | CUSIP: 17309VAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      677797 | PA      | $563253.29     | 0.01%             | 2036-09-25      | Floating      | 4.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2012-GC8                                     | CUSIP: 17318UAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       91143 | PA      | $87247.72      | 0.00%             | 2045-09-10      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Citius Pharmaceuticals Inc                             | Citius Pharmaceuticals Inc                                                       | CUSIP: 17322U306<br>LEI: 5493005C10W36P4KQP40 | Long             | EC               | CORP              | US        |          38 | NS      | $29.53         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5347000 | PA      | $306618.37     | 0.01%             | 2072-12-15      | Variable      | 1.17%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697000 | PA      | $484938.45     | 0.01%             | 2072-12-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5918000 | PA      | $131344.09     | 0.00%             | 2052-11-10      | Variable      | 0.60%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                           | Citizens Financial Group Inc                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        9247 | NS      | $540117.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Group Inc                           | Citizens Financial Group Inc                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Short            | EC               | CORP              | US        |      -38567 | NS      | $-2252698.47   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| City Holding Co                                        | City Holding Co                                                                  | CUSIP: 177835105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -39531 | NS      | $-4712095.20   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Civeo Corp                                             | Civeo Corp                                                                       | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |          25 | NS      | $571.75        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                                  | Civitas Resources Inc                                                            | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |      -24046 | NS      | $-651406.14    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Claros Mortgage Trust Inc                              | Claros Mortgage Trust Inc                                                        | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Short            | EC               |  | US        |        -900 | NS      | $-2754.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cleancore Solutions Inc                                | Cleancore Solutions Inc                                                          | CUSIP: 184492106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          30 | NS      | $7.80          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Harbors Inc                                      | Clean Harbors Inc                                                                | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        1400 | NS      | $328272.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Energy Fuels Corp                                | Clean Energy Fuels Corp                                                          | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-4620.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cleanspark Inc                                         | Cleanspark Inc                                                                   | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |       -4100 | NS      | $-41492.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                     | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |        1800 | NS      | $3978.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                               | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     9745000 | PA      | $9676310.41    | 0.26%             | 2029-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Clearfield Inc                                         | Clearfield Inc                                                                   | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-29150.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ClearPoint Neuro Inc                                   | ClearPoint Neuro Inc                                                             | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $12312.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearwater Analytics Holdings Inc                      | Clearwater Analytics Holdings Inc                                                | CUSIP: 185123106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -95000 | NS      | $-2291400.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Clene Inc                                              | Clene Inc                                                                        | CUSIP: 185634201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-587.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cleveland-Cliffs Inc                                   | Cleveland-Cliffs Inc                                                             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |        6300 | NS      | $83664.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clorox Co/The                                          | Clorox Co/The                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        5500 | NS      | $554565.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clorox Co/The                                          | Clorox Co/The                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |        -306 | NS      | $-30853.98     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clover Health Investments Corp                         | Clover Health Investments Corp                                                   | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Short            | EC               | CORP              | US        |      -30600 | NS      | $-71910.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare Inc                                         | Cloudflare Inc                                                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       46500 | NS      | $9167475.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare Inc                                         | Cloudflare Inc                                                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |        -192 | NS      | $-37852.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citimortgage Alternative Loan Trust                    | CitiMortgage Alternative Loan Trust Series 2007-A6                               | CUSIP: 18976GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253779 | PA      | $215200.37     | 0.01%             | 2037-06-25      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| CNS Pharmaceuticals Inc                                | CNS Pharmaceuticals Inc                                                          | CUSIP: 18978H508<br>LEI: 529900FDJ7WGF2Q7UN44 | Short            | EC               | CORP              | US        |        -149 | NS      | $-782.25       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Coastal Financial Corp/WA                              | Coastal Financial Corp/WA                                                        | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |         300 | NS      | $34377.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CoastalSouth Bancshares Inc                            | CoastalSouth Bancshares Inc                                                      | CUSIP: 19058X207<br>LEI: 5493006BUH6IGMGU0H14 | Long             | EC               | CORP              | US        |       19303 | NS      | $448794.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                                       | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |         143 | NS      | $9997.13       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                                       | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Short            | EC               | CORP              | US        |       -8100 | NS      | $-566271.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Codexis Inc                                            | Codexis Inc                                                                      | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $163.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GD Culture Group Ltd                                   | GD Culture Group Ltd                                                             | CUSIP: 19200A204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           6 | NS      | $25.56         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coeptis Therapeutics Holdings Inc                      | Coeptis Therapeutics Holdings Inc                                                | CUSIP: 19207A207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1425.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Coeur Mining Inc                                       | Coeur Mining Inc                                                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |        8901 | NS      | $158704.83     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cogent Biosciences Inc                                 | Cogent Biosciences Inc                                                           | CUSIP: 19240Q201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-3552.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cognex Corp                                            | Cognex Corp                                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |         500 | NS      | $17990.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognition Therapeutics Inc                             | Cognition Therapeutics Inc                                                       | CUSIP: 19243B102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -29100 | NS      | $-39285.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                    | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Short            | EC               | CORP              | US        |       -5600 | NS      | $-464800.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cohen & Steers Inc                                     | Cohen & Steers Inc                                                               | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |         100 | NS      | $6278.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                                          | Coherent Corp                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-295312.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Coherus Oncology Inc                                   | Coherus Oncology Inc                                                             | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |        3700 | NS      | $5254.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohu Inc                                               | Cohu Inc                                                                         | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |        1900 | NS      | $44213.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coinbase Global Inc                                    | Coinbase Global Inc                                                              | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |      -24700 | NS      | $-5585658.00   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corp                                            | Enovis Corp                                                                      | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |      -14600 | NS      | $-388944.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                                   | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Short            | EC               | CORP              | US        |        -490 | NS      | $-38719.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Colliers International Group Inc                       | Colliers International Group Inc                                                 | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Short            | EC               | CORP              | CA        |        -800 | NS      | $-117608.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Colony Bankcorp Inc                                    | Colony Bankcorp Inc                                                              | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $16038.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COLT Funding LLC                                       | COLT 2022-2 Mortgage Loan Trust                                                  | CUSIP: 19685EAE1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $83163.90      | 0.00%             | 2067-02-25      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                       | COLT 2025-1                                                                      | CUSIP: 196920AG7<br>LEI: 21380069FFOP8RZNF423 | Long             | ABS-MBS          | CORP              | US        |      627000 | PA      | $637288.44     | 0.02%             | 2070-01-25      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Columbia Banking System Inc                            | Columbia Banking System Inc                                                      | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |      243632 | NS      | $6809514.40    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Banking System Inc                            | Columbia Banking System Inc                                                      | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Short            | EC               | CORP              | US        |       -4800 | NS      | $-134160.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Financial Inc                                 | Columbia Financial Inc                                                           | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |         100 | NS      | $1554.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comfort Systems USA Inc                                | Comfort Systems USA Inc                                                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Short            | EC               | CORP              | US        |        -300 | NS      | $-279987.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                           | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               | CORP              | US        |        -868 | NS      | $-25944.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Comerica Inc                                           | Comerica Inc                                                                     | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-165167.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commerce Bancshares Inc/MO                             | Commerce Bancshares Inc/MO                                                       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3115 | NS      | $163039.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co                                   | Commercial Metals Co                                                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-145362.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Vehicle Group Inc                           | Commercial Vehicle Group Inc                                                     | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |        5500 | NS      | $7920.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CommScope Holding Co Inc                               | CommScope Holding Co Inc                                                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       16000 | NS      | $290080.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Health Systems Inc                           | Community Health Systems Inc                                                     | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30400 | NS      | $94848.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Trust Bancorp Inc                            | Community Trust Bancorp Inc                                                      | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $5650.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commvault Systems Inc                                  | Commvault Systems Inc                                                            | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        1400 | NS      | $175504.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cia Siderurgica Nacional SA                            | Cia Siderurgica Nacional SA                                                      | CUSIP: 20440W105<br>LEI: 529900K40TEND42S0T46 | Long             | EC               | CORP              | BR        |        2200 | NS      | $3520.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP | Cia de Saneamento Basico do Estado de Sao Paulo SABESP                           | CUSIP: 20441A102<br>LEI: 254900UOXRZRS2TNWP19 | Short            | EC               | CORP              | BR        |      -25423 | NS      | $-606338.55    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Cia Cervecerias Unidas SA                              | Cia Cervecerias Unidas SA                                                        | CUSIP: 204429104<br>LEI: 529900BJW9B0O6LI2R39 | Short            | EC               | CORP              | CL        |        -300 | NS      | $-3828.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Compass Diversified Holdings                           | Compass Diversified Holdings                                                     | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |         100 | NS      | $480.00        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Compass Pathways Plc                                   | Compass Pathways Plc                                                             | CUSIP: 20451W101<br>LEI: 213800N7CUZIC6QSTZ31 | Long             | EC               | CORP              | GB        |       13400 | NS      | $92460.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Therapeutics Inc                               | Compass Therapeutics Inc                                                         | CUSIP: 20454B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4200 | NS      | $-22554.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CompoSecure Inc                                        | CompoSecure Inc                                                                  | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6800 | NS      | $131104.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SunPower Inc                                           | SunPower Inc                                                                     | CUSIP: 20460L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          30 | NS      | $47.10         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                            | Compass Inc                                                                      | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |        6800 | NS      | $71876.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comstock Inc                                           | Comstock Inc                                                                     | CUSIP: 205750409<br>LEI: 549300PX1C7TOIY9SK20 | Short            | EC               | CORP              | US        |        -680 | NS      | $-2556.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Comstock Resources Inc                                 | Comstock Resources Inc                                                           | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Short            | EC               | CORP              | US        |       -3936 | NS      | $-91236.48     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Comtech Telecommunications Corp                        | Comtech Telecommunications Corp                                                  | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |        3400 | NS      | $17986.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                                     | Conagra Brands Inc                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       85200 | NS      | $1474812.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Concentra Group Holdings Parent Inc                    | Concentra Group Holdings Parent Inc                                              | CUSIP: 20603L102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-7872.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Concrete Pumping Holdings Inc                          | Concrete Pumping Holdings Inc                                                    | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $4697.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Conduent Inc                                           | Conduent Inc                                                                     | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |         300 | NS      | $576.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Confluent Inc                                          | Confluent Inc                                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |      -21445 | NS      | $-648496.80    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ConnectOne Bancorp Inc                                 | ConnectOne Bancorp Inc                                                           | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |         742 | NS      | $19455.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                         | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | EC               | CORP              | US        |        -315 | NS      | $-29487.15     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Constant Contact Inc                                   | Constant Contact Inc Term Loan                                                   | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     7763422 | PA      | $7382160.18    | 0.20%             | 2028-02-10      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                               | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-524248.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                              | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         265 | NS      | $93616.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                              | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |      -26520 | NS      | $-9368720.40   | -0.25%            |  |  |  | No            | 1                  | On Loan: No      |
| Contango ORE Inc                                       | Contango ORE Inc                                                                 | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2641.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The                                     | Cooper Cos Inc/The                                                               | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-319644.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cooper-Standard Holdings Inc                           | Cooper-Standard Holdings Inc                                                     | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Short            | EC               | CORP              | US        |        -500 | NS      | $-16415.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Copart Inc                                             | Copart Inc                                                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      208300 | NS      | $8154945.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Corbus Pharmaceuticals Holdings Inc                    | Corbus Pharmaceuticals Holdings Inc                                              | CUSIP: 21833P301<br>LEI: 529900MX6XCNZC7MM155 | Short            | EC               | CORP              | US        |        -900 | NS      | $-7326.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Core Laboratories Inc                                  | Core Laboratories Inc                                                            | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-24045.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Colony American Finance Ltd                            | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1050288 | PA      | $1968.24       | 0.00%             | 2052-10-15      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                            | Corevest American Finance 2020-1 Trust                                           | CUSIP: 21872UAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $118185.38     | 0.00%             | 2050-03-15      | Variable      | 4.56%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                            | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      758418 | PA      | $40907.54      | 0.00%             | 2052-12-15      | Variable      | 2.43%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                            | CoreVest American Finance 2021-2 Trust                                           | CUSIP: 21873BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      473340 | PA      | $11877.53      | 0.00%             | 2054-07-15      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                            | Corevest American Finance 2021-1 Trust                                           | CUSIP: 21873LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      397301 | PA      | $3608.69       | 0.00%             | 2053-04-15      | Variable      | 2.81%                 | No            | 2                  | On Loan: No      |
| CoreWeave Inc                                          | CoreWeave Inc                                                                    | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Short            | EC               | CORP              | US        |      -66617 | NS      | $-4770443.37   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| COREWEAVE INC                                          | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     1054000 | PA      | $979980.36     | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Core Scientific Inc                                    | Core Scientific Inc                                                              | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       22631 | NS      | $329507.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Core & Main Inc                                        | Core & Main Inc                                                                  | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10403 | NS      | $540643.91     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Core & Main Inc                                        | Core & Main Inc                                                                  | CUSIP: 21874C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8199 | NS      | $-426102.03    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Core Natural Resources Inc                             | Core Natural Resources Inc                                                       | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Short            | EC               | CORP              | US        |        -721 | NS      | $-63815.71     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CorMedix Inc                                           | CorMedix Inc                                                                     | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Short            | EC               | CORP              | US        |        -500 | NS      | $-5815.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                                       | QuidelOrtho Corp                                                                 | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Short            | EC               | CORP              | US        |       -7556 | NS      | $-215799.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Corpay Inc                                             | Corpay Inc                                                                       | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Short            | EC               | CORP              | US        |       -2884 | NS      | $-867882.12    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| COPT Defense Properties                                | COPT Defense Properties                                                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |         900 | NS      | $25020.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corsair Gaming Inc                                     | Corsair Gaming Inc                                                               | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1188.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                            | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Short            | EC               | CORP              | US        |        -482 | NS      | $-32308.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Quince Therapeutics Inc                                | Quince Therapeutics Inc                                                          | CUSIP: 22053A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $335.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CorVel Corp                                            | CorVel Corp                                                                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $13534.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cosmos Health Inc                                      | Cosmos Health Inc                                                                | CUSIP: 221413305<br>LEI: 549300NN5KFIEHPECJ85 | Long             | EC               | CORP              | US        |          47 | NS      | $23.40         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                  | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |          20 | NS      | $17246.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                  | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Short            | EC               | CORP              | US        |        -412 | NS      | $-355284.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CoStar Group Inc                                       | CoStar Group Inc                                                                 | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |       -8619 | NS      | $-579541.56    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Coty Inc                                               | Coty Inc                                                                         | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |       10200 | NS      | $31416.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coupang Inc                                            | Coupang Inc                                                                      | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       55632 | NS      | $1312358.88    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cousins Properties Inc                                 | Cousins Properties Inc                                                           | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |         200 | NS      | $5156.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cracker Barrel Old Country Store Inc                   | Cracker Barrel Old Country Store Inc                                             | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-27940.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-D                                                | CUSIP: 22411JAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1018206.00    | 0.03%             | 2032-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Crawford & Co                                          | Crawford & Co                                                                    | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |         300 | NS      | $3375.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Acceptance Corp                                 | Credit Acceptance Corp                                                           | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $88692.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities         | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22541QA44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191475 | PA      | $173442.03     | 0.00%             | 2033-11-25      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities         | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8                     | CUSIP: 22541SZ68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      325553 | PA      | $239608.10     | 0.01%             | 2034-12-25      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Crinetics Pharmaceuticals Inc                          | Crinetics Pharmaceuticals Inc                                                    | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Short            | EC               | CORP              | US        |        -400 | NS      | $-18620.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Criteo SA                                              | Criteo SA                                                                        | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |        2000 | NS      | $41220.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EquipmentShare                                         | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189255 | PA      | $193511.87     | 0.01%             | 2031-01-20      | Fixed         | 10.16%                | No            | 2                  | On Loan: No      |
| Crocs Inc                                              | Crocs Inc                                                                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               | CORP              | US        |        -100 | NS      | $-8552.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crowdstrike Holdings Inc                               | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |          40 | NS      | $18750.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crowdstrike Holdings Inc                               | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |         -93 | NS      | $-43594.68     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                       | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               |  | US        |       -4407 | NS      | $-391650.09    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings Inc                                     | Crown Holdings Inc                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        5400 | NS      | $556038.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Artivion Inc                                           | Artivion Inc                                                                     | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |        1600 | NS      | $72976.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Castle Hill INGOTS Ltd                                 | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      873000 | PA      | $898102.24     | 0.02%             | 2041-11-10      | Variable      | 6.96%                 | No            | 2                  | On Loan: No      |
| CTO Realty Growth Inc                                  | CTO Realty Growth Inc                                                            | CUSIP: 22948Q101<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EC               |  | US        |         100 | NS      | $1841.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                               | Cullen/Frost Bankers Inc                                                         | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |         700 | NS      | $88641.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullinan Therapeutics Inc                              | Cullinan Therapeutics Inc                                                        | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $8280.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                            | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |          31 | NS      | $15823.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CURO GROUP HLDGS LLC                                   | CURO GROUP HLDGS LLC                                                             | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      621609 | NS      | $4869063.30    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA16                                                 | CUSIP: 23242GAF1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      246265 | PA      | $210905.64     | 0.01%             | 2046-10-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA12                                                 | CUSIP: 23243AAC0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      306984 | PA      | $267817.70     | 0.01%             | 2046-09-20      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA12                                                 | CUSIP: 23243AAD8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      164390 | PA      | $149566.39     | 0.00%             | 2046-09-20      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| CXApp Inc                                              | CXApp Inc                                                                        | CUSIP: 23248B109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5500 | NS      | $-1825.99      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cybin Inc                                              | Cybin Inc                                                                        | CUSIP: 23256X407<br>LEI: 549300NTYWN4CVYSCN32 | Short            | EC               | CORP              | CA        |       -1200 | NS      | $-9816.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CYNGN Inc                                              | CYNGN Inc                                                                        | CUSIP: 23257B305<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-2380.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cytokinetics Inc                                       | Cytokinetics Inc                                                                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |        1800 | NS      | $114372.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CytomX Therapeutics Inc                                | CytomX Therapeutics Inc                                                          | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |        4600 | NS      | $19596.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DMC Global Inc                                         | DMC Global Inc                                                                   | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1338.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| D-MARKET Elektronik Hizmetler ve Ticaret AS            | D-MARKET Elektronik Hizmetler ve Ticaret AS                                      | CUSIP: 23292B104<br>LEI: 9845004CF6A069998F16 | Short            | EC               | CORP              | TR        |        -400 | NS      | $-992.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DC Office Trust                                        | DC Office Trust 2019-MTC                                                         | CUSIP: 23312BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    64579000 | PA      | $324509.47     | 0.01%             | 2045-09-15      | Variable      | 0.11%                 | No            | 2                  | On Loan: No      |
| DR Horton Inc                                          | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |        -352 | NS      | $-50698.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DSLA Mortgage Loan Trust                               | DSLA Mortgage Loan Trust 2005-AR2                                                | CUSIP: 23332UDC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      845594 | PA      | $794178.05     | 0.02%             | 2045-03-19      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| DT Midstream Inc                                       | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2100 | NS      | $251328.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                           | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        4655 | NS      | $1065622.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                           | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |      -13200 | NS      | $-3021744.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Dare Bioscience Inc                                    | Dare Bioscience Inc                                                              | CUSIP: 23666P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $193.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Daqo New Energy Corp                                   | Daqo New Energy Corp                                                             | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | KY        |        5900 | NS      | $174050.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Darden Restaurants Inc                                 | Darden Restaurants Inc                                                           | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Short            | EC               | CORP              | US        |        -118 | NS      | $-21714.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Datadog Inc                                            | Datadog Inc                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |        -632 | NS      | $-85945.68     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Datasea Inc                                            | Datasea Inc                                                                      | CUSIP: 238116305<br>LEI: 549300P9H0IKFTYMF560 | Short            | EC               | CORP              | US        |         -33 | NS      | $-21.58        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dave & Buster's Entertainment Inc                      | Dave & Buster's Entertainment Inc                                                | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Short            | EC               | CORP              | US        |      -11300 | NS      | $-183173.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DaVita Inc                                             | DaVita Inc                                                                       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |          11 | NS      | $1249.71       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deckers Outdoor Corp                                   | Deckers Outdoor Corp                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        6600 | NS      | $684222.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Deckers Outdoor Corp                                   | Deckers Outdoor Corp                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Short            | EC               | CORP              | US        |        -680 | NS      | $-70495.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                   | Deephaven Residential Mortgage Trust 2021-4                                      | CUSIP: 24381JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $77404.90      | 0.00%             | 2066-11-25      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| Deere & Co                                             | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |         -60 | NS      | $-27934.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Definitive Healthcare Corp                             | Definitive Healthcare Corp                                                       | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $4305.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Defi Technologies Inc                                  | Defi Technologies Inc                                                            | CUSIP: 244916102<br>LEI: 5299001HQSUZC5GLA504 | Short            | EC               | CORP              | CA        |      -21900 | NS      | $-16525.75     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Delek US Holdings Inc                                  | Delek US Holdings Inc                                                            | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |       11700 | NS      | $347022.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                  | Dell Technologies Inc                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |         100 | NS      | $12588.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                  | Dell Technologies Inc                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Short            | EC               | CORP              | US        |       -3770 | NS      | $-474567.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Denali Therapeutics Inc                                | Denali Therapeutics Inc                                                          | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |         400 | NS      | $6604.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Denison Mines Corp                                     | Denison Mines Corp                                                               | CUSIP: 248356107<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |       73600 | NS      | $195776.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Denny's Corp                                           | Denny's Corp                                                                     | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-12440.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA Inc                                    | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Short            | EC               | CORP              | US        |       -8400 | NS      | $-96012.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dermata Therapeutics Inc                               | Dermata Therapeutics Inc                                                         | CUSIP: 249845504<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-696.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Designer Brands Inc                                    | Designer Brands Inc                                                              | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |        9200 | NS      | $68356.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Design Therapeutics Inc                                | Design Therapeutics Inc                                                          | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2200 | NS      | $20636.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Destination XL Group Inc                               | Destination XL Group Inc                                                         | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $91.95         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust      | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR5                    | CUSIP: 25150NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1239166 | PA      | $405606.31     | 0.01%             | 2036-10-25      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corp                                      | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |          17 | NS      | $622.71        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Devon Energy Corp                                      | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | EC               | CORP              | US        |       -4778 | NS      | $-175018.14    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dexcom Inc                                             | Dexcom Inc                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        3200 | NS      | $212384.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Diageo PLC                                             | Diageo PLC                                                                       | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Short            | EC               | CORP              | GB        |      -15800 | NS      | $-1363066.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Diamondback Energy Inc                                 | Diamondback Energy Inc                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        7194 | NS      | $1081474.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dianthus Therapeutics Inc                              | Dianthus Therapeutics Inc                                                        | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |         100 | NS      | $4121.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods Inc                              | Dick's Sporting Goods Inc                                                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        3286 | NS      | $650529.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods Inc                              | Dick's Sporting Goods Inc                                                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |          -2 | NS      | $-395.94       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Digi Power X Inc                                       | Digi Power X Inc                                                                 | CUSIP: 25380B102<br>LEI: 5299001U7RVW74W46M33 | Short            | EC               | CORP              | CA        |       -3100 | NS      | $-7905.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Digimarc Corp                                          | Digimarc Corp                                                                    | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Short            | EC               | CORP              | US        |        -700 | NS      | $-4592.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Digital Realty Trust Inc                               | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               |  | US        |          -3 | NS      | $-464.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Digital Turbine Inc                                    | Digital Turbine Inc                                                              | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |        6600 | NS      | $33000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DigitalBridge Group Inc                                | DigitalBridge Group Inc                                                          | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Short            | EC               | CORP              | US        |        -606 | NS      | $-9296.04      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DigitalOcean Holdings Inc                              | DigitalOcean Holdings Inc                                                        | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |        -300 | NS      | $-14436.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dine Brands Global Inc                                 | Dine Brands Global Inc                                                           | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |         400 | NS      | $12856.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DingDong Cayman Ltd                                    | DingDong Cayman Ltd                                                              | CUSIP: 25445D101<br>LEI: 549300S41MY2F7SBDG73 | Short            | EC               | CORP              | KY        |         -71 | NS      | $-176.79       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Diodes Inc                                             | Diodes Inc                                                                       | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |         200 | NS      | $9868.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                     | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |         169 | NS      | $19227.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diversified Energy Co                                  | Diversified Energy Co                                                            | CUSIP: 25520W107<br>LEI: 529900XTQ3OKXR6P0H74 | Long             | EC               | CORP              | US        |        1500 | NS      | $21720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Docebo Inc                                             | Docebo Inc                                                                       | CUSIP: 25609L105<br>LEI: 98450059461F12KCE754 | Long             | EC               | CORP              | CA        |         200 | NS      | $4440.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dr Reddy's Laboratories Ltd                            | Dr Reddy's Laboratories Ltd                                                      | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Short            | EC               | CORP              | IN        |       -5600 | NS      | $-78624.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Docusign Inc                                           | Docusign Inc                                                                     | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        1000 | NS      | $68400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                                    | Dollar General Corp                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         500 | NS      | $66385.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Datacentrex Inc                                        | Datacentrex Inc                                                                  | CUSIP: 256918103<br>LEI: 254900ZG3GGVH0A19W92 | Short            | EC               | CORP              | US        |        -900 | NS      | $-2475.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy Inc                                    | Dominion Energy Inc                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | EC               | CORP              | US        |       -9200 | NS      | $-539028.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Domino's Pizza Inc                                     | Domino's Pizza Inc                                                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Short            | EC               | CORP              | US        |       -1692 | NS      | $-705259.44    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Donaldson Co Inc                                       | Donaldson Co Inc                                                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |        3400 | NS      | $301444.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DoorDash Inc                                           | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        3127 | NS      | $708202.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DoorDash Inc                                           | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |       -1220 | NS      | $-276305.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Dorman Products Inc                                    | Dorman Products Inc                                                              | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Short            | EC               | CORP              | US        |        -100 | NS      | $-12319.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DoubleVerify Holdings Inc                              | DoubleVerify Holdings Inc                                                        | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $4576.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Elliman Inc                                    | Douglas Elliman Inc                                                              | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |        2800 | NS      | $6636.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dover Corp                                             | Dover Corp                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Short            | EC               | CORP              | US        |        -166 | NS      | $-32409.84     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dow Inc                                                | Dow Inc                                                                          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       20700 | NS      | $483966.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dow Inc                                                | Dow Inc                                                                          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |       -2550 | NS      | $-59619.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DraftKings Inc                                         | DraftKings Inc                                                                   | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |      -27730 | NS      | $-955575.80    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Dragonfly Energy Holdings Corp                         | Dragonfly Energy Holdings Corp                                                   | CUSIP: 26145B403<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1040 | NS      | $-3192.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dream Finders Homes Inc                                | Dream Finders Homes Inc                                                          | CUSIP: 26154D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2900 | NS      | $-49590.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                                            | Dropbox Inc                                                                      | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       13900 | NS      | $386420.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Duolingo Inc                                           | Duolingo Inc                                                                     | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3460 | NS      | $607230.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                                  | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       12102 | NS      | $486500.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Engineered Machinery Holdings Inc                      | Engineered Machinery Holdings Inc 2021 USD 2nd Lien Term Loan                    | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     9045028 | PA      | $9067640.83    | 0.24%             | 2029-05-21      | Floating      | 9.93%                 | No            | 3                  | On Loan: No      |
| D-Wave Quantum Inc                                     | D-Wave Quantum Inc                                                               | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Short            | EC               | CORP              | US        |      -79200 | NS      | $-2071080.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                                          | Dynatrace Inc                                                                    | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        3700 | NS      | $160358.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                                          | Dynatrace Inc                                                                    | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Short            | EC               | CORP              | US        |       -1617 | NS      | $-70080.78     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dynavax Technologies Corp                              | Dynavax Technologies Corp                                                        | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |       15200 | NS      | $233776.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynex Capital Inc                                      | Dynex Capital Inc                                                                | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |       32300 | NS      | $452523.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dyne Therapeutics Inc                                  | Dyne Therapeutics Inc                                                            | CUSIP: 26818M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1956.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EHang Holdings Ltd                                     | EHang Holdings Ltd                                                               | CUSIP: 26853E102<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -9800 | NS      | $-129164.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| elf Beauty Inc                                         | elf Beauty Inc                                                                   | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Short            | EC               | CORP              | US        |        -100 | NS      | $-7604.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| El Pollo Loco Holdings Inc                             | El Pollo Loco Holdings Inc                                                       | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |         300 | NS      | $3138.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                      | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Short            | EC               | CORP              | US        |       -2560 | NS      | $-268825.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp                                               | EQT Corp                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       12268 | NS      | $657564.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp                                               | EQT Corp                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |       -5890 | NS      | $-315704.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Inc                                      | Eagle Bancorp Inc                                                                | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      171218 | NS      | $3667489.56    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ESS Tech Inc                                           | ESS Tech Inc                                                                     | CUSIP: 26916J205<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -13 | NS      | $-24.44        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Earlyworks Co Ltd                                      | Earlyworks Co Ltd                                                                | CUSIP: 27030F202<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |         -40 | NS      | $-262.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp Inc                                  | East West Bancorp Inc                                                            | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Short            | EC               | CORP              | US        |      -89421 | NS      | $-10050026.19  | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| Easterly Government Properties Inc                     | Easterly Government Properties Inc                                               | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |         180 | NS      | $3814.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Bankshares Inc                                 | Eastern Bankshares Inc                                                           | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |       50079 | NS      | $922955.97     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Bankshares Inc                                 | Eastern Bankshares Inc                                                           | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Short            | EC               | CORP              | US        |       -7399 | NS      | $-136363.57    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                                    | Eastman Chemical Co                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        6000 | NS      | $382980.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                                    | Eastman Chemical Co                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Short            | EC               | CORP              | US        |        -404 | NS      | $-25787.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Kodak Co                                       | Eastman Kodak Co                                                                 | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |         800 | NS      | $6768.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Beeline Holdings Inc                                   | Beeline Holdings Inc                                                             | CUSIP: 277802500<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1281 | NS      | $-2203.32      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| eBay Inc                                               | eBay Inc                                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Short            | EC               | CORP              | US        |      -12154 | NS      | $-1058613.40   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp                                          | EchoStar Corp                                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |       -7058 | NS      | $-767204.60    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ecolab Inc                                             | Ecolab Inc                                                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Short            | EC               | CORP              | US        |         -39 | NS      | $-10238.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                           | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2386000 | PA      | $2420104.08    | 0.06%             | 2030-04-29      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                           | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     5282000 | PA      | $5435653.38    | 0.14%             | 2032-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Edgewell Personal Care Co                              | Edgewell Personal Care Co                                                        | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |        6700 | NS      | $114235.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewise Therapeutics Inc                              | Edgewise Therapeutics Inc                                                        | CUSIP: 28036F105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-27296.55     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Edible Garden AG Inc                                   | Edible Garden AG Inc                                                             | CUSIP: 28059P402<br>LEI: 529900Q8LWAULQ40UZ68 | Short            | EC               | CORP              | US        |        -416 | NS      | $-252.96       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Editas Medicine Inc                                    | Editas Medicine Inc                                                              | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       19000 | NS      | $38950.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| eGain Corp                                             | eGain Corp                                                                       | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |        1400 | NS      | $14406.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| eHealth Inc                                            | eHealth Inc                                                                      | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |        5700 | NS      | $26220.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ekso Bionics Holdings Inc                              | Ekso Bionics Holdings Inc                                                        | CUSIP: 282644400<br>LEI: 549300KPH77IVQVN2I21 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1728.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 8x8 Inc                                                | 8x8 Inc                                                                          | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |       10500 | NS      | $20685.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elanco Animal Health Inc                               | Elanco Animal Health Inc                                                         | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Short            | EC               | CORP              | US        |      -88900 | NS      | $-2011807.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Electromed Inc                                         | Electromed Inc                                                                   | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $52416.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eledon Pharmaceuticals Inc                             | Eledon Pharmaceuticals Inc                                                       | CUSIP: 28617K101<br>LEI: 549300S17CAM13O43606 | Short            | EC               | CORP              | US        |       -5800 | NS      | $-8758.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                                  | Element Solutions Inc                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Short            | EC               | CORP              | US        |       -4529 | NS      | $-113179.71    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Elicio Operating Co Inc                                | Elicio Operating Co Inc                                                          | CUSIP: 28657F103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-796.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Climb Bio Inc                                          | Climb Bio Inc                                                                    | CUSIP: 28658R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2000 | NS      | $8000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellington Financial Inc                                | Ellington Financial Inc                                                          | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |          12 | NS      | $162.96        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elmwood CLO 31 Ltd                                     | Elmwood CLO 31 Ltd                                                               | CUSIP: 29003HAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $752860.50     | 0.02%             | 2037-07-17      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 32 Ltd                                     | Elmwood CLO 32 Ltd                                                               | CUSIP: 29003TAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $401568.00     | 0.01%             | 2037-10-18      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 42 Ltd                                     | Elmwood CLO 42 Ltd                                                               | CUSIP: 29005EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2041358.00    | 0.05%             | 2038-03-31      | Floating      | 10.78%                | No            | 2                  | On Loan: No      |
| Embraer SA                                             | Embraer SA                                                                       | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Short            | EC               | CORP              | BR        |       -9400 | NS      | $-605078.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Embecta Corp                                           | Embecta Corp                                                                     | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-14256.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EMCOR Group Inc                                        | EMCOR Group Inc                                                                  | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Short            | EC               | CORP              | US        |        -340 | NS      | $-208008.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co                                    | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Short            | EC               | CORP              | US        |       -2482 | NS      | $-329411.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Emerald Holding Inc                                    | Emerald Holding Inc                                                              | CUSIP: 29103W104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-894.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Empire State Realty Trust Inc                          | Empire State Realty Trust Inc                                                    | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |         100 | NS      | $652.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Empower CLO Ltd.                                       | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246YAE8<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $490130.00     | 0.01%             | 2037-10-20      | Floating      | 9.78%                 | No            | 2                  | On Loan: No      |
| Enanta Pharmaceuticals Inc                             | Enanta Pharmaceuticals Inc                                                       | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |        3700 | NS      | $58349.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Endeavour Silver Corp                                  | Endeavour Silver Corp                                                            | CUSIP: 29258Y103<br>LEI: 549300IF2E29780PPV02 | Long             | EC               | CORP              | CA        |       14900 | NS      | $140060.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Energy Corp                                     | Encore Energy Corp                                                               | CUSIP: 29259W700<br>LEI: 5299007FNX2NVNJM3O59 | Long             | EC               | CORP              | CA        |        5800 | NS      | $14384.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Endava PLC                                             | Endava PLC                                                                       | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |         200 | NS      | $1264.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Encompass Health Corp                                  | Encompass Health Corp                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |         100 | NS      | $10614.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Focus Inc                                       | Energy Focus Inc                                                                 | CUSIP: 29268T508<br>LEI: 549300WYLQHXWY3CWZ38 | Short            | EC               | CORP              | US        |          -7 | NS      | $-16.17        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Energy Recovery Inc                                    | Energy Recovery Inc                                                              | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Short            | EC               | CORP              | US        |        -500 | NS      | $-6745.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Energous Corp                                          | Energous Corp                                                                    | CUSIP: 29272C301<br>LEI: 549300IOI25451J8U493 | Short            | EC               | CORP              | US        |         -16 | NS      | $-63.84        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Energizer Holdings Inc                                 | Energizer Holdings Inc                                                           | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |        1000 | NS      | $19890.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Vault Holdings Inc                              | Energy Vault Holdings Inc                                                        | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Long             | EC               | CORP              | US        |         700 | NS      | $3227.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enhabit Inc                                            | Enhabit Inc                                                                      | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |         300 | NS      | $2766.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enliven Therapeutics Inc                               | Enliven Therapeutics Inc                                                         | CUSIP: 29337E102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1800 | NS      | $-27720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ennis Inc                                              | Ennis Inc                                                                        | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $18010.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enphase Energy Inc                                     | Enphase Energy Inc                                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       28700 | NS      | $919835.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Enphase Energy Inc                                     | Enphase Energy Inc                                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |       -3422 | NS      | $-109675.10    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enova International Inc                                | Enova International Inc                                                          | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Short            | EC               | CORP              | US        |      -77916 | NS      | $-12248395.20  | -0.33%            |  |  |  | No            | 1                  | On Loan: No      |
| Enovix Corp                                            | Enovix Corp                                                                      | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |       10800 | NS      | $78948.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Entegris Inc                                           | Entegris Inc                                                                     | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |       -5807 | NS      | $-489239.75    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Entergy Corp                                           | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Short            | EC               | CORP              | US        |       -3200 | NS      | $-295776.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Entravision Communications Corp                        | Entravision Communications Corp                                                  | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |         700 | NS      | $2051.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eos Energy Enterprises Inc                             | Eos Energy Enterprises Inc                                                       | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       54000 | NS      | $618840.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Envista Holdings Corp                                  | Envista Holdings Corp                                                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |      -34500 | NS      | $-748995.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Vestis Corp                                            | Vestis Corp                                                                      | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Short            | EC               | CORP              | US        |        -600 | NS      | $-4002.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Epsilon Energy Ltd                                     | Epsilon Energy Ltd                                                               | CUSIP: 294375209<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |        -100 | NS      | $-464.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                            | Equifax Inc                                                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |          40 | NS      | $8679.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                            | Equifax Inc                                                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |       -1414 | NS      | $-306809.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                            | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         720 | NS      | $551635.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Equillium Inc                                          | Equillium Inc                                                                    | CUSIP: 29446K106<br>LEI: 549300OC7SSPSNNGHE64 | Long             | EC               | CORP              | US        |         300 | NS      | $465.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinor ASA                                            | Equinor ASA                                                                      | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Short            | EC               | CORP              | NO        |       -1600 | NS      | $-37808.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                 | Equitable Holdings Inc                                                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |        -800 | NS      | $-38120.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Erasca Inc                                             | Erasca Inc                                                                       | CUSIP: 29479A108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-5580.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                        | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Short            | EC               | CORP              | SE        |        -600 | NS      | $-5790.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ERO Copper Corp                                        | ERO Copper Corp                                                                  | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |        1100 | NS      | $31119.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Esperion Therapeutics Inc                              | Esperion Therapeutics Inc                                                        | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |       52500 | NS      | $194250.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Properties Realty Trust Inc                  | Essential Properties Realty Trust Inc                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |       29066 | NS      | $862097.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Utilities Inc                                | Essential Utilities Inc                                                          | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-153440.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Essex Property Trust Inc                               | Essex Property Trust Inc                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Short            | EC               |  | US        |         -20 | NS      | $-5233.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Etsy Inc                                               | Etsy Inc                                                                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |        -838 | NS      | $-46458.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Euronet Worldwide Inc                                  | Euronet Worldwide Inc                                                            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |          31 | NS      | $2359.41       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronet Worldwide Inc                                  | Euronet Worldwide Inc                                                            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Short            | EC               | CORP              | US        |      -13536 | NS      | $-1030224.96   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Eventbrite Inc                                         | Eventbrite Inc                                                                   | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |       13000 | NS      | $57850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Everspin Technologies Inc                              | Everspin Technologies Inc                                                        | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |        1600 | NS      | $14848.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolv Technologies Holdings Inc                        | Evolv Technologies Holdings Inc                                                  | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38400 | NS      | $274944.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolent Health Inc                                     | Evolent Health Inc                                                               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |        2000 | NS      | $8000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Evotec SE                                              | Evotec SE                                                                        | CUSIP: 30050E105<br>LEI: 529900F9KI6OYITO9B12 | Short            | EC               | CORP              | DE        |        -200 | NS      | $-616.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Evommune Inc                                           | Evommune Inc                                                                     | CUSIP: 30054Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10490 | NS      | $179588.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exact Sciences Corp                                    | Exact Sciences Corp                                                              | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-385928.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Exagen Inc                                             | Exagen Inc                                                                       | CUSIP: 30068X103<br>LEI: 549300JV2CYDOME5OO17 | Long             | EC               | CORP              | US        |        2400 | NS      | $14592.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp                                            | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-108975.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1414000 | PA      | $1466875.12    | 0.04%             | 2032-05-17      | Fixed         | 7.22%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-5                                       | CUSIP: 30166VAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1867000 | PA      | $1874402.66    | 0.05%             | 2033-06-15      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1974000 | PA      | $2034359.00    | 0.05%             | 2032-09-15      | Fixed         | 7.48%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1426000 | PA      | $1492199.20    | 0.04%             | 2031-08-15      | Fixed         | 7.89%                 | No            | 2                  | On Loan: No      |
| F&G Annuities & Life Inc                               | F&G Annuities & Life Inc                                                         | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $21595.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| F&G Annuities & Life Inc                               | F&G Annuities & Life Inc                                                         | CUSIP: 30190A104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -144 | NS      | $-4442.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      364000 | PA      | $374911.99     | 0.01%             | 2055-01-25      | Variable      | 8.53%                 | No            | 2                  | On Loan: No      |
| ExlService Holdings Inc                                | ExlService Holdings Inc                                                          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       12800 | NS      | $543232.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Expedia Group Inc                                      | Expedia Group Inc                                                                | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Short            | EC               | CORP              | US        |      -10118 | NS      | $-2866530.58   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc             | Expeditors International of Washington Inc                                       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |       -4231 | NS      | $-630461.31    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Exponent Inc                                           | Exponent Inc                                                                     | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |        4000 | NS      | $277840.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Express Inc                                            | Express Inc                                                                      | CUSIP: 30219E202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           0 | NS      | $-3.03         | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Expensify Inc                                          | Expensify Inc                                                                    | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5700 | NS      | $8607.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Extra Space Storage Inc                                | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Short            | EC               |  | US        |       -9700 | NS      | $-1263134.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc                                             | EZCORP Inc                                                                       | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |       12700 | NS      | $246634.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                       | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | EC               | CORP              | US        |      -16306 | NS      | $-1962264.04   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Hyperion DeFi Inc                                      | Hyperion DeFi Inc                                                                | CUSIP: 30234E203<br>LEI: 254900YW7J8L89CICF84 | Long             | EC               | CORP              | US        |          49 | NS      | $174.44        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exzeo Group Inc                                        | Exzeo Group Inc                                                                  | CUSIP: 30234F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20981 | NS      | $508789.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC Corp                                               | FMC Corp                                                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |         500 | NS      | $6935.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flywire Corp                                           | Flywire Corp                                                                     | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |       43735 | NS      | $619287.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp                                      | FB Financial Corp                                                                | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       58014 | NS      | $3237181.20    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Figs Inc                                               | Figs Inc                                                                         | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $49984.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Bancorp Inc                                         | FS Bancorp Inc                                                                   | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $4117.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FRP Holdings Inc                                       | FRP Holdings Inc                                                                 | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $6837.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                     | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        2052 | NS      | $1354504.68    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems Inc                           | FactSet Research Systems Inc                                                     | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |        -532 | NS      | $-154381.08    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FTC Solar Inc                                          | FTC Solar Inc                                                                    | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               | CORP              | US        |           0 | NS      | $164.16        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| FTC Solar Inc                                          | FTC Solar Inc                                                                    | CUSIP: 30320C301<br>LEI: 5493009MODNZ2HMPX761 | Short            | EC               | CORP              | US        |       -1734 | NS      | $-18917.94     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corp                                        | Fair Isaac Corp                                                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        1102 | NS      | $1863063.24    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Faraday Future Intelligent Electric Inc                | Faraday Future Intelligent Electric Inc                                          | CUSIP: 307359885<br>LEI: 529900523LWWEU2Z9V55 | Short            | EC               | CORP              | US        |      -48400 | NS      | $-49368.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Farmers National Banc Corp                             | Farmers National Banc Corp                                                       | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $10656.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmland Partners Inc                                  | Farmland Partners Inc                                                            | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |        5100 | NS      | $49419.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastly Inc                                             | Fastly Inc                                                                       | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |       25300 | NS      | $257554.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fate Therapeutics Inc                                  | Fate Therapeutics Inc                                                            | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |       25300 | NS      | $24859.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastenal Co                                            | Fastenal Co                                                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |      -51583 | NS      | $-2070025.79   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Freddiemac Strip                                       | Freddie Mac Strips                                                               | CUSIP: 31325UES1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7529625 | PA      | $1408378.77    | 0.04%             | 2043-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                                | CUSIP: 3136B9X93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28668160 | PA      | $5556749.42    | 0.15%             | 2044-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                                | CUSIP: 3136BBTX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9471431 | PA      | $2082843.53    | 0.06%             | 2050-09-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                                | CUSIP: 3136BJDJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23236173 | PA      | $4080202.32    | 0.11%             | 2051-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                                | CUSIP: 3136BLK90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23960393 | PA      | $2596252.37    | 0.07%             | 2052-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                                | CUSIP: 3136BVAB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    63011632 | PA      | $5144458.64    | 0.14%             | 2055-03-25      | Floating      | 3.18%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                        | Fannie Mae Interest Strip                                                        | CUSIP: 3136FLFH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10433766 | PA      | $1640981.01    | 0.04%             | 2042-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BLN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      134940 | PA      | $13.49         | 0.00%             | 2043-10-25      | Variable      | 4.05%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BTUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15104114 | PA      | $15451.51      | 0.00%             | 2026-11-25      | Variable      | 0.15%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      652000 | PA      | $68370.68      | 0.00%             | 2048-10-25      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137F6TF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9261581 | PA      | $2352386.11    | 0.06%             | 2048-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137F6TU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13925017 | PA      | $2871143.56    | 0.08%             | 2048-06-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $106119.00     | 0.00%             | 2049-01-25      | Variable      | 2.63%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FCLF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    83558446 | PA      | $355958.98     | 0.01%             | 2027-11-25      | Variable      | 0.28%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FDEU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    29979509 | PA      | $423850.29     | 0.01%             | 2032-11-25      | Variable      | 0.29%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FKJF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $59620.00      | 0.00%             | 2045-12-25      | Variable      | 2.31%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMCP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9860440 | PA      | $1212222.75    | 0.03%             | 2031-01-25      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9297000 | PA      | $621569.53     | 0.02%             | 2047-08-25      | Variable      | 2.10%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNB25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24453904 | PA      | $975221.70     | 0.03%             | 2029-06-25      | Variable      | 1.58%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    36478190 | PA      | $1368661.69    | 0.04%             | 2029-08-25      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5417880 | PA      | $637478.58     | 0.02%             | 2029-08-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ3J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5935000 | PA      | $524428.47     | 0.01%             | 2032-10-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQKF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $65666.00      | 0.00%             | 2046-12-25      | Variable      | 1.89%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137FTBB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11614124 | PA      | $2543342.12    | 0.07%             | 2050-05-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $111215.00     | 0.00%             | 2048-09-25      | Variable      | 2.95%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1525000 | PA      | $164366.03     | 0.00%             | 2048-09-25      | Variable      | 2.73%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137FYGH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10257601 | PA      | $1677497.24    | 0.04%             | 2051-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $119178.00     | 0.00%             | 2031-04-25      | Variable      | 2.78%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137H0GB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7816782 | PA      | $1529713.02    | 0.04%             | 2049-06-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137H1WU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14169703 | PA      | $3339884.06    | 0.09%             | 2051-08-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137H2F25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18193396 | PA      | $3709087.68    | 0.10%             | 2050-08-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H74D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $158375.00     | 0.00%             | 2050-04-25      | Variable      | 3.14%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137H8BA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24082782 | PA      | $4986412.29    | 0.13%             | 2051-11-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137HABC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12806234 | PA      | $1957112.64    | 0.05%             | 2051-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                        | Fannie Mae Interest Strip                                                        | CUSIP: 31395QSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8526134 | PA      | $1637307.52    | 0.04%             | 2042-07-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FedEx Corp                                             | FedEx Corp                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Short            | EC               | CORP              | US        |       -6000 | NS      | $-1733160.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Ferguson Enterprises Inc                               | Ferguson Enterprises Inc                                                         | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Short            | EC               | CORP              | US        |          -3 | NS      | $-667.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| F5 Inc                                                 | F5 Inc                                                                           | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Short            | EC               | CORP              | US        |        -212 | NS      | $-54115.12     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FibroGen Inc                                           | FibroGen Inc                                                                     | CUSIP: 31572Q881<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |         185 | NS      | $1624.30       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fibrobiologics Inc                                     | Fibrobiologics Inc                                                               | CUSIP: 31573L105<br>LEI: 5493000KQEGHXVWRMZ92 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-427.31       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services Inc             | Fidelity National Information Services Inc                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       24553 | NS      | $1631792.38    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services Inc             | Fidelity National Information Services Inc                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Short            | EC               | CORP              | US        |      -81044 | NS      | $-5386184.24   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial Inc                        | Fidelity National Financial Inc                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Short            | EC               | CORP              | US        |       -2408 | NS      | $-131452.72    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                    | Fifth Third Bancorp                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       57925 | NS      | $2711469.25    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Figma Inc                                              | Figma Inc                                                                        | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |       30700 | NS      | $1147259.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2024-HE5                                                             | CUSIP: 31684FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      251000 | PA      | $260032.74     | 0.01%             | 2054-10-25      | Variable      | 8.63%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2025-HE2                                                             | CUSIP: 31684KAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      506000 | PA      | $522671.18     | 0.01%             | 2055-03-25      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2025-HE5                                                             | CUSIP: 31684MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      415000 | PA      | $411452.17     | 0.01%             | 2055-08-25      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      251000 | PA      | $261074.89     | 0.01%             | 2054-09-25      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| Financial Institutions Inc                             | Financial Institutions Inc                                                       | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $15585.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FingerMotion Inc                                       | FingerMotion Inc                                                                 | CUSIP: 31788K108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2016 | NS      | $-2479.68      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc           | MedAssets Software Intermediate Holdings Inc 2024 Term Loan A                    | CUSIP: 31810YAB6<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |      203915 | PA      | $187601.74     | 0.00%             | 2028-12-15      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Firefly Aerospace Inc                                  | Firefly Aerospace Inc                                                            | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Short            | EC               | CORP              | US        |        -200 | NS      | $-4474.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Advantage Corp                                   | First Advantage Corp                                                             | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Short            | EC               | CORP              | US        |        -586 | NS      | $-8514.58      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First American Financial Corp                          | First American Financial Corp                                                    | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Short            | EC               | CORP              | US        |       -2090 | NS      | $-128409.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Bank/Hamilton NJ                                 | First Bank/Hamilton NJ                                                           | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |         200 | NS      | $3292.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Busey Corp                                       | First Busey Corp                                                                 | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |          33 | NS      | $785.07        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Corp/SC                                | First Community Corp/SC                                                          | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |        1000 | NS      | $29650.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Bankshares Inc                         | First Community Bankshares Inc                                                   | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $6746.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Corp                                   | First Financial Corp                                                             | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $6042.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Foundation Inc                                   | First Foundation Inc                                                             | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      488561 | NS      | $3009535.76    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Corp                                     | First Horizon Corp                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      737705 | NS      | $17631149.50   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| First Hawaiian Inc                                     | First Hawaiian Inc                                                               | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Short            | EC               | CORP              | US        |      -34141 | NS      | $-863767.30    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Alternative Mortgage Securities          | First Horizon Alternative Mortgage Securities Trust 2006-FA8                     | CUSIP: 32052DAC5<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |      731134 | PA      | $201335.93     | 0.01%             | 2037-02-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| First Horizon Alternative Mortgage Securities          | First Horizon Alternative Mortgage Securities Trust 2007-FA2                     | CUSIP: 32053LAB8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |      952660 | PA      | $242684.51     | 0.01%             | 2037-04-25      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| 1stdibs.com Inc                                        | 1stdibs.com Inc                                                                  | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3100 | NS      | $18569.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Internet Bancorp                                 | First Internet Bancorp                                                           | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |         200 | NS      | $4174.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Interstate BancSystem Inc                        | First Interstate BancSystem Inc                                                  | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      144462 | NS      | $4998385.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| First Interstate BancSystem Inc                        | First Interstate BancSystem Inc                                                  | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Short            | EC               | CORP              | US        |        -300 | NS      | $-10380.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Calidi Biotherapeutics Inc                             | Calidi Biotherapeutics Inc                                                       | CUSIP: 320703408<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -16 | NS      | $-18.72        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Majestic Silver Corp                             | First Majestic Silver Corp                                                       | CUSIP: 32076V103<br>LEI: 529900PWCU5DUH1DYR51 | Short            | EC               | CORP              | CA        |         -20 | NS      | $-333.20       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Solar Inc                                        | First Solar Inc                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         398 | NS      | $103969.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Solar Inc                                        | First Solar Inc                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |      -13200 | NS      | $-3448236.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| First Western Financial Inc                            | First Western Financial Inc                                                      | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       33500 | NS      | $898135.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FiscalNote Holdings Inc                                | FiscalNote Holdings Inc                                                          | CUSIP: 337655302<br>LEI: 213800ES9QGPFJR85C09 | Long             | EC               | CORP              | US        |         900 | NS      | $1323.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Firstsun Capital Bancorp                               | Firstsun Capital Bancorp                                                         | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $22581.02      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Firstsun Capital Bancorp                               | Firstsun Capital Bancorp                                                         | CUSIP: 33767U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6249 | NS      | $-235181.13    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                             | Fiserv Inc                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        6600 | NS      | $443322.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                             | Fiserv Inc                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |       -2966 | NS      | $-199226.22    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Five Below Inc                                         | Five Below Inc                                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        2900 | NS      | $546244.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Five9 Inc                                              | Five9 Inc                                                                        | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |        1600 | NS      | $32080.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flatiron CLO Ltd                                       | Flatiron CLO 32 Ltd                                                              | CUSIP: 33882RAL8<br>LEI: 254900C27X485MIHBY47 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $505322.50     | 0.01%             | 2038-10-22      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Floor & Decor Holdings Inc                             | Floor & Decor Holdings Inc                                                       | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |        -700 | NS      | $-42623.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flora Growth Corp                                      | Flora Growth Corp                                                                | CUSIP: 339764300<br>LEI: 98450048403E01089069 | Short            | EC               | CORP              | CA        |         -35 | NS      | $-219.10       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flowco Holdings Inc                                    | Flowco Holdings Inc                                                              | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |        6638 | NS      | $124396.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flowco Holdings Inc                                    | Flowco Holdings Inc                                                              | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Short            | EC               | CORP              | US        |        -200 | NS      | $-3748.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flotek Industries Inc                                  | Flotek Industries Inc                                                            | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Short            | EC               | CORP              | US        |        -200 | NS      | $-3446.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fluence Energy Inc                                     | Fluence Energy Inc                                                               | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |       28900 | NS      | $571642.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard BioTools Inc                                  | Standard BioTools Inc                                                            | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Short            | EC               | CORP              | US        |      -14300 | NS      | $-18304.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flushing Financial Corp                                | Flushing Financial Corp                                                          | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16955 | NS      | $257207.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FLY-E Group Inc                                        | FLY-E Group Inc                                                                  | CUSIP: 343927307<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -2 | NS      | $-13.29        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| flyExclusive Inc                                       | flyExclusive Inc                                                                 | CUSIP: 343928107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -11 | NS      | $-45.21        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Foghorn Therapeutics Inc                               | Foghorn Therapeutics Inc                                                         | CUSIP: 344174107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-2160.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co                                          | Ford Motor Co                                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      152497 | NS      | $2000760.64    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Foresight Autonomous Holdings Ltd                      | Foresight Autonomous Holdings Ltd                                                | CUSIP: 345523302<br>LEI: 5299005KAEJOQ73AME77 | Short            | EC               | CORP              | IL        |         -12 | NS      | $-15.48        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Forestar Group Inc                                     | Forestar Group Inc                                                               | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |        1100 | NS      | $27093.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forge Global Holdings Inc                              | Forge Global Holdings Inc                                                        | CUSIP: 34629L202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1331 | NS      | $-59309.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Form Technologies LLC                                  | Form Technologies LLC 2025 Term Loan                                             | CUSIP: 34634FAF6<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |     2157436 | PA      | $1933601.72    | 0.05%             | 2030-07-19      | Floating      | 9.62%                 | No            | 2                  | On Loan: No      |
| FormFactor Inc                                         | FormFactor Inc                                                                   | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Short            | EC               | CORP              | US        |        -200 | NS      | $-11156.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Forrester Research Inc                                 | Forrester Research Inc                                                           | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |        1500 | NS      | $12180.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fort Washington CLO                                    | Fort Washington CLO 2021-2 LTD                                                   | CUSIP: 34918TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1460653.50    | 0.04%             | 2034-10-20      | Floating      | 10.76%                | No            | 2                  | On Loan: No      |
| Figure Technology Solutions Inc                        | Figure Technology Solutions Inc                                                  | CUSIP: 349381103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6766 | NS      | $276323.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortis Inc/Canada                                      | Fortis Inc/Canada                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        1100 | NS      | $57134.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                           | Fortinet Inc                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       13300 | NS      | $1056153.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                           | Fortinet Inc                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Short            | EC               | CORP              | US        |          -3 | NS      | $-238.23       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortive Corp                                           | Fortive Corp                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Short            | EC               | CORP              | US        |        -564 | NS      | $-31138.44     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortress Biotech Inc                                   | Fortress Biotech Inc                                                             | CUSIP: 34960Q307<br>LEI: 529900DZUWSYUURECK24 | Long             | EC               | CORP              | US        |         220 | NS      | $805.20        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forte Biosciences Inc                                  | Forte Biosciences Inc                                                            | CUSIP: 34962G208<br>LEI: 529900Z84WFDHPS3JP76 | Long             | EC               | CORP              | US        |          29 | NS      | $790.83        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Innovations Inc                         | Fortune Brands Innovations Inc                                                   | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Short            | EC               | CORP              | US        |       -3832 | NS      | $-191676.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Fortrea Holdings Inc                                   | Fortrea Holdings Inc                                                             | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-34500.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Forum Energy Technologies Inc                          | Forum Energy Technologies Inc                                                    | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |         400 | NS      | $14780.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forward Air Corp                                       | Forward Air Corp                                                                 | CUSIP: 34986A104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2700 | NS      | $-67500.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fossil Group Inc                                       | Fossil Group Inc                                                                 | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |       10800 | NS      | $40608.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortuna Mining Corp                                    | Fortuna Mining Corp                                                              | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |         300 | NS      | $2943.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Four Corners Property Trust Inc                        | Four Corners Property Trust Inc                                                  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |       11700 | NS      | $269802.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| 4D Molecular Therapeutics Inc                          | 4D Molecular Therapeutics Inc                                                    | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $33000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                               | Fox Corp                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         500 | NS      | $36535.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fractyl Health Inc                                     | Fractyl Health Inc                                                               | CUSIP: 35168W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19500 | NS      | $42900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franco-Nevada Corp                                     | Franco-Nevada Corp                                                               | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        5400 | NS      | $1119312.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Covey Co                                      | Franklin Covey Co                                                                | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $10068.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Street Properties Corp                        | Franklin Street Properties Corp                                                  | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |         800 | NS      | $756.64        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Multifamily Structured Credit Risk                     | Freddie Mac Mscr Trust Mn1                                                       | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |      102000 | PA      | $104858.75     | 0.00%             | 2051-01-25      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                   | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        2900 | NS      | $147291.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FreightCar America Inc                                 | FreightCar America Inc                                                           | CUSIP: 357023100<br>LEI: 254900UEML23YM2EQB31 | Long             | EC               | CORP              | US        |         200 | NS      | $2214.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Frequency Electronics Inc                              | Frequency Electronics Inc                                                        | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |         300 | NS      | $16152.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freshpet Inc                                           | Freshpet Inc                                                                     | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |        -300 | NS      | $-18279.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Freshworks Inc                                         | Freshworks Inc                                                                   | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |         700 | NS      | $8575.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| T1 Energy Inc                                          | T1 Energy Inc                                                                    | CUSIP: 35834F104<br>LEI: 529900H0645VFXNMJ693 | Long             | EC               | CORP              | US        |       16500 | NS      | $110220.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontdoor Inc                                          | Frontdoor Inc                                                                    | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |         300 | NS      | $17307.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Group Holdings Inc                            | Frontier Group Holdings Inc                                                      | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |       15600 | NS      | $73476.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fuel Tech Inc                                          | Fuel Tech Inc                                                                    | CUSIP: 359523107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $1092.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FuelCell Energy Inc                                    | FuelCell Energy Inc                                                              | CUSIP: 35952H700<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |       10421 | NS      | $76177.51      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FTAI Infrastructure Inc                                | FTAI Infrastructure Inc                                                          | CUSIP: 35953C106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -19799 | NS      | $-91273.39     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| fuboTV Inc                                             | fuboTV Inc                                                                       | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       65300 | NS      | $164556.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulgent Genetics Inc                                   | Fulgent Genetics Inc                                                             | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |        2000 | NS      | $52540.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Full House Resorts Inc                                 | Full House Resorts Inc                                                           | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-6786.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Full Truck Alliance Co Ltd                             | Full Truck Alliance Co Ltd                                                       | CUSIP: 35969L108<br>LEI: 984500884LB1DP8DAC57 | Short            | EC               | CORP              | KY        |      -17300 | NS      | $-185629.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FutureFuel Corp                                        | FutureFuel Corp                                                                  | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |        4800 | NS      | $15312.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Futu Holdings Ltd                                      | Futu Holdings Ltd                                                                | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |        3500 | NS      | $574735.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intelligent Bio Solutions Inc                          | Intelligent Bio Solutions Inc                                                    | CUSIP: 36151G709<br>LEI: 549300JIQ6MVR4PC5311 | Short            | EC               | CORP              | US        |        -130 | NS      | $-1238.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GEO Group Inc/The                                      | GEO Group Inc/The                                                                | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |         600 | NS      | $9672.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GCI Liberty Inc                                        | GCI Liberty Inc                                                                  | CUSIP: 36164V800<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |         300 | NS      | $11163.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GEE Group Inc                                          | GEE Group Inc                                                                    | CUSIP: 36165A102<br>LEI: 549300FHWV21VESO1Y46 | Long             | EC               | CORP              | US        |        5200 | NS      | $1014.53       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GDS Holdings Ltd                                       | GDS Holdings Ltd                                                                 | CUSIP: 36165L108<br>LEI: 391200MGV8DDCHTN2R77 | Short            | EC               | CORP              | KY        |       -1700 | NS      | $-59330.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GFL Environmental Inc                                  | GFL Environmental Inc                                                            | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |       14224 | NS      | $610920.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust 2004-5                                                    | CUSIP: 36228F5J1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      294105 | PA      | $246560.80     | 0.01%             | 2034-06-25      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| GRI Bio Inc                                            | GRI Bio Inc                                                                      | CUSIP: 3622AW403<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -35 | NS      | $-8.64         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust 2006-6                                                    | CUSIP: 362334ME1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      756031 | PA      | $216149.23     | 0.01%             | 2036-03-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Trust                                                                       | CUSIP: 362341AS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      323827 | PA      | $255101.02     | 0.01%             | 2035-05-25      | Variable      | 5.36%                 | No            | 2                  | On Loan: No      |
| GSR Mortgage Loan Trust                                | GSR Mortgage Loan Trust 2005-AR6                                                 | CUSIP: 362341SG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      256082 | PA      | $207725.82     | 0.01%             | 2035-09-25      | Variable      | 5.54%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust 2006-8                                                    | CUSIP: 362348AT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1527000 | PA      | $292625.12     | 0.01%             | 2036-05-25      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| GSI Technology Inc                                     | GSI Technology Inc                                                               | CUSIP: 36241U106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-1863.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $95670.30      | 0.00%             | 2047-09-10      | Variable      | 4.43%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303000 | PA      | $270632.63     | 0.01%             | 2047-09-10      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1593000 | PA      | $1247916.38    | 0.03%             | 2050-11-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2019-GC40                                           | CUSIP: 36257HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2219000 | PA      | $82646.66      | 0.00%             | 2052-07-10      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| Gaotu Techedu Inc                                      | Gaotu Techedu Inc                                                                | CUSIP: 36257Y109<br>LEI: 549300R5BPFFORR9ET36 | Long             | EC               | CORP              | KY        |         200 | NS      | $464.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAE8<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    15243000 | PA      | $152.43        | 0.00%             | 2036-12-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Corp Trust 2021-PJ1                                | CUSIP: 36261MAY5<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |     3619215 | PA      | $3003426.91    | 0.08%             | 2051-06-25      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| GPS HOSPITALITY HOLDING                                | GPS Hospitality Holding Co LLC / GPS Finco Inc                                   | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4829000 | PA      | $2439052.20    | 0.06%             | 2028-08-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAN0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     1019000 | PA      | $615438.30     | 0.02%             | 2026-05-15      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAQ3<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $433236.00     | 0.01%             | 2026-05-15      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAS9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $136740.00     | 0.00%             | 2026-05-15      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies Inc                         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |      -47900 | NS      | $-3928758.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Gain Therapeutics Inc                                  | Gain Therapeutics Inc                                                            | CUSIP: 36269B105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-5152.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1666000 | PA      | $1733186.45    | 0.05%             | 2031-08-15      | Fixed         | 7.51%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-1                                         | CUSIP: 36271KAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1045000 | PA      | $1073491.93    | 0.03%             | 2032-03-15      | Fixed         | 7.19%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1153000 | PA      | $1168446.74    | 0.03%             | 2032-12-15      | Fixed         | 7.17%                 | No            | 2                  | On Loan: No      |
| Galaxy Digital Inc                                     | Galaxy Digital Inc                                                               | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |      118638 | NS      | $2652745.68    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy CLO Ltd                                         | Galaxy 31 Clo Ltd                                                                | CUSIP: 36320KAG7<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $989937.00     | 0.03%             | 2038-07-15      | Floating      | 9.40%                 | No            | 2                  | On Loan: No      |
| Galaxy CLO Ltd                                         | Galaxy 30 Clo Ltd                                                                | CUSIP: 36321TAG7<br>LEI: 549300QQ6WEN7DIBD138 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $990174.00     | 0.03%             | 2038-01-15      | Floating      | 9.80%                 | No            | 2                  | On Loan: No      |
| GALECTIN THERAPEUTICS INC                              | GALECTIN THERAPEUTICS INC                                                        | CUSIP: 363225129<br>LEI: 5299004HFYSAZM2ALW85 | N/A              | DE               |  | US        |       -1340 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Galiano Gold Inc                                       | Galiano Gold Inc                                                                 | CUSIP: 36352H100<br>LEI: 529900V13XJFM0VPGC86 | Long             | EC               | CORP              | CA        |        3100 | NS      | $7843.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arthur J Gallagher & Co                                | Arthur J Gallagher & Co                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |        -120 | NS      | $-31054.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GameSquare Holding, Inc.                               | GAMESQUARE HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: 894500NUPDOV8GTVN566 | Short            | EC               | CORP              | CA        |      -22400 | NS      | $-8624.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gap Inc/The                                            | Gap Inc/The                                                                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       14700 | NS      | $376320.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Garnet CLO Ltd                                         | Garnet CLO 2 Ltd                                                                 | CUSIP: 36626EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $997481.00     | 0.03%             | 2038-10-20      | Floating      | 9.33%                 | No            | 2                  | On Loan: No      |
| Garrett Motion Inc                                     | Garrett Motion Inc                                                               | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |        2300 | NS      | $40089.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gartner Inc                                            | Gartner Inc                                                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Short            | EC               | CORP              | US        |       -3195 | NS      | $-806034.60    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| GE Vernova Inc                                         | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        8800 | NS      | $5751416.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| GE Vernova Inc                                         | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Short            | EC               | CORP              | US        |        -552 | NS      | $-360770.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GCM Grosvenor Inc                                      | GCM Grosvenor Inc                                                                | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       52966 | NS      | $599575.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gemini Space Station Inc                               | Gemini Space Station Inc                                                         | CUSIP: 36866J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13536 | NS      | $134277.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gemini Space Station Inc                               | Gemini Space Station Inc                                                         | CUSIP: 36866J105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-3968.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genelux Corp                                           | Genelux Corp                                                                     | CUSIP: 36870H103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-1308.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| General Mills Inc                                      | General Mills Inc                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        3400 | NS      | $158100.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                                      | General Motors Co                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       43512 | NS      | $3538395.84    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Generation Bio Co                                      | Generation Bio Co                                                                | CUSIP: 37148K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          50 | NS      | $284.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Generation Income Properties Inc                       | Generation Income Properties Inc                                                 | CUSIP: 37149D204<br>LEI: 549300Q3Z5VFIWPCNS82 | Short            | EC               | CORP              | US        |        -400 | NS      | $-253.01       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co                                       | Genuine Parts Co                                                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Short            | EC               | CORP              | US        |      -11100 | NS      | $-1364856.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Gentherm Inc                                           | Gentherm Inc                                                                     | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |         100 | NS      | $3637.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gerdau SA                                              | Gerdau SA                                                                        | CUSIP: 373737105<br>LEI: 254900YDV6SEQQPZVG24 | Short            | EC               | CORP              | BR        |         -20 | NS      | $-73.80        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| German American Bancorp Inc                            | German American Bancorp Inc                                                      | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |         100 | NS      | $3918.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Geron Corp                                             | Geron Corp                                                                       | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |        1300 | NS      | $1716.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Getty Images Holdings Inc                              | Getty Images Holdings Inc                                                        | CUSIP: 374275105<br>LEI: 5299006106S5HZKYQM32 | Long             | EC               | CORP              | US        |          39 | NS      | $52.26         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Getty Realty Corp                                      | Getty Realty Corp                                                                | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |         400 | NS      | $10948.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gevo Inc                                               | Gevo Inc                                                                         | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Short            | EC               | CORP              | US        |      -11300 | NS      | $-22600.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                    | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Short            | EC               | CORP              | US        |      -61424 | NS      | $-7539181.76   | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                           | Ginkgo Bioworks Holdings Inc                                                     | CUSIP: 37611X209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -88 | NS      | $-731.28       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gitlab Inc                                             | Gitlab Inc                                                                       | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Short            | EC               | CORP              | US        |       -1997 | NS      | $-74947.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gladstone Investment Corp                              | Gladstone Investment Corp                                                        | CUSIP: 376546107<br>LEI: 549300HFFTVIBC98Z362 | Long             | EC               | CORP              | US        |         200 | NS      | $2794.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gladstone Land Corp                                    | Gladstone Land Corp                                                              | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |        1100 | NS      | $10065.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Glaukos Corp                                           | Glaukos Corp                                                                     | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |         900 | NS      | $101619.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                                | GSK PLC                                                                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Short            | EC               | CORP              | GB        |        -636 | NS      | $-31189.44     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Global Industrial Co                                   | Global Industrial Co                                                             | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |         700 | NS      | $20454.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Globalstar Inc                                         | Globalstar Inc                                                                   | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Short            | EC               | CORP              | US        |       -2247 | NS      | $-137156.88    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Global Net Lease Inc                                   | Global Net Lease Inc                                                             | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |        1394 | NS      | $11988.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments Inc                                    | Global Payments Inc                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | EC               | CORP              | US        |       -4226 | NS      | $-327092.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Global Tel*Link Corporation                            | Global Tel*Link Corporation 2024 Term Loan                                       | CUSIP: 37959JAG6<br>LEI: 549300YI0BNF11FDQE44 | Long             | LON              | CORP              | US        |     5269442 | PA      | $5231555.01    | 0.14%             | 2029-08-06      | Floating      | 11.22%                | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      813000 | PA      | $834369.71     | 0.02%             | 2031-06-16      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1921000 | PA      | $1997928.37    | 0.05%             | 2032-06-15      | Fixed         | 7.73%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-3                                         | CUSIP: 37989YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1378909.01    | 0.04%             | 2032-08-16      | Fixed         | 6.52%                 | No            | 2                  | On Loan: No      |
| GoDaddy Inc                                            | GoDaddy Inc                                                                      | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       29700 | NS      | $3685176.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Gold Fields Ltd                                        | Gold Fields Ltd                                                                  | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Short            | EC               | CORP              | ZA        |        -400 | NS      | $-17464.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gold Resource Corp                                     | Gold Resource Corp                                                               | CUSIP: 38068T105<br>LEI: 5299006MQBYLDAOI2D32 | Long             | EC               | CORP              | US        |        4500 | NS      | $3726.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gold Royalty Corp                                      | Gold Royalty Corp                                                                | CUSIP: 38071H106<br>LEI: 984500FC5D5B5YDB4B90 | Long             | EC               | CORP              | CA        |       15300 | NS      | $61812.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                | Goldentree Loan Management US Clo 15 Ltd                                         | CUSIP: 38139CAL1<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1000000.00    | 0.03%             | 2038-10-20      | Floating      | 8.86%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust       | Goodleap Sustainable Home Solutions Trust 2023-3                                 | CUSIP: 38237CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      361000 | PA      | $242289.84     | 0.01%             | 2055-07-20      | Fixed         | 7.80%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The                          | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Short            | EC               | CORP              | US        |      -58300 | NS      | $-510708.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Gorman-Rupp Co/The                                     | Gorman-Rupp Co/The                                                               | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |         400 | NS      | $19100.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gossamer Bio Inc                                       | Gossamer Bio Inc                                                                 | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |       43400 | NS      | $134540.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38381N7B8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16683339 | PA      | $3284815.92    | 0.09%             | 2052-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38381N7C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    33958988 | PA      | $6897885.47    | 0.18%             | 2051-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38381N7D4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14999013 | PA      | $3298373.04    | 0.09%             | 2050-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38381N7E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22064067 | PA      | $4310303.67    | 0.11%             | 2052-06-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38382XZ24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10306090 | PA      | $2443697.61    | 0.06%             | 2050-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38383TWM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17512989 | PA      | $3488972.68    | 0.09%             | 2052-06-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384BY96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25878792 | PA      | $1768944.80    | 0.05%             | 2053-07-20      | Floating      | 2.08%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384DGP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    31522410 | PA      | $2931804.79    | 0.08%             | 2053-10-20      | Floating      | 3.08%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384EEG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    59780149 | PA      | $3399159.03    | 0.09%             | 2053-08-20      | Floating      | 1.93%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384HCK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    46432316 | PA      | $3004403.02    | 0.08%             | 2053-12-20      | Floating      | 1.93%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384HTP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23186413 | PA      | $2137300.37    | 0.06%             | 2054-01-20      | Floating      | 3.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384JXU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    24114247 | PA      | $1578711.54    | 0.04%             | 2054-02-20      | Floating      | 1.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384JXV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    24114247 | PA      | $1424115.10    | 0.04%             | 2054-02-20      | Floating      | 1.68%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38385BQW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    55994125 | PA      | $3071445.76    | 0.08%             | 2053-05-20      | Floating      | 1.53%                 | No            | 2                  | On Loan: No      |
| Graco Inc                                              | Graco Inc                                                                        | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       76913 | NS      | $6304558.61    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| GrafTech International Ltd                             | GrafTech International Ltd                                                       | CUSIP: 384313607<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |         130 | NS      | $2016.30       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WW Grainger Inc                                        | WW Grainger Inc                                                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Short            | EC               | CORP              | US        |         -30 | NS      | $-30271.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CONTRA ADR GRACELL BI                                  | CONTRA ADR GRACELL BI                                                            | CUSIP: 384CVR015<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        5000 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Gran Tierra Energy Inc                                 | Gran Tierra Energy Inc                                                           | CUSIP: 38500T200<br>LEI: 549300IH2S17MAIUCM32 | Short            | EC               | CORP              | US        |         -10 | NS      | $-42.40        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Granite Point Mortgage Trust Inc                       | Granite Point Mortgage Trust Inc                                                 | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |        4900 | NS      | $11760.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging Holding Co                           | Graphic Packaging Holding Co                                                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7100 | NS      | $106926.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rithm Property Trust Inc                               | Rithm Property Trust Inc                                                         | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               |  | US        |         267 | NS      | $4426.86       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Lakes Dredge & Dock Corp                         | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |        4400 | NS      | $57728.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Southern Bancorp Inc                             | Great Southern Bancorp Inc                                                       | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |         100 | NS      | $6156.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Dot Corp                                         | Green Dot Corp                                                                   | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9000 | NS      | $115290.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Plains Inc                                       | Green Plains Inc                                                                 | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       14400 | NS      | $141120.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenidge Generation Holdings Inc                      | Greenidge Generation Holdings Inc                                                | CUSIP: 39531G308<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -230 | NS      | $-340.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Greensky Home Improvement Issuer Trust                 | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      685611 | PA      | $714930.93     | 0.02%             | 2059-06-25      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                       | Greywolf CLO II Ltd                                                              | CUSIP: 398079BJ1<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998278.00     | 0.03%             | 2034-04-15      | Floating      | 7.51%                 | No            | 2                  | On Loan: No      |
| Peakstone Realty Trust                                 | Peakstone Realty Trust                                                           | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Short            | EC               |  | US        |        -800 | NS      | $-11480.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Griffon Corp                                           | Griffon Corp                                                                     | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |         500 | NS      | $36825.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Grindr Inc                                             | Grindr Inc                                                                       | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |         600 | NS      | $8124.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Grocery Outlet Holding Corp                            | Grocery Outlet Holding Corp                                                      | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-5050.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Groupon Inc                                            | Groupon Inc                                                                      | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |          22 | NS      | $387.42        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GrowGeneration Corp                                    | GrowGeneration Corp                                                              | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $1650.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Supervielle SA                                   | Grupo Supervielle SA                                                             | CUSIP: 40054A108<br>LEI: 549300IQJL3KLZ3IYQ14 | Short            | EC               | CORP              | AR        |       -2900 | NS      | $-34278.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeromexico SAB de CV                             | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054J109<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       20981 | NS      | $460742.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardant Health Inc                                    | Guardant Health Inc                                                              | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       28200 | NS      | $2880348.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardian Pharmacy Services Inc                         | Guardian Pharmacy Services Inc                                                   | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12328 | NS      | $370949.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Guidewire Software Inc                                 | Guidewire Software Inc                                                           | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |         200 | NS      | $40202.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfport Energy Corp                                   | Gulfport Energy Corp                                                             | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Short            | EC               | CORP              | US        |        -400 | NS      | $-83196.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gyre Therapeutics Inc                                  | Gyre Therapeutics Inc                                                            | CUSIP: 403783103<br>LEI: 549300TE6BBPJ0S88K48 | Short            | EC               | CORP              | US        |        -400 | NS      | $-2824.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HF Sinclair Corp                                       | HF Sinclair Corp                                                                 | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |        2000 | NS      | $92160.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                     | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Short            | EC               | CORP              | US        |       -4388 | NS      | $-2048581.68   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| HDFC Bank Ltd                                          | HDFC Bank Ltd                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Short            | EC               | CORP              | IN        |       -1400 | NS      | $-51156.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                               | HNI Corp                                                                         | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |          34 | NS      | $1429.36       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings PLC                                      | HSBC Holdings PLC                                                                | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Short            | EC               | CORP              | GB        |       -1000 | NS      | $-78670.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                                 | HP Inc                                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       16400 | NS      | $365392.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                                 | HP Inc                                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               | CORP              | US        |       -3817 | NS      | $-85042.76     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HPS Loan Management                                    | HPS Loan Management 15-2019 Ltd                                                  | CUSIP: 40439EAN6<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $996198.00     | 0.03%             | 2038-10-22      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Hackett Group Inc/The                                  | Hackett Group Inc/The                                                            | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |        5600 | NS      | $109928.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Haemonetics Corp                                       | Haemonetics Corp                                                                 | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-288540.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hagerty Inc                                            | Hagerty Inc                                                                      | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $17472.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hain Celestial Group Inc/The                           | Hain Celestial Group Inc/The                                                     | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |       19900 | NS      | $21293.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Haleon PLC                                             | Haleon PLC                                                                       | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Short            | EC               | CORP              | GB        |     -296900 | NS      | $-3001659.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Co                                         | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Short            | EC               | CORP              | US        |       -9822 | NS      | $-277569.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                | Halseypoint Clo 5 Ltd                                                            | CUSIP: 406370AA4<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $979627.00     | 0.03%             | 2035-01-30      | Floating      | 11.04%                | No            | 2                  | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                | HalseyPoint CLO 4 Ltd                                                            | CUSIP: 40637NAA4<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1454707.50    | 0.04%             | 2034-04-20      | Floating      | 10.86%                | No            | 2                  | On Loan: No      |
| HalseyPoint CLO II, Ltd.                               | Halseypoint CLO II Ltd                                                           | CUSIP: 40639HAE7<br>LEI: 549300PIQILNPH8UJT31 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1485924.00    | 0.04%             | 2037-07-20      | Floating      | 11.38%                | No            | 2                  | On Loan: No      |
| Hancock Whitney Corp                                   | Hancock Whitney Corp                                                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Short            | EC               | CORP              | US        |     -118267 | NS      | $-7531242.56   | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| Hanmi Financial Corp                                   | Hanmi Financial Corp                                                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |        1400 | NS      | $37842.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc              | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-179151.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust 2006-4                                            | CUSIP: 41161PL27<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      528454 | PA      | $264370.95     | 0.01%             | 2046-05-19      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust 2005-10                                           | CUSIP: 41161PTP8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      957260 | PA      | $606081.66     | 0.02%             | 2035-11-19      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust 2005-12                                           | CUSIP: 41161PVL4<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      358936 | PA      | $286324.50     | 0.01%             | 2035-10-19      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust 2007-6                                            | CUSIP: 41165BAD2<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |     6755610 | PA      | $5851486.64    | 0.16%             | 2037-08-19      | Floating      | 4.08%                 | No            | 2                  | On Loan: No      |
| Harley-Davidson Inc                                    | Harley-Davidson Inc                                                              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       20700 | NS      | $424143.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc                       | Harmony Biosciences Holdings Inc                                                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $14968.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harrow Inc                                             | Harrow Inc                                                                       | CUSIP: 415858109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3300 | NS      | $-161700.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enviri Corp                                            | Enviri Corp                                                                      | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-44800.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Harvard Bioscience Inc                                 | Harvard Bioscience Inc                                                           | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |        9800 | NS      | $6554.24       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harvest US CLO Ltd                                     | Harvest US CLO 2025-1 Ltd                                                        | CUSIP: 41757RAA7<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002310.00    | 0.03%             | 2038-04-18      | Floating      | 9.23%                 | No            | 2                  | On Loan: No      |
| Hawkins Inc                                            | Hawkins Inc                                                                      | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Short            | EC               | CORP              | US        |        -500 | NS      | $-71030.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Holdings Inc                                   | Hayward Holdings Inc                                                             | CUSIP: 421298100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2700 | NS      | $-41715.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HealthStream Inc                                       | HealthStream Inc                                                                 | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |        2300 | NS      | $53061.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthEquity Inc                                       | HealthEquity Inc                                                                 | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Short            | EC               | CORP              | US        |       -8300 | NS      | $-760363.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Heartland Express Inc                                  | Heartland Express Inc                                                            | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |        9800 | NS      | $88494.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HeartFlow Inc                                          | HeartFlow Inc                                                                    | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9483 | NS      | $276429.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HeartFlow Inc                                          | HeartFlow Inc                                                                    | CUSIP: 42238D107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-8745.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heartcore Enterprises Inc                              | Heartcore Enterprises Inc                                                        | CUSIP: 42240Q104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-305.20       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Healthpeak Properties Inc                              | Healthpeak Properties Inc                                                        | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Short            | EC               |  | US        |         -27 | NS      | $-434.16       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Co                                        | Hecla Mining Co                                                                  | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Short            | EC               | CORP              | US        |         -40 | NS      | $-767.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HEICO Corp                                             | HEICO Corp                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        4580 | NS      | $1482042.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HEICO Corp                                             | HEICO Corp                                                                       | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       66000 | NS      | $16660380.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne Inc                                  | Helmerich & Payne Inc                                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Short            | EC               | CORP              | US        |       -8500 | NS      | $-243780.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Jack Henry & Associates Inc                            | Jack Henry & Associates Inc                                                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Short            | EC               | CORP              | US        |       -6039 | NS      | $-1101996.72   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings Inc                                      | Herc Holdings Inc                                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Short            | EC               | CORP              | US        |        -225 | NS      | $-33385.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hercules Capital Inc                                   | Hercules Capital Inc                                                             | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | CORP              | US        |        3800 | NS      | $71516.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Financial Corp/WA                             | Heritage Financial Corp/WA                                                       | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $40205.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Insurance Holdings Inc                        | Heritage Insurance Holdings Inc                                                  | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |        2200 | NS      | $64372.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heron Therapeutics Inc                                 | Heron Therapeutics Inc                                                           | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |        7200 | NS      | $9360.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hesai Group                                            | Hesai Group                                                                      | CUSIP: 428050108<br>LEI: 836800KOYHURQT1JZY11 | Short            | EC               | CORP              | KY        |       -5900 | NS      | $-132160.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hertz Global Holdings Inc                              | Hertz Global Holdings Inc                                                        | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |        9900 | NS      | $50886.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                          | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       45300 | NS      | $1088106.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                          | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |       -5782 | NS      | $-138883.64    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hexcel Corp                                            | Hexcel Corp                                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Short            | EC               | CORP              | US        |        -700 | NS      | $-51730.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| High Tide Inc                                          | High Tide Inc                                                                    | CUSIP: 42981E401<br>LEI: 529900J22WX18I890H12 | Long             | EC               | CORP              | CA        |        2400 | NS      | $6360.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillenbrand Inc                                        | Hillenbrand Inc                                                                  | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-38064.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tharimmune Inc                                         | Tharimmune Inc                                                                   | CUSIP: 432705309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-303.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Himax Technologies Inc                                 | Himax Technologies Inc                                                           | CUSIP: 43289P106<br>LEI: 529900Z6XWS79D8T1X09 | Short            | EC               | CORP              | KY        |        -900 | NS      | $-7371.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hilton USA Trust                                       | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1068000 | PA      | $21928.18      | 0.00%             | 2035-11-05      | Fixed         | 6.16%                 | No            | 2                  | On Loan: No      |
| Hims & Hers Health Inc                                 | Hims & Hers Health Inc                                                           | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |      -72300 | NS      | $-2347581.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                          | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |          20 | NS      | $5745.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton USA Trust                                       | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11467000 | PA      | $11223051.04   | 0.30%             | 2038-11-05      | Variable      | 4.19%                 | No            | 2                  | On Loan: No      |
| Hingham Institution For Savings The                    | Hingham Institution For Savings The                                              | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       18752 | NS      | $5324817.92    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Hippo Holdings Inc                                     | Hippo Holdings Inc                                                               | CUSIP: 433539202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -24 | NS      | $-721.92       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hive Digital Technologies Ltd                          | Hive Digital Technologies Ltd                                                    | CUSIP: 433921103<br>LEI: 5493004QCZ1QBI9FS784 | Long             | EC               | CORP              | CA        |       51700 | NS      | $133386.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Holley Inc                                             | Holley Inc                                                                       | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |        2100 | NS      | $8673.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc/AR                                 | Home BancShares Inc/AR                                                           | CUSIP: 436893200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -126287 | NS      | $-3508252.86   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                     | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        7237 | NS      | $2490251.70    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                     | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |       -5060 | NS      | $-1741146.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Mechanics Bancorp                                      | Mechanics Bancorp                                                                | CUSIP: 43785V102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -30656 | NS      | $-448497.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| HomeTrust Bancshares Inc                               | HomeTrust Bancshares Inc                                                         | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $8588.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Honest Co Inc/The                                      | Honest Co Inc/The                                                                | CUSIP: 438333106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5300 | NS      | $-13674.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc                            | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      161000 | NS      | $31409490.00   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Hooker Furnishings Corp                                | Hooker Furnishings Corp                                                          | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $3387.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hope Bancorp Inc                                       | Hope Bancorp Inc                                                                 | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |       16300 | NS      | $178648.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Bancorp Inc/IN                                 | Horizon Bancorp Inc/IN                                                           | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |        1700 | NS      | $28832.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hormel Foods Corp                                      | Hormel Foods Corp                                                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       52800 | NS      | $1251360.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Host Hotels & Resorts Inc                              | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Short            | EC               |  | US        |      -30300 | NS      | $-537219.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hoth Therapeutics Inc                                  | Hoth Therapeutics Inc                                                            | CUSIP: 44148G204<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-99.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hour Loop Inc                                          | Hour Loop Inc                                                                    | CUSIP: 44170P106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -6 | NS      | $-10.80        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Abundia Global Impact Group Inc                        | Abundia Global Impact Group Inc                                                  | CUSIP: 44183U308<br>LEI: 529900T1EP0O1TPDYY93 | Long             | EC               | CORP              | US        |          40 | NS      | $79.20         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Howmet Aerospace Inc                                   | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-779076.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Hoya Midco LLC                                         | Hoya Midco LLC 2025 Term Loan B                                                  | CUSIP: 44325HAF5<br>LEI: 549300LK73TSUP0YKH27 | Long             | LON              | CORP              | US        |     1333192 | PA      | $759919.25     | 0.02%             | 2029-02-01      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Hubbell Inc                                            | Hubbell Inc                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |          40 | NS      | $17764.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HubSpot Inc                                            | HubSpot Inc                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        7800 | NS      | $3130140.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| HubSpot Inc                                            | HubSpot Inc                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Short            | EC               | CORP              | US        |        -259 | NS      | $-103936.70    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Pacific Properties Inc                          | Hudson Pacific Properties Inc                                                    | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Short            | EC               |  | US        |        -472 | NS      | $-5111.76      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Technologies Inc                                | Hudson Technologies Inc                                                          | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $11645.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                             | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Short            | EC               | CORP              | US        |         -80 | NS      | $-20490.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Humacyte Inc                                           | Humacyte Inc                                                                     | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2400 | NS      | $2305.22       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JB Hunt Transport Services Inc                         | JB Hunt Transport Services Inc                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-233208.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares Inc/OH                           | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |          10 | NS      | $173.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Ingalls Industries Inc                      | Huntington Ingalls Industries Inc                                                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Short            | EC               | CORP              | US        |        -440 | NS      | $-149630.80    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp                                          | Huntsman Corp                                                                    | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       11200 | NS      | $112000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hut 8 Corp                                             | Hut 8 Corp                                                                       | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Short            | EC               | CORP              | US        |      -20200 | NS      | $-927988.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| HUYA Inc                                               | HUYA Inc                                                                         | CUSIP: 44852D108<br>LEI: 549300WPEZ00T1MABE80 | Long             | EC               | CORP              | KY        |        5300 | NS      | $15264.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hycroft Mining Holding Corp                            | Hycroft Mining Holding Corp                                                      | CUSIP: 44862P208<br>LEI: 254900T7FYMGS29WIF55 | Short            | EC               | CORP              | US        |       -2060 | NS      | $-48966.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IDT Corp                                               | IDT Corp                                                                         | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |         700 | NS      | $35847.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyliion Holdings Corp                                  | Hyliion Holdings Corp                                                            | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $920.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IperionX Ltd                                           | IperionX Ltd                                                                     | CUSIP: 44916E100<br>LEI: 98450096B1C9E094C832 | Short            | EC               | CORP              | AU        |        -200 | NS      | $-7237.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hyperfine Inc                                          | Hyperfine Inc                                                                    | CUSIP: 44916K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13700 | NS      | $-13416.44     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                                  | ICF International Inc                                                            | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |         500 | NS      | $42650.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                                        | ICU Medical Inc                                                                  | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-428010.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Energy Co                                     | Crescent Energy Co                                                               | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          25 | NS      | $209.75        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| i-80 Gold Corp                                         | i-80 Gold Corp                                                                   | CUSIP: 44955L106<br>LEI: 549300LFFIWIGUEXPK11 | Long             | EC               | CORP              | CA        |       33200 | NS      | $48472.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NovaBridge Biosciences                                 | NovaBridge Biosciences                                                           | CUSIP: 44975P103<br>LEI: 549300L1A5T19703RR64 | Short            | EC               | CORP              | KY        |       -1100 | NS      | $-4378.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IO Biotech Inc                                         | IO Biotech Inc                                                                   | CUSIP: 449778109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-913.35       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| INVO Fertility Inc                                     | INVO Fertility Inc                                                               | CUSIP: 44984F807<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -4 | NS      | $-3.01         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IIP OPERATING PARTNER                                  | IIP Operating Partnership LP                                                     | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              |  | US        |     3794000 | PA      | $3740701.13    | 0.10%             | 2026-05-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| iSpecimen Inc                                          | iSpecimen Inc                                                                    | CUSIP: 45032V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          26 | NS      | $6.76          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ITT Inc                                                | ITT Inc                                                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       30820 | NS      | $5347578.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ITT Inc                                                | ITT Inc                                                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Short            | EC               | CORP              | US        |        -190 | NS      | $-32966.90     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICNQ Mortgage Trust                                    | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $16073.00      | 0.00%             | 2034-12-10      | Variable      | 0.45%                 | No            | 2                  | On Loan: No      |
| ICNQ Mortgage Trust                                    | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1702000 | PA      | $1718825.97    | 0.05%             | 2034-12-10      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| ICNQ Mortgage Trust                                    | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $980473.00     | 0.03%             | 2034-12-10      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| iBio Inc                                               | iBio Inc                                                                         | CUSIP: 451033708<br>LEI: 529900EW4RXUITGKUT34 | Long             | EC               | CORP              | US        |         900 | NS      | $1737.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICICI Bank Ltd                                         | ICICI Bank Ltd                                                                   | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        1600 | NS      | $47680.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ibotta Inc                                             | Ibotta Inc                                                                       | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Short            | EC               | CORP              | US        |        -400 | NS      | $-9092.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IDACORP Inc                                            | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        1300 | NS      | $164528.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ideaya Biosciences Inc                                 | Ideaya Biosciences Inc                                                           | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3457.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IDEX Corp                                              | IDEX Corp                                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |        -189 | NS      | $-33630.66     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IDEXX Laboratories Inc                                 | IDEXX Laboratories Inc                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Short            | EC               | CORP              | US        |       -6700 | NS      | $-4532751.00   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| iHeartMedia Inc                                        | iHeartMedia Inc                                                                  | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $4992.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works Inc                                | Illinois Tool Works Inc                                                          | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |        -116 | NS      | $-28570.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Illumina Inc                                           | Illumina Inc                                                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-354132.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| IMAX Corp                                              | IMAX Corp                                                                        | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Long             | EC               | CORP              | CA        |         800 | NS      | $29568.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ImmunityBio Inc                                        | ImmunityBio Inc                                                                  | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |        9302 | NS      | $18417.96      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Immunome Inc                                           | Immunome Inc                                                                     | CUSIP: 45257U108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2300 | NS      | $-49404.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Immunocore Holdings PLC                                | Immunocore Holdings PLC                                                          | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |        3900 | NS      | $135369.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Immunovant Inc                                         | Immunovant Inc                                                                   | CUSIP: 45258J102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-5084.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Oil Ltd                                       | Imperial Oil Ltd                                                                 | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Short            | EC               | CORP              | CA        |        -300 | NS      | $-25893.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Impinj Inc                                             | Impinj Inc                                                                       | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Short            | EC               | CORP              | US        |        -700 | NS      | $-121807.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Incannex Healthcare Inc                                | Incannex Healthcare Inc                                                          | CUSIP: 45333F109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -69700 | NS      | $-24952.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                            | Incyte Corp                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-385203.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp/MI                               | Independent Bank Corp/MI                                                         | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |         600 | NS      | $19518.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC 2023 Term Loan                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     3681979 | PA      | $3415035.13    | 0.09%             | 2028-05-03      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC 2024 Term Loan B4                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     1804047 | PA      | $1538797.55    | 0.04%             | 2031-12-31      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| indie Semiconductor Inc                                | indie Semiconductor Inc                                                          | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |        -200 | NS      | $-706.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                       | IndyMac INDX Mortgage Loan Trust 2006-AR7                                        | CUSIP: 45661EDA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194433 | PA      | $170640.24     | 0.00%             | 2036-05-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                       | IndyMac INDX Mortgage Loan Trust 2007-FLX2                                       | CUSIP: 45668RAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      195843 | PA      | $203268.98     | 0.01%             | 2037-04-25      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                       | IndyMac INDX Mortgage Loan Trust 2007-FLX5                                       | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3940504 | PA      | $3428486.85    | 0.09%             | 2037-08-25      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                       | IndyMac IMSC Mortgage Loan Trust 2007-HOA1                                       | CUSIP: 45670LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      377753 | PA      | $281667.12     | 0.01%             | 2047-07-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| IN8bio Inc                                             | IN8bio Inc                                                                       | CUSIP: 45674E208<br>LEI: 549300H68IVCRKSGSL94 | Long             | EC               | CORP              | US        |         500 | NS      | $1170.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Infosys Ltd                                            | Infosys Ltd                                                                      | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Short            | EC               | CORP              | IN        |      -32241 | NS      | $-574534.62    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                     | CUSIP: 456837103<br>LEI: 549300NYKK9MWM7GGW15 | Short            | EC               | CORP              | NL        |      -20100 | NS      | $-562800.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| InfuSystem Holdings Inc                                | InfuSystem Holdings Inc                                                          | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |         500 | NS      | $4485.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingersoll Rand Inc                                     | Ingersoll Rand Inc                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |       -3063 | NS      | $-242650.86    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ingevity Corp                                          | Ingevity Corp                                                                    | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-76934.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Infinity Natural Resources Inc                         | Infinity Natural Resources Inc                                                   | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4742 | NS      | $69849.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MultiSensor AI Holdings Inc                            | MultiSensor AI Holdings Inc                                                      | CUSIP: 456948108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          47 | NS      | $13.54         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingles Markets Inc                                     | Ingles Markets Inc                                                               | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |         300 | NS      | $20565.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inhibikase Therapeutics Inc                            | Inhibikase Therapeutics Inc                                                      | CUSIP: 45719W205<br>LEI: 549300066CFEWOA17F12 | Short            | EC               | CORP              | US        |        -100 | NS      | $-205.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inhibrx Biosciences Inc                                | Inhibrx Biosciences Inc                                                          | CUSIP: 45720N103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-15800.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Innovex International Inc                              | Innovex International Inc                                                        | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-43740.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Insmed Inc                                             | Insmed Inc                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       16866 | NS      | $2935358.64    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Innospec Inc                                           | Innospec Inc                                                                     | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |         700 | NS      | $53578.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inno Holdings Inc                                      | Inno Holdings Inc                                                                | CUSIP: 4576JP307<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -85 | NS      | $-96.90        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inovio Pharmaceuticals Inc                             | Inovio Pharmaceuticals Inc                                                       | CUSIP: 45773H409<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |        1308 | NS      | $2275.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Insteel Industries Inc                                 | Insteel Industries Inc                                                           | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |         200 | NS      | $6334.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                                          | Insperity Inc                                                                    | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |        4200 | NS      | $162624.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inogen Inc                                             | Inogen Inc                                                                       | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |         400 | NS      | $2688.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Installed Building Products Inc                        | Installed Building Products Inc                                                  | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Short            | EC               | CORP              | US        |       -1362 | NS      | $-353289.18    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva Inc                                           | Innoviva Inc                                                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |         700 | NS      | $13993.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovative Industrial Properties Inc                   | Innovative Industrial Properties Inc                                             | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Short            | EC               |  | US        |       -1100 | NS      | $-52096.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inseego Corp                                           | Inseego Corp                                                                     | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-10270.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Instil Bio Inc                                         | Instil Bio Inc                                                                   | CUSIP: 45783C200<br>LEI: 529900HW1XOEQEVG5T88 | Short            | EC               | CORP              | US        |        -900 | NS      | $-9900.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inotiv Inc                                             | Inotiv Inc                                                                       | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |         600 | NS      | $337.26        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innventure Inc                                         | Innventure Inc                                                                   | CUSIP: 45784M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-3344.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inspirato Inc                                          | Inspirato Inc                                                                    | CUSIP: 45791E206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -29 | NS      | $-120.93       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Integra LifeSciences Holdings Corp                     | Integra LifeSciences Holdings Corp                                               | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |        2800 | NS      | $34776.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                             | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      134700 | NS      | $4970430.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Intellia Therapeutics Inc                              | Intellia Therapeutics Inc                                                        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       25400 | NS      | $228346.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Integra Resources Corp                                 | Integra Resources Corp                                                           | CUSIP: 45826T509<br>LEI: 529900MC191X8CY3P306 | Long             | EC               | CORP              | CA        |        1800 | NS      | $7218.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intapp Inc                                             | Intapp Inc                                                                       | CUSIP: 45827U109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-36656.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Interactive Brokers Group Inc                          | Interactive Brokers Group Inc                                                    | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       59200 | NS      | $3807152.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                          | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        1192 | NS      | $193056.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                          | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |       -2030 | NS      | $-328778.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| InterDigital Inc                                       | InterDigital Inc                                                                 | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $191028.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| International Business Machines Corp                   | International Business Machines Corp                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Short            | EC               | CORP              | US        |      -10540 | NS      | $-3122053.40   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc                 | International Flavors & Fragrances Inc                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |      -25400 | NS      | $-1711706.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| International Paper Co                                 | International Paper Co                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |      -11700 | NS      | $-460863.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| inTEST Corp                                            | inTEST Corp                                                                      | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |        1100 | NS      | $8217.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                 | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       25034 | NS      | $14178256.24   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Machines Inc                                 | Intuitive Machines Inc                                                           | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Long             | EC               | CORP              | US        |        1600 | NS      | $25968.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Mortgage Capital Inc                           | Invesco Mortgage Capital Inc                                                     | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |        1700 | NS      | $14297.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ionis Pharmaceuticals Inc                              | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       35600 | NS      | $2816316.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| IonQ Inc                                               | IonQ Inc                                                                         | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Short            | EC               | CORP              | US        |      -16600 | NS      | $-744842.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Iovance Biotherapeutics Inc                            | Iovance Biotherapeutics Inc                                                      | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               | CORP              | US        |       46300 | NS      | $126399.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iPower Inc                                             | iPower Inc                                                                       | CUSIP: 46265P206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           3 | NS      | $22.44         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iRadimed Corp                                          | iRadimed Corp                                                                    | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |         400 | NS      | $38912.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc                                     | IQVIA Holdings Inc                                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Short            | EC               | CORP              | US        |       -8300 | NS      | $-1870903.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| iQIYI Inc                                              | iQIYI Inc                                                                        | CUSIP: 46267X108<br>LEI: 222100XL8T2Q5B8MS302 | Long             | EC               | CORP              | KY        |       41600 | NS      | $79872.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Iridium Communications Inc                             | Iridium Communications Inc                                                       | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |        2500 | NS      | $43450.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Iron Mountain Inc                                      | Iron Mountain Inc                                                                | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               |  | US        |        -319 | NS      | $-26461.05     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ironwood Pharmaceuticals Inc                           | Ironwood Pharmaceuticals Inc                                                     | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |       35400 | NS      | $119298.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Expanded Tech-Software Sector ETF              | iShares Expanded Tech-Software Sector ETF                                        | CUSIP: 464287515<br>LEI: 54930072GM1ADLZJ5373 | Short            | EC               | RF                | US        |       -2283 | NS      | $-241290.27    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| iShares MSCI EAFE Small-Cap ETF                        | iShares MSCI EAFE Small-Cap ETF                                                  | CUSIP: 464288273<br>LEI: 549300MJV5OZGVS4LX86 | Short            | EC               | RF                | US        |       -7875 | NS      | $-610548.75    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| iShares U.S. Home Construction ETF                     | iShares U.S. Home Construction ETF                                               | CUSIP: 464288752<br>LEI: 549300E4UYBNT92O5488 | Short            | EC               | RF                | US        |       -2632 | NS      | $-253461.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| iShares MSCI Taiwan ETF                                | iShares MSCI Taiwan ETF                                                          | CUSIP: 46434G772<br>LEI: NOTS2OVXOI43240U2196 | Short            | EC               | RF                | US        |       -3654 | NS      | $-232138.62    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Perspective Therapeutics Inc                           | Perspective Therapeutics Inc                                                     | CUSIP: 46489V302<br>LEI: 5493005LRKM6BCABC605 | Long             | EC               | CORP              | US        |       12210 | NS      | $33577.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ispire Technology Inc                                  | Ispire Technology Inc                                                            | CUSIP: 46501C100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-4200.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| STATE OF ISRAEL                                        | Israel Government International Bond                                             | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Short            | DBT              | NUSS              | IL        |    -7205000 | PA      | $-7518893.46   | -0.20%            | 2035-02-19      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| IT Tech Packaging Inc                                  | IT Tech Packaging Inc                                                            | CUSIP: 46527C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3700 | NS      | $809.19        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Itau Unibanco Holding SA                               | Itau Unibanco Holding SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |         100 | NS      | $716.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| I3 Verticals Inc                                       | I3 Verticals Inc                                                                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |        5538 | NS      | $139502.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| I3 Verticals Inc                                       | I3 Verticals Inc                                                                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-42823.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ivanhoe Electric Inc / US                              | Ivanhoe Electric Inc / US                                                        | CUSIP: 46578C108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5900 | NS      | $-94282.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |      102000 | PA      | $91480.13      | 0.00%             | 2049-01-15      | Variable      | 4.78%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $92916.90      | 0.00%             | 2049-08-15      | Variable      | 3.41%                 | No            | 2                  | On Loan: No      |
| J Jill Inc                                             | J Jill Inc                                                                       | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |         100 | NS      | $1372.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2005-A5                                                 | CUSIP: 466247SS3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      545626 | PA      | $466703.73     | 0.01%             | 2035-08-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                    | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       26000 | NS      | $8377720.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                    | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | EC               | CORP              | US        |       -2278 | NS      | $-734017.16    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                    | JP Morgan Mortgage Acquisition Trust 2006-HE2                                    | CUSIP: 46625SAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      433604 | PA      | $427147.90     | 0.01%             | 2036-07-25      | Floating      | 3.88%                 | No            | 2                  | On Loan: No      |
| Jabil Inc                                              | Jabil Inc                                                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        2439 | NS      | $556140.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Jack in the Box Inc                                    | Jack in the Box Inc                                                              | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |         600 | NS      | $11370.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $89288.50      | 0.00%             | 2047-09-15      | Variable      | 4.04%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2014-C26                              | CUSIP: 46643TBG6<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      642000 | PA      | $610118.28     | 0.02%             | 2048-01-15      | Variable      | 4.07%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAE0<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     1093000 | PA      | $188790.61     | 0.01%             | 2048-08-15      | Variable      | 4.54%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LAJ6<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     3126000 | PA      | $2514879.50    | 0.07%             | 2049-03-17      | Variable      | 4.71%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LBF3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      651000 | PA      | $646777.61     | 0.02%             | 2049-03-17      | Variable      | 4.71%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAD7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |     3447551 | PA      | $3496716.55    | 0.09%             | 2054-03-20      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Jackson Financial Inc                                  | Jackson Financial Inc                                                            | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |         100 | NS      | $10665.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| James River Group Holdings Inc                         | James River Group Holdings Inc                                                   | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6500 | NS      | $41340.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jaguar Health Inc                                      | Jaguar Health Inc                                                                | CUSIP: 47010C888<br>LEI: 549300DJ0Q0D9TVY5O19 | Short            | EC               | CORP              | US        |         -19 | NS      | $-17.69        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JAKKS Pacific Inc                                      | JAKKS Pacific Inc                                                                | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |         200 | NS      | $3376.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALT5 Sigma Corp                                        | ALT5 Sigma Corp                                                                  | CUSIP: 47089W104<br>LEI: 549300FLMHTQ5MK4YD23 | Short            | EC               | CORP              | US        |      -11600 | NS      | $-12760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DeFi Development Corp                                  | DeFi Development Corp                                                            | CUSIP: 47100L301<br>LEI: 25490034ZLUY8NYVGU64 | Short            | EC               | CORP              | US        |        -100 | NS      | $-505.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Janux Therapeutics Inc                                 | Janux Therapeutics Inc                                                           | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $11040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus International Group Inc                          | Janus International Group Inc                                                    | CUSIP: 47103N106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2900 | NS      | $-18966.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jasper Therapeutics Inc                                | Jasper Therapeutics Inc                                                          | CUSIP: 471871202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-1830.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JD.com Inc                                             | JD.com Inc                                                                       | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |      -55000 | NS      | $-1578500.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Jefferson Capital Inc                                  | Jefferson Capital Inc                                                            | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17072 | NS      | $381388.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Airways Corp                                   | JetBlue Airways Corp                                                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       80000 | NS      | $364000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JinkoSolar Holding Co Ltd                              | JinkoSolar Holding Co Ltd                                                        | CUSIP: 47759T100<br>LEI: 529900Y93WNCS05FG852 | Long             | EC               | CORP              | KY        |        1100 | NS      | $28391.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JBT Marel Corp                                         | JBT Marel Corp                                                                   | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-165737.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Short            | EC               | CORP              | US        |          -2 | NS      | $-413.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Outdoors Inc                                   | Johnson Outdoors Inc                                                             | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $12735.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Joint Corp/The                                         | Joint Corp/The                                                                   | CUSIP: 47973J102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1800 | NS      | $-15696.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Journey Medical Corp                                   | Journey Medical Corp                                                             | CUSIP: 48115J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-1542.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust             | JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | CUSIP: 48129RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4231000 | PA      | $199373.18     | 0.01%             | 2052-11-13      | Variable      | 1.41%                 | No            | 2                  | On Loan: No      |
| Jumia Technologies AG                                  | Jumia Technologies AG                                                            | CUSIP: 48138M105<br>LEI: 391200JWCL5VCOSXNT56 | Long             | EC               | CORP              | DE        |       11900 | NS      | $148631.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 49 Ltd                                                                   | CUSIP: 481940AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1988836.00    | 0.05%             | 2037-10-20      | Floating      | 10.70%                | No            | 2                  | On Loan: No      |
| Jupiter Neurosciences Inc                              | Jupiter Neurosciences Inc                                                        | CUSIP: 48208B203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-306.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bonk Inc                                               | Bonk Inc                                                                         | CUSIP: 48208F303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -942 | NS      | $-2430.36      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KBR Inc                                                | KBR Inc                                                                          | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |         600 | NS      | $24120.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                               | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |         -60 | NS      | $-72904.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KE Holdings Inc                                        | KE Holdings Inc                                                                  | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Short            | EC               | CORP              | KY        |     -115900 | NS      | $-1826584.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| KKR Real Estate Finance Trust Inc                      | KKR Real Estate Finance Trust Inc                                                | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |        5500 | NS      | $45210.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                           | KKR & Co Inc                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        3616 | NS      | $460967.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                           | KKR & Co Inc                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |      -13100 | NS      | $-1669988.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| KLX Energy Services Holdings Inc                       | KLX Energy Services Holdings Inc                                                 | CUSIP: 48253L205<br>LEI: 5493004D4S7MAO1H3U27 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-3591.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 43 Ltd                                                                   | CUSIP: 48256BAD7<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $1994472.00    | 0.05%             | 2036-01-15      | Floating      | 11.87%                | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 58 Ltd                                                                   | CUSIP: 48257HAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000231.00    | 0.03%             | 2038-10-15      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 58 Ltd                                                                   | CUSIP: 48257JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1503351.00    | 0.04%             | 2038-10-15      | Floating      | 9.28%                 | No            | 2                  | On Loan: No      |
| Kaiser Aluminum Corp                                   | Kaiser Aluminum Corp                                                             | CUSIP: 483007704<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-57430.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kairos Pharma Ltd                                      | Kairos Pharma Ltd                                                                | CUSIP: 48301N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          35 | NS      | $24.85         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KalVista Pharmaceuticals Inc                           | KalVista Pharmaceuticals Inc                                                     | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Short            | EC               | CORP              | US        |        -900 | NS      | $-14535.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Karat Packaging Inc                                    | Karat Packaging Inc                                                              | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |         100 | NS      | $2257.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Karyopharm Therapeutics Inc                            | Karyopharm Therapeutics Inc                                                      | CUSIP: 48576U205<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |        1267 | NS      | $9325.12       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaspi.KZ JSC                                           | Kaspi.KZ JSC                                                                     | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Short            | EC               | CORP              | KZ        |        -600 | NS      | $-46878.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Katapult Holdings Inc                                  | Katapult Holdings Inc                                                            | CUSIP: 485859201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -539 | NS      | $-3481.94      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Karman Holdings Inc                                    | Karman Holdings Inc                                                              | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       33190 | NS      | $2428512.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                                | KB Home                                                                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        2000 | NS      | $112820.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                                | KB Home                                                                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Short            | EC               | CORP              | US        |        -471 | NS      | $-26569.11     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kearny Financial Corp/MD                               | Kearny Financial Corp/MD                                                         | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11300 | NS      | $83733.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kelly Services Inc                                     | Kelly Services Inc                                                               | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |        5800 | NS      | $51040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corp                                            | Kemper Corp                                                                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |        1700 | NS      | $68918.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zevra Therapeutics Inc                                 | Zevra Therapeutics Inc                                                           | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Short            | EC               | CORP              | US        |        -600 | NS      | $-5376.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kenvue Inc                                             | Kenvue Inc                                                                       | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       93301 | NS      | $1609442.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kenvue Inc                                             | Kenvue Inc                                                                       | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Short            | EC               | CORP              | US        |     -488300 | NS      | $-8423175.00   | -0.22%            |  |  |  | No            | 1                  | On Loan: No      |
| Keros Therapeutics Inc                                 | Keros Therapeutics Inc                                                           | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $36648.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Keurig Dr Pepper Inc                                   | Keurig Dr Pepper Inc                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Short            | EC               | CORP              | US        |        -700 | NS      | $-19607.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                | KeyCorp                                                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        2800 | NS      | $57792.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                | KeyCorp                                                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |      -34060 | NS      | $-702998.40    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Kforce Inc                                             | Kforce Inc                                                                       | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |         100 | NS      | $3092.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimberly-Clark Corp                                    | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       37653 | NS      | $3798811.17    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimco Realty Corp                                      | Kimco Realty Corp                                                                | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Short            | EC               |  | US        |       -4900 | NS      | $-99323.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan Inc                                      | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |         700 | NS      | $19243.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kindly MD Inc                                          | Kindly MD Inc                                                                    | CUSIP: 49457M106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -46100 | NS      | $-16185.71     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kingsoft Cloud Holdings Ltd                            | Kingsoft Cloud Holdings Ltd                                                      | CUSIP: 49639K101<br>LEI: 875500HZE0VKCD0Z8K15 | Short            | EC               | CORP              | KY        |      -13800 | NS      | $-142692.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kingstone Cos Inc                                      | Kingstone Cos Inc                                                                | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $6732.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinross Gold Corp                                      | Kinross Gold Corp                                                                | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Short            | EC               | CORP              | CA        |      -12900 | NS      | $-363264.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kinsale Capital Group Inc                              | Kinsale Capital Group Inc                                                        | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       23046 | NS      | $9013751.52    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 60 Ltd                                                                   | CUSIP: 49835NAA5<br>LEI: 254900MVMXSUCJ0ZEV03 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1009232.00    | 0.03%             | 2038-01-15      | Floating      | 10.00%                | No            | 2                  | On Loan: No      |
| Klaviyo Inc                                            | Klaviyo Inc                                                                      | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25800 | NS      | $837726.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc               | Knight-Swift Transportation Holdings Inc                                         | CUSIP: 499049104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-15684.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Knightscope Inc                                        | Knightscope Inc                                                                  | CUSIP: 49907V201<br>LEI: 529900SPJPKVQ3VDAY21 | Short            | EC               | CORP              | US        |       -3588 | NS      | $-13311.48     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Gas Services Inc                                | Kodiak Gas Services Inc                                                          | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       65239 | NS      | $2439938.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Sciences Inc                                    | Kodiak Sciences Inc                                                              | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |        3500 | NS      | $97860.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kohl's Corp                                            | Kohl's Corp                                                                      | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |        2000 | NS      | $40820.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kolibri Global Energy Inc                              | Kolibri Global Energy Inc                                                        | CUSIP: 50043K406<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |        -700 | NS      | $-2751.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke Philips NV                                 | Koninklijke Philips NV                                                           | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Short            | EC               | CORP              | NL        |      -23204 | NS      | $-628364.32    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Kopin Corp                                             | Kopin Corp                                                                       | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Short            | EC               | CORP              | US        |       -5500 | NS      | $-12870.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Koppers Holdings Inc                                   | Koppers Holdings Inc                                                             | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $10832.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                             | Korn Ferry                                                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Short            | EC               | CORP              | US        |        -200 | NS      | $-13204.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kosmos Energy Ltd                                      | Kosmos Energy Ltd                                                                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |       14100 | NS      | $12794.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Koss Corp                                              | Koss Corp                                                                        | CUSIP: 500692108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-414.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                     | Kraft Heinz Co/The                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |         116 | NS      | $2813.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                     | Kraft Heinz Co/The                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |      -22200 | NS      | $-538350.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kratos Defense & Security Solutions Inc                | Kratos Defense & Security Solutions Inc                                          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Short            | EC               | CORP              | US        |      -10800 | NS      | $-819828.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Krispy Kreme Inc                                       | Krispy Kreme Inc                                                                 | CUSIP: 50101L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7500 | NS      | $-30150.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KRONOS ACQUISITION HOLDI                               | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3167000 | PA      | $2082302.50    | 0.06%             | 2031-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQUISITION HOLDI                               | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3976000 | PA      | $1789200.00    | 0.05%             | 2032-06-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Kronos Acquisition Holdings Inc.                       | Kronos Acquisition Holdings Inc 2024 Term Loan                                   | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5673577 | PA      | $3663712.45    | 0.10%             | 2031-07-08      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Krystal Biotech Inc                                    | Krystal Biotech Inc                                                              | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-493080.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kulicke & Soffa Industries Inc                         | Kulicke & Soffa Industries Inc                                                   | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |         100 | NS      | $4556.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KULR Technology Group Inc                              | KULR Technology Group Inc                                                        | CUSIP: 50125G307<br>LEI: 213800YUOETJ427AGG25 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-10064.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kura Sushi USA Inc                                     | Kura Sushi USA Inc                                                               | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $68029.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kura Oncology Inc                                      | Kura Oncology Inc                                                                | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |         400 | NS      | $4156.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kymera Therapeutics Inc                                | Kymera Therapeutics Inc                                                          | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7800 | NS      | $606918.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| La Rosa Holdings Corp                                  | La Rosa Holdings Corp                                                            | CUSIP: 50172T202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -26 | NS      | $-16.48        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LG Display Co Ltd                                      | LG Display Co Ltd                                                                | CUSIP: 50186V102<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |         300 | NS      | $1263.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI Homes Inc                                          | LGI Homes Inc                                                                    | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |         100 | NS      | $4296.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corp                                               | LKQ Corp                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |      -17600 | NS      | $-531520.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kyverna Therapeutics Inc                               | Kyverna Therapeutics Inc                                                         | CUSIP: 501976104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $5640.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Li Auto Inc                                            | Li Auto Inc                                                                      | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Short            | EC               | CORP              | KY        |      -31700 | NS      | $-536681.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                             | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |       -4040 | NS      | $-1442966.80   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| LQR House Inc                                          | LQR House Inc                                                                    | CUSIP: 50215C307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          29 | NS      | $26.10         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LSI Industries Inc                                     | LSI Industries Inc                                                               | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |         100 | NS      | $1832.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LTC Properties Inc                                     | LTC Properties Inc                                                               | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |        1800 | NS      | $61884.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ladder Capital Corp                                    | Ladder Capital Corp                                                              | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |       11000 | NS      | $120890.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Laird Superfood Inc                                    | Laird Superfood Inc                                                              | CUSIP: 50736T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $888.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                      | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        4100 | NS      | $701838.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        2093 | NS      | $87675.77      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-83780.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Landbridge Co LLC                                      | Landbridge Co LLC                                                                | CUSIP: 514952100<br>LEI: 529900P7NBGGY6C0SF08 | Long             | EC               | CORP              | US        |       18550 | NS      | $908764.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lands' End Inc                                         | Lands' End Inc                                                                   | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Short            | EC               | CORP              | US        |        -400 | NS      | $-5808.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lantronix Inc                                          | Lantronix Inc                                                                    | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3800 | NS      | $22268.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LanzaTech Global Inc                                   | LanzaTech Global Inc                                                             | CUSIP: 51655R200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -46 | NS      | $-632.96       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Larimar Therapeutics Inc                               | Larimar Therapeutics Inc                                                         | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |        1333 | NS      | $5078.73       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Laser Photonics Corp                                   | Laser Photonics Corp                                                             | CUSIP: 51807Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -30 | NS      | $-74.10        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Latam Airlines Group SA                                | Latam Airlines Group SA                                                          | CUSIP: 51817R205<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |       13783 | NS      | $744419.83     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The                               | Estee Lauder Cos Inc/The                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |         248 | NS      | $25970.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                              | Lear Corp                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-240660.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Leggett & Platt Inc                                    | Leggett & Platt Inc                                                              | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       10600 | NS      | $116600.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Legalzoom.com Inc                                      | Legalzoom.com Inc                                                                | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-16881.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Legacy Housing Corp                                    | Legacy Housing Corp                                                              | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $9760.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Legend Biotech Corp                                    | Legend Biotech Corp                                                              | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |        6000 | NS      | $130440.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lehman Mortgage Trust                                  | Lehman Mortgage Trust 2005-2                                                     | CUSIP: 52520MBY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      491978 | PA      | $234141.95     | 0.01%             | 2035-12-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Lehman Mortgage Trust                                  | Lehman Mortgage Trust 2007-1                                                     | CUSIP: 52521FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      445022 | PA      | $444587.89     | 0.01%             | 2037-02-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Lehman XS Trust                                        | Lehman XS Trust 2006-17                                                          | CUSIP: 52523KAG9<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-O            | CORP              | US        |      232020 | PA      | $219774.79     | 0.01%             | 2036-11-25      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| Lehman XS Trust                                        | Lehman XS Trust Series 2007-15N                                                  | CUSIP: 52524VAQ2<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |      234300 | PA      | $215836.48     | 0.01%             | 2047-08-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| LeMaitre Vascular Inc                                  | LeMaitre Vascular Inc                                                            | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |         200 | NS      | $16220.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lemonade Inc                                           | Lemonade Inc                                                                     | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |        7527 | NS      | $535771.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingClub Corp                                       | LendingClub Corp                                                                 | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Short            | EC               | CORP              | US        |        -800 | NS      | $-15152.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LendingTree Inc                                        | LendingTree Inc                                                                  | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |         100 | NS      | $5309.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                            | Lennar Corp                                                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        1403 | NS      | $144228.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                            | Lennar Corp                                                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |         -67 | NS      | $-6887.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LENZ Therapeutics Inc                                  | LENZ Therapeutics Inc                                                            | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         228 | NS      | $3648.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Leslie's Inc                                           | Leslie's Inc                                                                     | CUSIP: 527064208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          50 | NS      | $82.50         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Levi Strauss & Co                                      | Levi Strauss & Co                                                                | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |       22600 | NS      | $468724.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lexaria Bioscience Corp                                | Lexaria Bioscience Corp                                                          | CUSIP: 52886N406<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-555.30       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lexeo Therapeutics Inc                                 | Lexeo Therapeutics Inc                                                           | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $3972.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lexicon Pharmaceuticals Inc                            | Lexicon Pharmaceuticals Inc                                                      | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $1265.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LexinFintech Holdings Ltd                              | LexinFintech Holdings Ltd                                                        | CUSIP: 528877103<br>LEI: 549300F9QU71NQ28CS19 | Long             | EC               | CORP              | KY        |       23200 | NS      | $75864.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LXP Industrial Trust                                   | LXP Industrial Trust                                                             | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Short            | EC               |  | US        |      -13077 | NS      | $-648357.66    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Broadband Corp                                 | Liberty Broadband Corp                                                           | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Short            | EC               | CORP              | US        |      -26600 | NS      | $-1292760.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Live Holdings Inc                              | Liberty Live Holdings Inc                                                        | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2909 | NS      | $237083.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Live Holdings Inc                              | Liberty Live Holdings Inc                                                        | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4706 | NS      | $391350.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Energy Inc                                     | Liberty Energy Inc                                                               | CUSIP: 53115L104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -16100 | NS      | $-297206.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                 | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5131 | NS      | $505454.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                 | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229771<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-44690.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Life Time Group Holdings Inc                           | Life Time Group Holdings Inc                                                     | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16400 | NS      | $435912.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifeway Foods Inc                                      | Lifeway Foods Inc                                                                | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $2423.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LifeMD Inc                                             | LifeMD Inc                                                                       | CUSIP: 53216B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -299 | NS      | $-1019.59      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Life Financial Services Trust                          | Life 2021-BMR Mortgage Trust                                                     | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      805000 | PA      | $776607.65     | 0.02%             | 2038-03-15      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Life360 Inc                                            | Life360 Inc                                                                      | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-186006.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lifetime Brands Inc                                    | Lifetime Brands Inc                                                              | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Short            | EC               | CORP              | US        |        -500 | NS      | $-1975.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lightbridge Corp                                       | Lightbridge Corp                                                                 | CUSIP: 53224K302<br>LEI: 5493005PY54DR0JRCW56 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-21488.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LightPath Technologies Inc                             | LightPath Technologies Inc                                                       | CUSIP: 532257805<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $2160.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lightwave Logic Inc                                    | Lightwave Logic Inc                                                              | CUSIP: 532275104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1900 | NS      | $-6156.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lightspeed Commerce Inc                                | Lightspeed Commerce Inc                                                          | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Short            | EC               | CORP              | CA        |        -300 | NS      | $-3624.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                         | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Short            | EC               | CORP              | US        |        -600 | NS      | $-644808.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Limoneira Co                                           | Limoneira Co                                                                     | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |         400 | NS      | $5050.01       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Educational Services Corp                      | Lincoln Educational Services Corp                                                | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |         600 | NS      | $14490.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp                                  | Lincoln National Corp                                                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-120231.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lindblad Expeditions Holdings Inc                      | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |        2100 | NS      | $30282.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lineage Cell Therapeutics Inc                          | Lineage Cell Therapeutics Inc                                                    | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Short            | EC               | CORP              | US        |        -100 | NS      | $-167.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lineage Inc                                            | Lineage Inc                                                                      | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |       18966 | NS      | $663810.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Link Motion Inc                                        | Link Motion Inc                                                                  | CUSIP: 53577L105<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -11000 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Lionsgate Studios Corp                                 | Lionsgate Studios Corp                                                           | CUSIP: 53626N102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -8509 | NS      | $-77687.17     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Liquidia Corp                                          | Liquidia Corp                                                                    | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2900 | NS      | $100021.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithium Americas Corp                                  | Lithium Americas Corp                                                            | CUSIP: 53681J103<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | EC               | CORP              | CA        |        5115 | NS      | $22301.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |      -11766 | NS      | $-1676655.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Bancshares Inc                                | Live Oak Bancshares Inc                                                          | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $51525.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group PLC                               | Lloyds Banking Group PLC                                                         | CUSIP: 539439109<br>LEI: 549300PPXHEU2JF0AM85 | Short            | EC               | CORP              | GB        |      -35800 | NS      | $-189740.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| loanDepot Inc                                          | loanDepot Inc                                                                    | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Long             | EC               | CORP              | US        |        2700 | NS      | $5589.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp                                   | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       26880 | NS      | $13001049.60   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| LONG RIDGE ENERGY LLC                                  | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      895000 | PA      | $952674.68     | 0.03%             | 2032-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos Inc                                         | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        2014 | NS      | $485696.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LSTAR Commercial Mortgage Trust                        | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      967000 | PA      | $916748.88     | 0.02%             | 2050-03-10      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| LSTAR Commercial Mortgage Trust                        | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1125000 | PA      | $962730.00     | 0.03%             | 2050-03-10      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| Lucid Diagnostics Inc                                  | Lucid Diagnostics Inc                                                            | CUSIP: 54948X109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4100 | NS      | $-4469.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lucid Group Inc                                        | Lucid Group Inc                                                                  | CUSIP: 549498103<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |           0 | NS      | $-1.99         | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Lucid Group Inc                                        | Lucid Group Inc                                                                  | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Short            | EC               | CORP              | US        |      -28943 | NS      | $-305927.51    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Lufax Holding Ltd                                      | Lufax Holding Ltd                                                                | CUSIP: 54975P201<br>LEI: 254900TYH7RTK8E9NH16 | Long             | EC               | CORP              | KY        |         100 | NS      | $256.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc                                | Lululemon Athletica Inc                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Short            | EC               | CORP              | US        |        -100 | NS      | $-20781.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lumen Technologies Inc                                 | Lumen Technologies Inc                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Short            | EC               | CORP              | US        |        -900 | NS      | $-6993.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lumexa Imaging Holdings Inc                            | Lumexa Imaging Holdings Inc                                                      | CUSIP: 550249106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       98877 | NS      | $1829224.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                                  | Lumentum Holdings Inc                                                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        1100 | NS      | $405449.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                                  | Lumentum Holdings Inc                                                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |        -191 | NS      | $-70400.69     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LUXFER HOLDINGS PLC ADR                                | LUXFER HOLDINGS PLC ADR                                                          | CUSIP: 550678106<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |        2100 | NS      | $28413.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyell Immunopharma Inc                                 | Lyell Immunopharma Inc                                                           | CUSIP: 55083R203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         145 | NS      | $4463.10       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyft Inc                                               | Lyft Inc                                                                         | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |       17976 | NS      | $348195.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyra Therapeutics Inc                                  | Lyra Therapeutics Inc                                                            | CUSIP: 55234L204<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -70 | NS      | $-215.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| M&T Bank Corp                                          | M&T Bank Corp                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Short            | EC               | CORP              | US        |       -1896 | NS      | $-382006.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MBIA Inc                                               | MBIA Inc                                                                         | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |         100 | NS      | $716.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MAIA Biotechnology Inc                                 | MAIA Biotechnology Inc                                                           | CUSIP: 552641102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-612.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MF GLOBAL HLDGS LTD                                    | MF Global Holdings Ltd                                                           | CUSIP: 55277JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      436000 | PA      | $95920.00      | 0.00%             | 2016-08-08      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Lite Strategy Inc                                      | Lite Strategy Inc                                                                | CUSIP: 55279B301<br>LEI: 529900A43X33ON524197 | Long             | EC               | CORP              | US        |        2600 | NS      | $3432.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      847000 | PA      | $843298.61     | 0.02%             | 2037-02-19      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1213000 | PA      | $1213450.02    | 0.03%             | 2037-06-19      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000331.00    | 0.03%             | 2037-06-19      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| Merit                                                  | MHP 2022-MHIL                                                                    | CUSIP: 55293DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80000 | PA      | $79844.88      | 0.00%             | 2039-01-15      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| Merit                                                  | MHP 2022-MHIL                                                                    | CUSIP: 55293DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      626400 | PA      | $625493.60     | 0.02%             | 2027-01-15      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| MGP Ingredients Inc                                    | MGP Ingredients Inc                                                              | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |        2100 | NS      | $51030.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW MILLENNIUM HOLDCO INC                              | New Millennium HoldCo Inc 2020 Term Loan                                         | CUSIP: 55304HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      840494 | PA      | $844696.51     | 0.02%             | 2026-05-14      | Floating      | 9.22%                 | No            | 3                  | On Loan: No      |
| M/I Homes Inc                                          | M/I Homes Inc                                                                    | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |         300 | NS      | $38385.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MKS Inc                                                | MKS Inc                                                                          | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-255680.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MFT Trust                                              | MFT Trust 2020-ABC                                                               | CUSIP: 55317BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20401000 | PA      | $110226.60     | 0.00%             | 2042-02-10      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| MNTN Inc                                               | MNTN Inc                                                                         | CUSIP: 55318A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $5970.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                               | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     1228553 | PA      | $1299194.81    | 0.03%             | 2030-12-31      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                               | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     1810194 | PA      | $1588445.25    | 0.04%             | 2030-12-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MPH Acquisition Holdings LLC                           | MPH Acquisition Holdings LLC 2025 Second Out Term Loan                           | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     3964516 | PA      | $3718398.72    | 0.10%             | 2030-12-31      | Floating      | 8.70%                 | No            | 2                  | On Loan: No      |
| MP Materials Corp                                      | MP Materials Corp                                                                | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |        4200 | NS      | $212184.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MSCI Inc                                               | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        2400 | NS      | $1376952.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MSCI Inc                                               | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Short            | EC               | CORP              | US        |        -383 | NS      | $-219738.59    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MSC Income Fund Inc                                    | MSC Income Fund Inc                                                              | CUSIP: 55374X208<br>LEI: 254900XHQK9DKZDIPC91 | Long             | EC               | CORP              | US        |        1900 | NS      | $24966.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MVB Financial Corp                                     | MVB Financial Corp                                                               | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |         100 | NS      | $2583.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                | MACOM Technology Solutions Holdings Inc                                          | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-68512.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Macerich Co/The                                        | Macerich Co/The                                                                  | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Short            | EC               |  | US        |      -12400 | NS      | $-228904.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MacroGenics Inc                                        | MacroGenics Inc                                                                  | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |       13900 | NS      | $22379.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Steven Madden Ltd                                      | Steven Madden Ltd                                                                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Short            | EC               | CORP              | US        |       -6400 | NS      | $-266496.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sphere Entertainment Co                                | Sphere Entertainment Co                                                          | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |        2500 | NS      | $237700.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Madrigal Pharmaceuticals Inc                           | Madrigal Pharmaceuticals Inc                                                     | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Short            | EC               | CORP              | US        |       -7300 | NS      | $-4251082.00   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| MICHAELS COS INC/THE                                   | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     1922000 | PA      | $1774190.30    | 0.05%             | 2029-05-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Magnachip Semiconductor Corp                           | Magnachip Semiconductor Corp                                                     | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |        4200 | NS      | $10710.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnera Corp                                           | Magnera Corp                                                                     | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |         221 | NS      | $3345.94       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnite Inc                                            | Magnite Inc                                                                      | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Short            | EC               | CORP              | US        |        -200 | NS      | $-3246.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Maison Solutions Inc                                   | Maison Solutions Inc                                                             | CUSIP: 560667107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          46 | NS      | $14.61         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mangoceuticals Inc                                     | Mangoceuticals Inc                                                               | CUSIP: 56270V205<br>LEI: 984500BKBD93A8A67E98 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-814.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Manitowoc Co Inc/The                                   | Manitowoc Co Inc/The                                                             | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |        3500 | NS      | $41965.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MannKind Corp                                          | MannKind Corp                                                                    | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |        1800 | NS      | $10206.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc                                      | ManpowerGroup Inc                                                                | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |        2800 | NS      | $83244.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Maplebear Inc                                          | Maplebear Inc                                                                    | CUSIP: 565394103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2594 | NS      | $-116678.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MapLight Therapeutics Inc                              | MapLight Therapeutics Inc                                                        | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15314 | NS      | $268990.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MARA Holdings Inc                                      | MARA Holdings Inc                                                                | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |        -311 | NS      | $-2792.78      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                                | Marathon Petroleum Corp                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        6000 | NS      | $975780.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Maravai LifeSciences Holdings Inc                      | Maravai LifeSciences Holdings Inc                                                | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13800 | NS      | $44850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus & Millichap Inc                                 | Marcus & Millichap Inc                                                           | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |         200 | NS      | $5458.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Markel Group Inc                                       | Markel Group Inc                                                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Short            | EC               | CORP              | US        |        -200 | NS      | $-429930.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MarketAxess Holdings Inc                               | MarketAxess Holdings Inc                                                         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       96328 | NS      | $17459450.00   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Marqeta Inc                                            | Marqeta Inc                                                                      | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |      416755 | NS      | $1979586.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos Inc                               | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        3100 | NS      | $575112.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International Inc/MD                          | Marriott International Inc/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               | CORP              | US        |      -12280 | NS      | $-3809747.20   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Marten Transport Ltd                                   | Marten Transport Ltd                                                             | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5299 | NS      | $60302.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Martin Marietta Materials Inc                          | Martin Marietta Materials Inc                                                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Short            | EC               | CORP              | US        |        -123 | NS      | $-76587.18     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MRT MID PART/MRT MID FIN                               | Martin Midstream Partners LP / Martin Midstream Finance Corp                     | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8785000 | PA      | $9070512.50    | 0.24%             | 2028-02-15      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Marvell Technology Inc                                 | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1185 | NS      | $100701.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology Inc                                 | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-67984.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp                                             | Masco Corp                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Short            | EC               | CORP              | US        |       -5071 | NS      | $-321805.66    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Masimo Corp                                            | Masimo Corp                                                                      | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Short            | EC               | CORP              | US        |       -8199 | NS      | $-1066361.94   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Greenwave Technology Solutions Inc                     | Greenwave Technology Solutions Inc                                               | CUSIP: 57630J502<br>LEI: 549300WFLNROJHOWDW11 | Short            | EC               | CORP              | US        |         -29 | NS      | $-151.96       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                         | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       19580 | NS      | $11177830.40   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Matador Resources Co                                   | Matador Resources Co                                                             | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Short            | EC               | CORP              | US        |       -1438 | NS      | $-61028.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Match Group Inc                                        | Match Group Inc                                                                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |      -58000 | NS      | $-1872820.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Materialise NV                                         | Materialise NV                                                                   | CUSIP: 57667T100<br>LEI: 5493004CXYDPCZ5RQK28 | Long             | EC               | CORP              | BE        |         300 | NS      | $1665.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Materion Corp                                          | Materion Corp                                                                    | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Short            | EC               | CORP              | US        |        -100 | NS      | $-12432.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Matrix Service Co                                      | Matrix Service Co                                                                | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |         100 | NS      | $1170.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                 | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1866000 | PA      | $1851277.90    | 0.05%             | 2030-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                 | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     2026000 | PA      | $1944960.00    | 0.05%             | 2030-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                  | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     6820000 | PA      | $6891473.60    | 0.18%             | 2029-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MaxLinear Inc                                          | MaxLinear Inc                                                                    | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       10500 | NS      | $183015.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MaxCyte Inc                                            | MaxCyte Inc                                                                      | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |        1500 | NS      | $2325.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mawson Infrastructure Group Inc                        | Mawson Infrastructure Group Inc                                                  | CUSIP: 57778N406<br>LEI: 549300O0BJLT7G4BZ277 | Short            | EC               | CORP              | US        |          -3 | NS      | $-12.63        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Maze Therapeutics Inc                                  | Maze Therapeutics Inc                                                            | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4742 | NS      | $196461.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                                        | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               | CORP              | US        |       -1991 | NS      | $-608509.33    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| McEwen Inc                                             | McEwen Inc                                                                       | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Long             | EC               | CORP              | US        |        2800 | NS      | $51828.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McGraw Hill Inc                                        | McGraw Hill Inc                                                                  | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41962 | NS      | $692373.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                          | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-984348.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Soluna Holdings Inc                                    | Soluna Holdings Inc                                                              | CUSIP: 583543301<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4500 | NS      | $-5265.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Medallion Financial Corp                               | Medallion Financial Corp                                                         | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |        1300 | NS      | $13377.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medical Properties Trust Inc                           | Medical Properties Trust Inc                                                     | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |       36800 | NS      | $184000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MediciNova Inc                                         | MediciNova Inc                                                                   | CUSIP: 58468P206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $131.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medifast Inc                                           | Medifast Inc                                                                     | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |        1100 | NS      | $11748.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pediatrix Medical Group Inc                            | Pediatrix Medical Group Inc                                                      | CUSIP: 58502B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-21390.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Medpace Holdings Inc                                   | Medpace Holdings Inc                                                             | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |         700 | NS      | $393155.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercantile Bank Corp                                   | Mercantile Bank Corp                                                             | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |         300 | NS      | $14430.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Merchants Bancorp/IN                                   | Merchants Bancorp/IN                                                             | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Short            | EC               | CORP              | US        |         -50 | NS      | $-1703.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                         | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       21642 | NS      | $2278036.92    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury General Corp                                   | Mercury General Corp                                                             | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |        2000 | NS      | $188120.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mereo Biopharma Group PLC                              | Mereo Biopharma Group PLC                                                        | CUSIP: 589492107<br>LEI: 213800U8JQHIJOS5AS09 | Long             | EC               | CORP              | GB        |        4600 | NS      | $1916.82       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                                    | Meritage Homes Corp                                                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        1600 | NS      | $105280.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MLCC Mortgage Investors Inc                            | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3                        | CUSIP: 59020UM51<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      250738 | PA      | $137003.13     | 0.00%             | 2035-11-25      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                 | Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5                       | CUSIP: 59020UYW9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      623104 | PA      | $552873.00     | 0.01%             | 2035-06-25      | Variable      | 4.77%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                 | Merrill Lynch Mortgage Investors Trust Series 2006-RM5                           | CUSIP: 59023FAB1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |     1455841 | PA      | $209229.10     | 0.01%             | 2037-10-25      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                 | Merrill Lynch Mortgage Investors Trust Series 2006-RM5                           | CUSIP: 59023FAC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |     2120682 | PA      | $296568.85     | 0.01%             | 2037-10-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust       | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-H1                  | CUSIP: 59025TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      708486 | PA      | $618784.39     | 0.02%             | 2037-10-25      | Floating      | 7.35%                 | No            | 2                  | On Loan: No      |
| Mesoblast Ltd                                          | Mesoblast Ltd                                                                    | CUSIP: 590717401<br>LEI: 529900J5ALF3JG921927 | Short            | EC               | CORP              | AU        |        -400 | NS      | $-7216.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pathward Financial Inc                                 | Pathward Financial Inc                                                           | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |         500 | NS      | $35500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathward Financial Inc                                 | Pathward Financial Inc                                                           | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Short            | EC               | CORP              | US        |      -37818 | NS      | $-2685078.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Metagenomi Inc                                         | Metagenomi Inc                                                                   | CUSIP: 59102M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2600 | NS      | $4212.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Metalla Royalty & Streaming Ltd                        | Metalla Royalty & Streaming Ltd                                                  | CUSIP: 59124U605<br>LEI: 549300RPR0O774QEKV20 | Long             | EC               | CORP              | CA        |        4800 | NS      | $37344.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Methanex Corp                                          | Methanex Corp                                                                    | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Short            | EC               | CORP              | CA        |       -1300 | NS      | $-51636.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Methode Electronics Inc                                | Methode Electronics Inc                                                          | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |        4900 | NS      | $32536.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Metrocity Bankshares Inc                               | Metrocity Bankshares Inc                                                         | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |         100 | NS      | $2654.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| METROPOLIS TECHNOLOGIES INC                            | Metropolis Technologies, Inc. 2025 Term Loan B                                   | CUSIP: 59173YAC6<br>LEI: 2549007G4NS5EM5X7O93 | Long             | LON              | CORP              | US        |      721763 | PA      | $714545.42     | 0.02%             | 2032-11-03      | Floating      | 8.98%                 | No            | 2                  | On Loan: No      |
| Metropolitan Bank Holding Corp                         | Metropolitan Bank Holding Corp                                                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $22908.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International Inc                       | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-3067218.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| MHP LUX SA                                             | MHP Lux SA                                                                       | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      689000 | PA      | $583693.24     | 0.02%             | 2029-09-19      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Miami International Holdings Inc                       | Miami International Holdings Inc                                                 | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |      133777 | NS      | $5937023.26    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                         | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        8669 | NS      | $4192501.78    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| MicroVision Inc                                        | MicroVision Inc                                                                  | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Short            | EC               | CORP              | US        |       -8400 | NS      | $-6956.04      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Strategy Inc                                           | Strategy Inc                                                                     | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |      -14938 | NS      | $-2269829.10   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| STRATEGY INC                                           | Strategy Inc                                                                     | CUSIP: 594972AQ4<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      300000 | PA      | $349200.00     | 0.01%             | 2028-09-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| STRATEGY INC                                           | Strategy Inc                                                                     | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $818600.00     | 0.02%             | 2029-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STRATEGY INC                                           | Strategy Inc                                                                     | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      800000 | PA      | $690000.00     | 0.02%             | 2030-03-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Inc                               | Microchip Technology Inc                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |         300 | NS      | $19116.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                               | Microchip Technology Inc                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |        -559 | NS      | $-35619.48     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Microbot Medical Inc                                   | Microbot Medical Inc                                                             | CUSIP: 59503A204<br>LEI: 549300AEUNO16KTJXD72 | Short            | EC               | CORP              | US        |        -100 | NS      | $-200.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                  | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       47900 | NS      | $13671139.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                  | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               | CORP              | US        |       -4724 | NS      | $-1348276.84   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Microvast Holdings Inc                                 | Microvast Holdings Inc                                                           | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |        2400 | NS      | $6720.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Middleby Corp/The                                      | Middleby Corp/The                                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-386542.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Midland States Bancorp Inc                             | Midland States Bancorp Inc                                                       | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |        1100 | NS      | $23287.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MidOcean Credit CLO                                    | Midocean Credit Clo XXI                                                          | CUSIP: 59790AAA5<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $990399.00     | 0.03%             | 2038-10-20      | Floating      | 8.86%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO XI Ltd                                                       | CUSIP: 59801CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $986100.00     | 0.03%             | 2036-01-18      | Floating      | 9.88%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                    | Midocean Credit CLO XV Ltd                                                       | CUSIP: 59801FAJ2<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $2008746.00    | 0.05%             | 2037-07-21      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO XIII Ltd                                                     | CUSIP: 59803DAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $999096.00     | 0.03%             | 2037-01-21      | Floating      | 8.96%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO XIX                                                          | CUSIP: 59803HAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1988676.00    | 0.05%             | 2036-07-20      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO XIX                                                          | CUSIP: 59803JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $984751.00     | 0.03%             | 2036-07-20      | Floating      | 10.13%                | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO XVIII LLC                                                    | CUSIP: 59803MAA4<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $985790.00     | 0.03%             | 2035-10-18      | Floating      | 9.72%                 | No            | 2                  | On Loan: No      |
| MidWestOne Financial Group Inc                         | MidWestOne Financial Group Inc                                                   | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $11550.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gainwell Acquisition Corp                              | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98021 | PA      | $96134.53      | 0.00%             | 2027-10-01      | Floating      | 7.77%                 | No            | 2                  | On Loan: No      |
| Milestone Pharmaceuticals Inc                          | Milestone Pharmaceuticals Inc                                                    | CUSIP: 59935V107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       10300 | NS      | $20806.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sui Group Holdings Ltd                                 | Sui Group Holdings Ltd                                                           | CUSIP: 59982U200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17300 | NS      | $28891.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MillerKnoll Inc                                        | MillerKnoll Inc                                                                  | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |         100 | NS      | $1828.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Miller Industries Inc/TN                               | Miller Industries Inc/TN                                                         | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |         300 | NS      | $11211.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Millrose Properties Inc                                | Millrose Properties Inc                                                          | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |       10988 | NS      | $328211.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MiMedx Group Inc                                       | MiMedx Group Inc                                                                 | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $677.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mind Medicine MindMed Inc                              | Mind Medicine MindMed Inc                                                        | CUSIP: 60255C885<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | CA        |       21337 | NS      | $285702.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mind Medicine MindMed Inc                              | Mind Medicine MindMed Inc                                                        | CUSIP: 60255C885<br>LEI: 549300QY8KN1O6RPFJ13 | Short            | EC               | CORP              | CA        |          -6 | NS      | $-80.34        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MIND Technology Inc                                    | MIND Technology Inc                                                              | CUSIP: 602566309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-4395.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mineralys Therapeutics Inc                             | Mineralys Therapeutics Inc                                                       | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5300 | NS      | $192337.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirion Technologies Inc                                | Mirion Technologies Inc                                                          | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Short            | EC               | CORP              | US        |      -26400 | NS      | $-618288.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Mirum Pharmaceuticals Inc                              | Mirum Pharmaceuticals Inc                                                        | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |        2800 | NS      | $221172.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mistras Group Inc                                      | Mistras Group Inc                                                                | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |         400 | NS      | $5060.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822104<br>LEI: 353800V2V8PUY9TK3E06 | Short            | EC               | CORP              | JP        |      -65000 | NS      | $-1030900.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Financial Group Inc                             | Mizuho Financial Group Inc                                                       | CUSIP: 60687Y109<br>LEI: 353800CI5L6DDAN5XZ33 | Short            | EC               | CORP              | JP        |       -5300 | NS      | $-38796.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mobileye Global Inc                                    | Mobileye Global Inc                                                              | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       47500 | NS      | $495900.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mobileye Global Inc                                    | Mobileye Global Inc                                                              | CUSIP: 60741F104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5055 | NS      | $-52774.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mobix Labs Inc                                         | Mobix Labs Inc                                                                   | CUSIP: 60743G100<br>LEI: 5493000EQUHM8VQXKW03 | Short            | EC               | CORP              | US        |       -7800 | NS      | $-2084.93      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                                            | Moderna Inc                                                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       85900 | NS      | $2533191.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Modine Manufacturing Co                                | Modine Manufacturing Co                                                          | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Short            | EC               | CORP              | US        |      -15900 | NS      | $-2122809.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Modiv Industrial Inc                                   | Modiv Industrial Inc                                                             | CUSIP: 60784B101<br>LEI: N/A                  | Long             | EC               |  | US        |         100 | NS      | $1439.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mogo Inc                                               | Mogo Inc                                                                         | CUSIP: 60800C208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |           3 | NS      | $3.21          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mohawk Industries Inc                                  | Mohawk Industries Inc                                                            | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        1500 | NS      | $163950.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                                  | Molina Healthcare Inc                                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        8300 | NS      | $1440382.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Molson Coors Beverage Co                               | Molson Coors Beverage Co                                                         | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        4399 | NS      | $205345.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Momentus Inc                                           | Momentus Inc                                                                     | CUSIP: 60879E408<br>LEI: 5299005U2981F57VGS41 | Short            | EC               | CORP              | US        |        -400 | NS      | $-1948.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                             | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               | CORP              | US        |      -64101 | NS      | $-3450556.83   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| MongoDB Inc                                            | MongoDB Inc                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        1223 | NS      | $513280.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Monolithic Power Systems Inc                           | Monolithic Power Systems Inc                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |       -5649 | NS      | $-5120027.64   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Monro Inc                                              | Monro Inc                                                                        | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $6012.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AirJoule Technologies Corp                             | AirJoule Technologies Corp                                                       | CUSIP: 612160101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-394.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Monte Rosa Therapeutics Inc                            | Monte Rosa Therapeutics Inc                                                      | CUSIP: 61225M102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1568.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Montrose Environmental Group Inc                       | Montrose Environmental Group Inc                                                 | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-94354.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                                           | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |        -266 | NS      | $-135886.10    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MoonLake Immunotherapeutics                            | MoonLake Immunotherapeutics                                                      | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1100 | NS      | $14498.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | CUSIP: 61691GAC4<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      991000 | PA      | $822108.83     | 0.02%             | 2049-12-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |        -916 | NS      | $-162617.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley IXIS Real Estate Capital Trust          | Morgan Stanley IXIS Real Estate Capital Trust 2006-2                             | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      761199 | PA      | $249738.08     | 0.01%             | 2036-11-25      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                     | Morgan Stanley Mortgage Loan Trust 2004-7AR                                      | CUSIP: 61748HCP4<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |      239805 | PA      | $187569.52     | 0.00%             | 2034-09-25      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                     | Morgan Stanley Mortgage Loan Trust 2004-9                                        | CUSIP: 61748HGH8<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |      255010 | PA      | $223995.77     | 0.01%             | 2034-11-25      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                     | Morgan Stanley Mortgage Loan Trust 2005-1                                        | CUSIP: 61748HJM4<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |      410118 | PA      | $182044.78     | 0.00%             | 2035-03-25      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                     | Morgan Stanley Mortgage Loan Trust 2006-17XS                                     | CUSIP: 61751DAE4<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |      822006 | PA      | $207402.74     | 0.01%             | 2046-10-25      | Variable      | 6.15%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RAJ5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     1441000 | PA      | $1217907.26    | 0.03%             | 2049-11-15      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FAL5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     3200500 | PA      | $2971782.67    | 0.08%             | 2049-08-15      | Variable      | 2.59%                 | No            | 2                  | On Loan: No      |
| Morningstar Inc                                        | Morningstar Inc                                                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |        3100 | NS      | $673661.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                      | CUSIP: 61779RAA9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $72429.00      | 0.00%             | 2058-11-15      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                                          | Mosaic Co/The                                                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-26499.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Motorcar Parts of America Inc                          | Motorcar Parts of America Inc                                                    | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |         800 | NS      | $9872.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions Inc                                 | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        5400 | NS      | $2069928.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Industries Inc                                 | Mueller Industries Inc                                                           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Short            | EC               | CORP              | US        |        -300 | NS      | $-34440.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Claritev Corp                                          | Claritev Corp                                                                    | CUSIP: 62548M209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -605 | NS      | $-25863.75     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Murphy Oil Corp                                        | Murphy Oil Corp                                                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Short            | EC               | CORP              | US        |       -7711 | NS      | $-240968.75    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Myriad Genetics Inc                                    | Myriad Genetics Inc                                                              | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |        5600 | NS      | $34440.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Myomo Inc                                              | Myomo Inc                                                                        | CUSIP: 62857J201<br>LEI: 549300G63SSKC2EGLN41 | Short            | EC               | CORP              | US        |        -900 | NS      | $-819.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N-able Inc/US                                          | N-able Inc/US                                                                    | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1600 | NS      | $11968.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Voyix Corp                                         | NCR Voyix Corp                                                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       61471 | NS      | $627004.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Voyix Corp                                         | NCR Voyix Corp                                                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |        -900 | NS      | $-9180.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NIO Inc                                                | NIO Inc                                                                          | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | KY        |       54500 | NS      | $277950.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                         | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | EC               | CORP              | US        |       -4700 | NS      | $-748428.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| NRX Therapeutics Inc                                   | NRX Therapeutics Inc                                                             | CUSIP: 629444209<br>LEI: 5493003FN4CLS0670T77 | Short            | EC               | CORP              | US        |        -711 | NS      | $-1926.81      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NACCO Industries Inc                                   | NACCO Industries Inc                                                             | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $4904.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ESC NII HLDGS INC BE                                   | ESC NII HLDGS INC BE                                                             | CUSIP: 629ESC013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       50677 | NS      | $13176.02      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| NCR Atleos Corp                                        | NCR Atleos Corp                                                                  | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |         100 | NS      | $3811.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nano Dimension Ltd                                     | Nano Dimension Ltd                                                               | CUSIP: 63008G203<br>LEI: 529900VO8AZA0A4ZUM77 | Long             | EC               | CORP              | IL        |        3300 | NS      | $5082.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Inc                                             | Nasdaq Inc                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       47415 | NS      | $4605418.95    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Natera Inc                                             | Natera Inc                                                                       | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |        1700 | NS      | $389453.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National Beverage Corp                                 | National Beverage Corp                                                           | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |        2600 | NS      | $82914.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National CineMedia Inc                                 | National CineMedia Inc                                                           | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Short            | EC               | CORP              | US        |      -10960 | NS      | $-42634.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| National HealthCare Corp                               | National HealthCare Corp                                                         | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |         100 | NS      | $13709.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Fuel Gas Co                                   | National Fuel Gas Co                                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Short            | EC               | CORP              | US        |        -200 | NS      | $-16012.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                               | National Mentor Holdings Inc                                                     | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |      342000 | PA      | $343812.00     | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| National Research Corp                                 | National Research Corp                                                           | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |         100 | NS      | $1877.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Vision Holdings Inc                           | National Vision Holdings Inc                                                     | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Short            | EC               | CORP              | US        |       -9500 | NS      | $-245290.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Natural Gas Services Group Inc                         | Natural Gas Services Group Inc                                                   | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $13460.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                 | Natural Grocers by Vitamin Cottage Inc                                           | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |         900 | NS      | $22545.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NATURE COAST RE LTD                                    | Nature Coast Re Ltd                                                              | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $259375.00     | 0.01%             | 2029-04-10      | Floating      | 13.37%                | No            | 2                  | On Loan: No      |
| Nature's Sunshine Products Inc                         | Nature's Sunshine Products Inc                                                   | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $12948.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Navan Inc                                              | Navan Inc                                                                        | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-29036.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Navient Corp                                           | Navient Corp                                                                     | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |         900 | NS      | $11700.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Navitas Semiconductor Corp                             | Navitas Semiconductor Corp                                                       | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Short            | EC               | CORP              | US        |       -4700 | NS      | $-33558.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NB Bancorp Inc                                         | NB Bancorp Inc                                                                   | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $9910.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nektar Therapeutics                                    | Nektar Therapeutics                                                              | CUSIP: 640268306<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |        4060 | NS      | $171656.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                            | Neogen Corp                                                                      | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |      -22800 | NS      | $-159372.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neonode Inc                                            | Neonode Inc                                                                      | CUSIP: 64051M709<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $2958.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NeoVolta Inc                                           | NeoVolta Inc                                                                     | CUSIP: 640655106<br>LEI: 549300KZ9T40JVOBUV74 | Short            | EC               | CORP              | US        |        -900 | NS      | $-2736.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nerdy Inc                                              | Nerdy Inc                                                                        | CUSIP: 64081V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18400 | NS      | $-19136.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NerdWallet Inc                                         | NerdWallet Inc                                                                   | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Short            | EC               | CORP              | US        |        -900 | NS      | $-12195.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neumora Therapeutics Inc                               | Neumora Therapeutics Inc                                                         | CUSIP: 640979100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18800 | NS      | $33652.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Net Power Inc                                          | Net Power Inc                                                                    | CUSIP: 64107A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $3420.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                             | NetApp Inc                                                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |        -567 | NS      | $-60720.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NETGEAR Inc                                            | NETGEAR Inc                                                                      | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Short            | EC               | CORP              | US        |        -400 | NS      | $-9812.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Netskope Inc                                           | Netskope Inc                                                                     | CUSIP: 64119N608<br>LEI: 254900CS525VJG6KO570 | Long             | EC               | CORP              | US        |       77721 | NS      | $1363226.34    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Netskope Inc                                           | Netskope Inc                                                                     | CUSIP: 64119N608<br>LEI: 254900CS525VJG6KO570 | Short            | EC               | CORP              | US        |        -700 | NS      | $-12278.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NETSTREIT Corp                                         | NETSTREIT Corp                                                                   | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |       18300 | NS      | $322812.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                             | Neurocrine Biosciences Inc                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        8500 | NS      | $1205555.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NeuroPace Inc                                          | NeuroPace Inc                                                                    | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $3088.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuronetics Inc                                        | Neuronetics Inc                                                                  | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Long             | EC               | CORP              | US        |        1800 | NS      | $2484.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman CLO Ltd                               | Neuberger Berman Loan Advisers CLO 30 Ltd                                        | CUSIP: 64132FAN3<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $993074.00     | 0.03%             | 2039-01-20      | Floating      | 9.03%                 | No            | 2                  | On Loan: No      |
| NeuBase Therapeutics Inc                               | NeuBase Therapeutics Inc                                                         | CUSIP: 64132K201<br>LEI: 529900RHAZB85RGSJZ73 | Short            | EC               | CORP              | US        |         -49 | NS      | $-17.99        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Neuraxis Inc                                           | Neuraxis Inc                                                                     | CUSIP: 64134X201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-2724.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neurogene Inc                                          | Neurogene Inc                                                                    | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Short            | EC               | CORP              | US        |        -300 | NS      | $-6180.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman CLO Ltd                               | Neuberger Berman Loan Advisers Clo 56 Ltd                                        | CUSIP: 64135UAA5<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004959.00    | 0.03%             | 2037-07-24      | Floating      | 9.62%                 | No            | 2                  | On Loan: No      |
| NEUROBO PHARMACEUTICALS INC                            | NEUROBO PHARMACEUTICALS INC                                                      | CUSIP: 641CVR014<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -92 | NS      | $-28.71        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Atlas Energy Solutions Inc                             | Atlas Energy Solutions Inc                                                       | CUSIP: 642045108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3400 | NS      | $-32028.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Viper Energy Inc                                       | Viper Energy Inc                                                                 | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35175 | NS      | $1358810.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Viper Energy Inc                                       | Viper Energy Inc                                                                 | CUSIP: 64361Q101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -3 | NS      | $-115.89       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Found Gold Corp                                    | New Found Gold Corp                                                              | CUSIP: 64440N103<br>LEI: 98450056568BF2A90783 | Long             | EC               | CORP              | CA        |        2600 | NS      | $7722.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Horizon Aircraft Ltd                               | New Horizon Aircraft Ltd                                                         | CUSIP: 64550A107<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -5700 | NS      | $-8379.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Mountain CLO Ltd                                   | New Mountain CLO 2 Ltd                                                           | CUSIP: 64754KAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1497243.00    | 0.04%             | 2038-01-15      | Floating      | 9.60%                 | No            | 2                  | On Loan: No      |
| New Mountain CLO Ltd                                   | New Mountain CLO 4 Ltd                                                           | CUSIP: 64754PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     2000000 | PA      | $2026400.00    | 0.05%             | 2038-03-20      | Floating      | 10.79%                | No            | 2                  | On Loan: No      |
| New Oriental Education & Technology Group Inc          | New Oriental Education & Technology Group Inc                                    | CUSIP: 647581206<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | KY        |          10 | NS      | $550.30        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Orleans Hotel Trust                                | New Orleans Hotel Trust 2019-HNLA                                                | CUSIP: 647622AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1301000 | PA      | $1285999.47    | 0.03%             | 2032-04-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2024-NQM1                                    | CUSIP: 64828DAF4<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100643.30     | 0.00%             | 2064-03-25      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| Rithm Capital Corp                                     | Rithm Capital Corp                                                               | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Short            | EC               |  | US        |      -19200 | NS      | $-209280.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2022-NQM1                                    | CUSIP: 64830JAF7<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $55661.70      | 0.00%             | 2061-04-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Flagstar Bank NA                                       | Flagstar Bank NA                                                                 | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Short            | EC               | CORP              | US        |         -32 | NS      | $-402.88       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adamas Trust Inc                                       | Adamas Trust Inc                                                                 | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Short            | EC               |  | US        |         -25 | NS      | $-182.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Times Co/The                                  | New York Times Co/The                                                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       23300 | NS      | $1617486.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Newell Brands Inc                                      | Newell Brands Inc                                                                | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |        1200 | NS      | $4464.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp                                           | Newmont Corp                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Short            | EC               | CORP              | US        |        -300 | NS      | $-29955.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NPK International Inc                                  | NPK International Inc                                                            | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |        1800 | NS      | $21456.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newsmax Inc                                            | Newsmax Inc                                                                      | CUSIP: 65250K105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-8503.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NewtekOne Inc                                          | NewtekOne Inc                                                                    | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |       28302 | NS      | $321227.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nextpower Inc                                          | Nextpower Inc                                                                    | CUSIP: 65290E101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2396 | NS      | $-208715.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| NextNRG Inc                                            | NextNRG Inc                                                                      | CUSIP: 652941105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3800 | NS      | $-5510.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                                | Nexstar Media Group Inc                                                          | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Short            | EC               | CORP              | US        |        -911 | NS      | $-184978.55    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Inc                                     | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |       -8800 | NS      | $-706464.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| NexPoint Diversified Real Estate Trust                 | NexPoint Diversified Real Estate Trust                                           | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Short            | EC               |  | US        |        -679 | NS      | $-2600.57      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| XPLR Infrastructure LP                                 | XPLR Infrastructure LP                                                           | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |        2200 | NS      | $22000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nextdoor Holdings Inc                                  | Nextdoor Holdings Inc                                                            | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10200 | NS      | $21420.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NextNav Inc                                            | NextNav Inc                                                                      | CUSIP: 65345N106<br>LEI: 549300X9CM76JRB02P70 | Short            | EC               | CORP              | US        |        -300 | NS      | $-4992.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nice Ltd                                               | Nice Ltd                                                                         | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Short            | EC               | CORP              | IL        |       -3500 | NS      | $-395640.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                               | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |      -37940 | NS      | $-2417157.40   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Nine Energy Service Inc                                | Nine Energy Service Inc                                                          | CUSIP: 65441V101<br>LEI: 549300KRLJCZBPZMKT65 | Short            | EC               | CORP              | US        |        -961 | NS      | $-332.21       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 908 Devices Inc                                        | 908 Devices Inc                                                                  | CUSIP: 65443P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2600 | NS      | $-13650.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NioCorp Developments Ltd                               | NioCorp Developments Ltd                                                         | CUSIP: 654484609<br>LEI: 5299001QL26XJPOD3A17 | Short            | EC               | CORP              | CA        |       -4899 | NS      | $-25964.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Niu Technologies                                       | Niu Technologies                                                                 | CUSIP: 65481N100<br>LEI: 549300NJKNSC80EVQ065 | Long             | EC               | CORP              | KY        |         400 | NS      | $1212.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nkarta Inc                                             | Nkarta Inc                                                                       | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8000 | NS      | $14800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nokia Oyj                                              | Nokia Oyj                                                                        | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Short            | EC               | CORP              | FI        |     -166400 | NS      | $-1076608.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Asset Acceptance Corporation                    | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AR3              | CUSIP: 65537EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263614 | PA      | $235159.04     | 0.01%             | 2036-10-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                                  | Norfolk Southern Corp                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |          83 | NS      | $23963.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| North American Construction Group Ltd                  | North American Construction Group Ltd                                            | CUSIP: 656811106<br>LEI: 549300DQ6060LO4XGI15 | Long             | EC               | CORP              | CA        |        1600 | NS      | $22992.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northann Corp                                          | Northann Corp                                                                    | CUSIP: 66373M408<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7431 | NS      | $-2029.41      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Northern Dynasty Minerals Ltd                          | Northern Dynasty Minerals Ltd                                                    | CUSIP: 66510M204<br>LEI: 529900HEIYP56LE0EJ17 | Long             | EC               | CORP              | CA        |       34600 | NS      | $68162.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Oil & Gas Inc                                 | Northern Oil & Gas Inc                                                           | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Short            | EC               | CORP              | US        |       -9600 | NS      | $-206112.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                    | Northern Trust Corp                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       22652 | NS      | $3094036.68    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Northfield Bancorp Inc                                 | Northfield Bancorp Inc                                                           | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3200 | NS      | $36576.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northpointe Bancshares Inc                             | Northpointe Bancshares Inc                                                       | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |       19027 | NS      | $319273.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Bancshares Inc                               | Northwest Bancshares Inc                                                         | CUSIP: 667340103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -23 | NS      | $-276.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NWPX Infrastructure Inc                                | NWPX Infrastructure Inc                                                          | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |         400 | NS      | $24996.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                                        | Gen Digital Inc                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-135950.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NovaBay Pharmaceuticals Inc                            | NovaBay Pharmaceuticals Inc                                                      | CUSIP: 66987P409<br>LEI: 549300D5U7PQPNEX8Q38 | Long             | EC               | CORP              | US        |          31 | NS      | $174.84        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                            | Novartis AG                                                                      | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Short            | EC               | CORP              | CH        |      -11300 | NS      | $-1557931.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Short            | EC               | CORP              | DK        |      -16500 | NS      | $-839520.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Novonix Ltd                                            | Novonix Ltd                                                                      | CUSIP: 67010L100<br>LEI: 222100J5P8E39WB5ER62 | Short            | EC               | CORP              | AU        |        -400 | NS      | $-404.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DNOW Inc                                               | DNOW Inc                                                                         | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Short            | EC               | CORP              | US        |       -5400 | NS      | $-71550.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Novusterra Inc                                         | Novusterra Inc                                                                   | CUSIP: 67012E104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -383 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Nu Skin Enterprises Inc                                | Nu Skin Enterprises Inc                                                          | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |       10000 | NS      | $96200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nuburu Inc                                             | Nuburu Inc                                                                       | CUSIP: 67021W301<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -44000 | NS      | $-7004.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NuCana PLC                                             | NuCana PLC                                                                       | CUSIP: 67022C304<br>LEI: 213800K5NF92PPHPA304 | Short            | EC               | CORP              | GB        |        -271 | NS      | $-975.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nucor Corp                                             | Nucor Corp                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | EC               | CORP              | US        |        -900 | NS      | $-146799.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nukkleus Inc                                           | Nukkleus Inc                                                                     | CUSIP: 67054R203<br>LEI: 549300EOLUCX2ZYTFU74 | Short            | EC               | CORP              | US        |       -5400 | NS      | $-21762.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp                                            | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      103486 | NS      | $19300139.00   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| CIMG Inc                                               | CIMG Inc                                                                         | CUSIP: 67073S406<br>LEI: 549300TVHCHY3640I014 | Short            | EC               | CORP              | US        |         -19 | NS      | $-20.52        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NuScale Power Corp                                     | NuScale Power Corp                                                               | CUSIP: 67079K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3102 | NS      | $-43955.34     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nutex Health Inc                                       | Nutex Health Inc                                                                 | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Short            | EC               | CORP              | US        |        -700 | NS      | $-115234.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nurix Therapeutics Inc                                 | Nurix Therapeutics Inc                                                           | CUSIP: 67080M103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-15176.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nuvation Bio Inc                                       | Nuvation Bio Inc                                                                 | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6300 | NS      | $56448.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nuveen Churchill Direct Lending Corp                   | Nuveen Churchill Direct Lending Corp                                             | CUSIP: 67090S108<br>LEI: 254900X3ULEP6XX7HG39 | Long             | EC               | CORP              | US        |        1100 | NS      | $14674.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutriband Inc                                          | Nutriband Inc                                                                    | CUSIP: 67092M208<br>LEI: 549300OZV3WLQQWOD724 | Short            | EC               | CORP              | US        |        -300 | NS      | $-1362.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OCP CLO Ltd                                            | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097NAJ1<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1494222.00    | 0.04%             | 2037-11-26      | Floating      | 9.77%                 | No            | 2                  | On Loan: No      |
| O-I Glass Inc                                          | O-I Glass Inc                                                                    | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8300 | NS      | $122508.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OFS Capital Corp                                       | OFS Capital Corp                                                                 | CUSIP: 67103B100<br>LEI: 549300XTK3HSWPDBJD13 | Long             | EC               | CORP              | US        |        1800 | NS      | $8568.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OFG Bancorp                                            | OFG Bancorp                                                                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |         100 | NS      | $4098.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oaktree CLO Ltd                                        | Oaktree CLO 2025-32 Ltd                                                          | CUSIP: 67389GAA2<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003172.00    | 0.03%             | 2038-07-15      | Floating      | 9.46%                 | No            | 2                  | On Loan: No      |
| Oaktree Specialty Lending Corp                         | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401P405<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | CORP              | US        |          31 | NS      | $394.94        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oaktree CLO Ltd                                        | Oaktree CLO 2022-2 Ltd                                                           | CUSIP: 67402QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1005036.00    | 0.03%             | 2037-10-15      | Floating      | 10.30%                | No            | 2                  | On Loan: No      |
| Chord Energy Corp                                      | Chord Energy Corp                                                                | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Short            | EC               | CORP              | US        |       -1487 | NS      | $-137844.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oatly Group AB                                         | Oatly Group AB                                                                   | CUSIP: 67421J207<br>LEI: 894500CEIOQNBAH10Z10 | Short            | EC               | CORP              | SE        |         -25 | NS      | $-267.25       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TaoWeave Inc                                           | TaoWeave Inc                                                                     | CUSIP: 674434303<br>LEI: 5493005Q5YB0642UZX06 | Long             | EC               | CORP              | US        |           1 | NS      | $1.81          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Obsidian Energy Ltd                                    | Obsidian Energy Ltd                                                              | CUSIP: 674482203<br>LEI: 549300DITPHH8W8CK636 | Long             | EC               | CORP              | CA        |         300 | NS      | $1839.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp                              | Occidental Petroleum Corp                                                        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |      -12034 | NS      | $-494838.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Oceaneering International Inc                          | Oceaneering International Inc                                                    | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-64881.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                              | OceanFirst Financial Corp                                                        | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3200 | NS      | $57440.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                              | OceanFirst Financial Corp                                                        | CUSIP: 675234108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -37716 | NS      | $-677002.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-3                                                  | CUSIP: 67571GAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      475000 | PA      | $482127.38     | 0.01%             | 2032-11-22      | Fixed         | 7.66%                 | No            | 2                  | On Loan: No      |
| Onity Group Inc                                        | Onity Group Inc                                                                  | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |          94 | NS      | $4304.26       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ocular Therapeutix Inc                                 | Ocular Therapeutix Inc                                                           | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |         800 | NS      | $9712.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ocugen Inc                                             | Ocugen Inc                                                                       | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |        2100 | NS      | $2835.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Opus Genetics Inc                                      | Opus Genetics Inc                                                                | CUSIP: 67577R102<br>LEI: 529900C85NBMQFSETD92 | Long             | EC               | CORP              | US        |         100 | NS      | $201.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Odyssey Marine Exploration Inc                         | Odyssey Marine Exploration Inc                                                   | CUSIP: 676118201<br>LEI: 549300KNVIY6EZIJ2221 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-5684.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Offerpad Solutions Inc                                 | Offerpad Solutions Inc                                                           | CUSIP: 67623L307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3700 | NS      | $4477.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil States International Inc                           | Oil States International Inc                                                     | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |         400 | NS      | $2708.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Olaplex Holdings Inc                                   | Olaplex Holdings Inc                                                             | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4000 | NS      | $5360.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc                          | Old Dominion Freight Line Inc                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       12900 | NS      | $2022720.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc                          | Old Dominion Freight Line Inc                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |         -31 | NS      | $-4860.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp/IN                                | Old National Bancorp/IN                                                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Short            | EC               | CORP              | US        |      -44815 | NS      | $-999822.65    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Old Republic International Corp                        | Old Republic International Corp                                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Short            | EC               | CORP              | US        |       -2461 | NS      | $-112320.04    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corp                                              | Olin Corp                                                                        | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Short            | EC               | CORP              | US        |        -905 | NS      | $-18851.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Omnicom Group Inc                                      | Omnicom Group Inc                                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |      -12324 | NS      | $-995163.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Omega Healthcare Investors Inc                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |        7400 | NS      | $328116.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                                           | Omnicell Inc                                                                     | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |        2000 | NS      | $90600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Omeros Corp                                            | Omeros Corp                                                                      | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |        4600 | NS      | $79005.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ON Semiconductor Corp                                  | ON Semiconductor Corp                                                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       38000 | NS      | $2057700.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| OmniAb Inc                                             | OmniAb Inc                                                                       | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $3330.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Traws Pharma Inc                                       | Traws Pharma Inc                                                                 | CUSIP: 68232V884<br>LEI: 549300BRAR7BTG2PIY51 | Short            | EC               | CORP              | US        |        -200 | NS      | $-226.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ethzilla Corp                                          | Ethzilla Corp                                                                    | CUSIP: 68236V401<br>LEI: 98450063A2D8EF54EB11 | Short            | EC               | CORP              | US        |       -4626 | NS      | $-22667.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Onconetix Inc                                          | Onconetix Inc                                                                    | CUSIP: 68237Q203<br>LEI: 549300UCYUY1KG3FO613 | Short            | EC               | CORP              | US        |         -25 | NS      | $-39.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 1-800-Flowers.com Inc                                  | 1-800-Flowers.com Inc                                                            | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $3930.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| One Stop Systems Inc                                   | One Stop Systems Inc                                                             | CUSIP: 68247W109<br>LEI: 549300JIBHBZNCC8X044 | Long             | EC               | CORP              | US        |         500 | NS      | $3590.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK Inc                                              | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |       -7921 | NS      | $-582193.50    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| OneMedNet Corp                                         | OneMedNet Corp                                                                   | CUSIP: 68270C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          31 | NS      | $34.10         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OnKure Therapeutics Inc                                | OnKure Therapeutics Inc                                                          | CUSIP: 68277Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         470 | NS      | $1363.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Onestream Inc                                          | Onestream Inc                                                                    | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |       23708 | NS      | $435753.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Onestream Inc                                          | Onestream Inc                                                                    | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Short            | EC               | CORP              | US        |       -7700 | NS      | $-141526.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OneWater Marine Inc                                    | OneWater Marine Inc                                                              | CUSIP: 68280L101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-2164.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 1261229 BC LTD                                         | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5473000 | PA      | $5692012.43    | 0.15%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ON24 Inc                                               | ON24 Inc                                                                         | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |        1800 | NS      | $14328.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ooma Inc                                               | Ooma Inc                                                                         | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $14076.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Opendoor Technologies Inc                              | Opendoor Technologies Inc                                                        | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       58299 | NS      | $339883.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Open Text Corp                                         | Open Text Corp                                                                   | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-6516.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Open Lending Corp                                      | Open Lending Corp                                                                | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18400 | NS      | $28520.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OPKO Health Inc                                        | OPKO Health Inc                                                                  | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |           1 | NS      | $1.26          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Financial Corp                                 | Oportun Financial Corp                                                           | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |        8700 | NS      | $46023.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Financial Corp                                 | Oportun Financial Corp                                                           | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Short            | EC               | CORP              | US        |       -2048 | NS      | $-10833.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Funding LLC                                    | Oportun Funding Trust 2025-1                                                     | CUSIP: 68377PAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      661000 | PA      | $664223.04     | 0.02%             | 2032-08-16      | Fixed         | 8.27%                 | No            | 2                  | On Loan: No      |
| Oppenheimer Holdings Inc                               | Oppenheimer Holdings Inc                                                         | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $43374.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OppFi Inc                                              | OppFi Inc                                                                        | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6000 | NS      | $62760.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                            | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | EC               | CORP              | US        |      -30794 | NS      | $-6002058.54   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| OR Royalties Inc                                       | OR Royalties Inc                                                                 | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |        9100 | NS      | $322049.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Option Care Health Inc                                 | Option Care Health Inc                                                           | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-63720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OraSure Technologies Inc                               | OraSure Technologies Inc                                                         | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Short            | EC               | CORP              | US        |        -600 | NS      | $-1452.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orchid Island Capital Inc                              | Orchid Island Capital Inc                                                        | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               |  | US        |       16500 | NS      | $118800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orchestra BioMed Holdings Inc                          | Orchestra BioMed Holdings Inc                                                    | CUSIP: 68572M106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -38 | NS      | $-157.70       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Organigram Global Inc                                  | Organigram Global Inc                                                            | CUSIP: 68617J100<br>LEI: 529900J3EQ1VWW76L728 | Long             | EC               | CORP              | CA        |         425 | NS      | $714.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Materials Inc                                   | Origin Materials Inc                                                             | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |         200 | NS      | $42.34         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BARK Inc                                               | BARK Inc                                                                         | CUSIP: 68622E104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-903.75       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ORIC Pharmaceuticals Inc                               | ORIC Pharmaceuticals Inc                                                         | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |         100 | NS      | $818.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Organon & Co                                           | Organon & Co                                                                     | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       16000 | NS      | $114720.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion Properties Inc                                   | Orion Properties Inc                                                             | CUSIP: 68629Y103<br>LEI: 254900ZBXYX11W8ZL437 | Long             | EC               |  | US        |        1700 | NS      | $3842.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ormat Technologies Inc                                 | Ormat Technologies Inc                                                           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |        -100 | NS      | $-11047.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orrstown Financial Services Inc                        | Orrstown Financial Services Inc                                                  | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |          87 | NS      | $3081.54       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OrthoPediatrics Corp                                   | OrthoPediatrics Corp                                                             | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Short            | EC               | CORP              | US        |        -200 | NS      | $-3552.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orthofix Medical Inc                                   | Orthofix Medical Inc                                                             | CUSIP: 68752M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -194 | NS      | $-2941.04      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OS Therapies Inc                                       | OS Therapies Inc                                                                 | CUSIP: 68764Y207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-280.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                | Oscar AcquisitionCo LLC / Oscar Finance Inc                                      | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      808000 | PA      | $361607.14     | 0.01%             | 2030-04-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Oscar Health Inc                                       | Oscar Health Inc                                                                 | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |       39700 | NS      | $570489.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Oscar Health Inc                                       | Oscar Health Inc                                                                 | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |          -8 | NS      | $-114.96       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Osisko Development Corp                                | Osisko Development Corp                                                          | CUSIP: 68828E809<br>LEI: 984500A8CC57F67DJ124 | Long             | EC               | CORP              | CA        |        5600 | NS      | $19544.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Otter Tail Corp                                        | Otter Tail Corp                                                                  | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $88891.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ouster Inc                                             | Ouster Inc                                                                       | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          30 | NS      | $649.20        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teads Holding Co                                       | Teads Holding Co                                                                 | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |        1600 | NS      | $1126.22       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Outfront Media Inc                                     | Outfront Media Inc                                                               | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Short            | EC               |  | US        |      -27296 | NS      | $-657833.60    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Outlook Therapeutics Inc                               | Outlook Therapeutics Inc                                                         | CUSIP: 69012T305<br>LEI: 5493007AWUJ6HPMCBH11 | Short            | EC               | CORP              | US        |        -110 | NS      | $-173.80       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Outset Medical Inc                                     | Outset Medical Inc                                                               | CUSIP: 690145206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -34 | NS      | $-126.14       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ovid therapeutics Inc                                  | Ovid therapeutics Inc                                                            | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Long             | EC               | CORP              | US        |        3000 | NS      | $4890.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                                                      | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |          18 | NS      | $705.42        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens & Minor Inc                                      | Owens & Minor Inc                                                                | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |        9099 | NS      | $25477.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                                          | Owens Corning                                                                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        1900 | NS      | $212629.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxford Industries Inc                                  | Oxford Industries Inc                                                            | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |         800 | NS      | $27360.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PBF Energy Inc                                         | PBF Energy Inc                                                                   | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       15700 | NS      | $425784.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PC Connection Inc                                      | PC Connection Inc                                                                | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |         400 | NS      | $23104.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PDL BioPharma Inc                                      | PDL BioPharma Inc                                                                | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Short            | EC               | CORP              | US        |       -4500 | NS      | $-11115.00     | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| PPG Industries Inc                                     | PPG Industries Inc                                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Short            | EC               | CORP              | US        |        -216 | NS      | $-22131.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PMV Pharmaceuticals Inc                                | PMV Pharmaceuticals Inc                                                          | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11000 | NS      | $13750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PPM CLO 3 Ltd.                                         | PPM CLO 3 Ltd                                                                    | CUSIP: 69355BAE1<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $419315.50     | 0.01%             | 2034-04-17      | Floating      | 10.75%                | No            | 2                  | On Loan: No      |
| PVH Corp                                               | PVH Corp                                                                         | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Short            | EC               | CORP              | US        |       -9600 | NS      | $-643392.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| PSQ Holdings Inc                                       | PSQ Holdings Inc                                                                 | CUSIP: 693691107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14100 | NS      | $-14523.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PTC Inc                                                | PTC Inc                                                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        1400 | NS      | $243894.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| P10 Inc                                                | P10 Inc                                                                          | CUSIP: 69376K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-10791.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PACS Group Inc                                         | PACS Group Inc                                                                   | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $49907.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PRKCM Trust                                            | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1409000 | PA      | $1421372.43    | 0.04%             | 2059-03-25      | Variable      | 8.40%                 | No            | 2                  | On Loan: No      |
| PRKCM Trust                                            | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101367.60     | 0.00%             | 2058-06-25      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| Pacific Biosciences of California Inc                  | Pacific Biosciences of California Inc                                            | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |        9200 | NS      | $17204.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                         | PAGAYA AI Debt Trust 2022-2                                                      | CUSIP: 69546VAC1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     2271928 | PA      | $2280288.49    | 0.06%             | 2030-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PagerDuty Inc                                          | PagerDuty Inc                                                                    | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |        2800 | NS      | $36708.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palantir Technologies Inc                              | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       71800 | NS      | $12762450.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Palisade Bio Inc                                       | Palisade Bio Inc                                                                 | CUSIP: 696389402<br>LEI: 549300W6LIDX3I5XXT34 | Short            | EC               | CORP              | US        |       -8100 | NS      | $-19035.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                                  | Palmer Square CLO 2018-2 Ltd                                                     | CUSIP: 69688MAU9<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999251.00     | 0.03%             | 2037-04-16      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                         | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1506610.50    | 0.04%             | 2031-04-15      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Palmer Square Capital BDC Inc                          | Palmer Square Capital BDC Inc                                                    | CUSIP: 69702V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1298 | NS      | $15822.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                                  | Palmer Square CLO 2025-2 Ltd                                                     | CUSIP: 69704BAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001544.00    | 0.03%             | 2038-07-20      | Floating      | 6.98%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                  | Palmer Square CLO 2025-2 Ltd                                                     | CUSIP: 69704DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2250000 | PA      | $2272509.00    | 0.06%             | 2038-07-20      | Floating      | 9.63%                 | No            | 2                  | On Loan: No      |
| Pampa Energia SA                                       | Pampa Energia SA                                                                 | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Short            | EC               | CORP              | AR        |        -300 | NS      | $-26553.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pan American Silver Corp                               | Pan American Silver Corp                                                         | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |         100 | NS      | $5181.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Papa John's International Inc                          | Papa John's International Inc                                                    | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Short            | EC               | CORP              | US        |      -10800 | NS      | $-415692.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PAR Technology Corp                                    | PAR Technology Corp                                                              | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |        -600 | NS      | $-21768.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Par Pacific Holdings Inc                               | Par Pacific Holdings Inc                                                         | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |        2300 | NS      | $80822.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO                 | Park Avenue Institutional Advisers CLO Ltd 2022-1                                | CUSIP: 70016DAA4<br>LEI: 529900NLOXP1VWSKZX10 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $986344.00     | 0.03%             | 2035-04-20      | Floating      | 11.17%                | No            | 2                  | On Loan: No      |
| PARK RIVER HOLDINGS INC                                | Park River Holdings Inc                                                          | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      218000 | PA      | $224756.92     | 0.01%             | 2031-03-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Patrick Industries Inc                                 | Patrick Industries Inc                                                           | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |        -850 | NS      | $-92165.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Patriot National Bancorp Inc                           | Patriot National Bancorp Inc                                                     | CUSIP: 70336F203<br>LEI: 549300T1270P6QIGPD23 | Short            | EC               | CORP              | US        |        -700 | NS      | $-1274.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pattern Group Inc                                      | Pattern Group Inc                                                                | CUSIP: 70339W104<br>LEI: 549300G1UQH42SPEGM03 | Long             | EC               | CORP              | US        |       14224 | NS      | $164144.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                               | Patterson-UTI Energy Inc                                                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |        1585 | NS      | $9684.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                               | Patterson-UTI Energy Inc                                                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Short            | EC               | CORP              | US        |      -48056 | NS      | $-293622.16    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                            | Paychex Inc                                                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |         300 | NS      | $33654.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                            | Paychex Inc                                                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |       -1024 | NS      | $-114872.32    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software Inc                                    | Paycom Software Inc                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        1400 | NS      | $223104.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software Inc                                    | Paycom Software Inc                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |        -240 | NS      | $-38246.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paylocity Holding Corp                                 | Paylocity Holding Corp                                                           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        1800 | NS      | $274500.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paysign Inc                                            | Paysign Inc                                                                      | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2600 | NS      | $13390.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Payoneer Global Inc                                    | Payoneer Global Inc                                                              | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |       31400 | NS      | $176468.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peabody Energy Corp                                    | Peabody Energy Corp                                                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |         200 | NS      | $5940.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PDS Biotechnology Corp                                 | PDS Biotechnology Corp                                                           | CUSIP: 70465T107<br>LEI: 5493002KU8ACFTSMC935 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-1847.52      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Peapack-Gladstone Financial Corp                       | Peapack-Gladstone Financial Corp                                                 | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |         600 | NS      | $16710.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pebblebrook Hotel Trust                                | Pebblebrook Hotel Trust                                                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |        3901 | NS      | $44159.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peloton Interactive Inc                                | Peloton Interactive Inc                                                          | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |        9700 | NS      | $59752.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Penn Entertainment Inc                                 | Penn Entertainment Inc                                                           | CUSIP: 707569109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10400 | NS      | $-153400.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pennant Group Inc/The                                  | Pennant Group Inc/The                                                            | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |        1300 | NS      | $36595.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PennantPark Investment Corp                            | PennantPark Investment Corp                                                      | CUSIP: 708062104<br>LEI: 529900OK432R4C6NQQ73 | Long             | EC               | CORP              | US        |       10899 | NS      | $64958.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PennantPark Floating Rate Capital Ltd                  | PennantPark Floating Rate Capital Ltd                                            | CUSIP: 70806A106<br>LEI: 529900BH3IP6381K4L72 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1854.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Bancorp Inc/OH                                 | Peoples Bancorp Inc/OH                                                           | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $3003.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| People's Choice Home Loan Securities Trust             | People's Choice Home Loan Securities Trust Series 2005-2                         | CUSIP: 71085PCE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      488000 | PA      | $343521.74     | 0.01%             | 2035-05-25      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| PepGen Inc                                             | PepGen Inc                                                                       | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          38 | NS      | $247.38        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peraton Corp                                           | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     2318481 | PA      | $2148327.43    | 0.06%             | 2028-02-01      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Perdoceo Education Corp                                | Perdoceo Education Corp                                                          | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |         200 | NS      | $5866.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Perella Weinberg Partners                              | Perella Weinberg Partners                                                        | CUSIP: 71367G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1730.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Performance Food Group Co                              | Performance Food Group Co                                                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Short            | EC               | CORP              | US        |      -20400 | NS      | $-1834368.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Revvity Inc                                            | Revvity Inc                                                                      | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-299925.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Perma-Fix Environmental Services Inc                   | Perma-Fix Environmental Services Inc                                             | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-39029.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Permian Resources Corp                                 | Permian Resources Corp                                                           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Short            | EC               | CORP              | US        |       -4926 | NS      | $-69111.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Perpetua Resources Corp                                | Perpetua Resources Corp                                                          | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Short            | EC               | CORP              | CA        |       -6100 | NS      | $-147681.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS                         | PERSHING SQUARE SPARC HOLDINGS                                                   | CUSIP: 714920113<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | EC               | CORP              | US        |      505024 | NS      | $0.05          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                        | Telkom Indonesia Persero Tbk PT                                                  | CUSIP: 715684106<br>LEI: 529900M5SQZAOKV1PC81 | Short            | EC               | CORP              | ID        |        -300 | NS      | $-6315.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ESC PERSHING SQUARE TO                                 | ESC PERSHING SQUARE TO                                                           | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |     2020101 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Petco Health & Wellness Co Inc                         | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |       39900 | NS      | $112119.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PetMed Express Inc                                     | PetMed Express Inc                                                               | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-5120.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    13241000 | PA      | $10886799.59   | 0.29%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      259000 | PA      | $263144.00     | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    25981000 | PA      | $23284071.92   | 0.62%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3240000 | PA      | $2637684.00    | 0.07%             | 2060-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                     | Petroleo Brasileiro SA - Petrobras                                               | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Short            | EC               | CORP              | BR        |        -600 | NS      | $-7110.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                             | Pfizer Inc                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Short            | EC               | CORP              | US        |      -13003 | NS      | $-323774.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Phathom Pharmaceuticals Inc                            | Phathom Pharmaceuticals Inc                                                      | CUSIP: 71722W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2600 | NS      | $-43134.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc                        | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Short            | EC               | CORP              | US        |       -4718 | NS      | $-756767.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Phio Pharmaceuticals Corp                              | Phio Pharmaceuticals Corp                                                        | CUSIP: 71880W501<br>LEI: 549300KOGMLSPLDVHR52 | Long             | EC               | CORP              | US        |           4 | NS      | $4.20          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Phoenix Education Partners Inc                         | Phoenix Education Partners Inc                                                   | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6994 | NS      | $211918.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Photronics Inc                                         | Photronics Inc                                                                   | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3200.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Phreesia Inc                                           | Phreesia Inc                                                                     | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Short            | EC               | CORP              | US        |        -700 | NS      | $-11844.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Phunware Inc                                           | Phunware Inc                                                                     | CUSIP: 71948P209<br>LEI: 549300HLAJYKT2FUQZ26 | Short            | EC               | CORP              | US        |       -2952 | NS      | $-5461.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Piedmont Realty Trust Inc                              | Piedmont Realty Trust Inc                                                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |         200 | NS      | $1668.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 10                                                                | CUSIP: 72132JAE8<br>LEI: 5493003SA5I7NBQCGD83 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $990144.00     | 0.03%             | 2038-01-22      | Floating      | 9.76%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak Clo 20                                                                | CUSIP: 72132RAA8<br>LEI: 391200CF059MG1HQPV64 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000000.00    | 0.03%             | 2039-01-20      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 8                                                                 | CUSIP: 72133DAE0<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $990131.00     | 0.03%             | 2038-01-20      | Floating      | 9.63%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak Clo 17 Ltd                                                            | CUSIP: 72133UAA0<br>LEI: 213800T13UEBKCDDLT29 | Long             | ABS-CBDO         | CORP              | JE        |     1500000 | PA      | $1497526.50    | 0.04%             | 2038-01-15      | Floating      | 9.65%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 14 2023 Ltd                                                       | CUSIP: 72134DAE9<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1008504.00    | 0.03%             | 2038-07-20      | Floating      | 9.88%                 | No            | 2                  | On Loan: No      |
| PDD Holdings Inc                                       | PDD Holdings Inc                                                                 | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Short            | EC               | CORP              | KY        |      -18500 | NS      | $-2097715.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners Inc                        | Pinnacle Financial Partners Inc                                                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Short            | EC               | CORP              | US        |      -27744 | NS      | $-2647055.04   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle West Capital Corp                             | Pinnacle West Capital Corp                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        3800 | NS      | $337060.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinterest Inc                                          | Pinterest Inc                                                                    | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |       35598 | NS      | $921632.22     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Piper Sandler Cos                                      | Piper Sandler Cos                                                                | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       13866 | NS      | $4710418.86    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Pixelworks Inc                                         | Pixelworks Inc                                                                   | CUSIP: 72581M404<br>LEI: 529900ORL14ENZ36HI70 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1272.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ESC PIVOTAL SOFTWARE I                                 | ESC PIVOTAL SOFTWARE I                                                           | CUSIP: 725ESC016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31000 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Planet Fitness Inc                                     | Planet Fitness Inc                                                               | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-249481.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Planet Labs PBC                                        | Planet Labs PBC                                                                  | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |       23800 | NS      | $469336.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Platinum Group Metals Ltd                              | Platinum Group Metals Ltd                                                        | CUSIP: 72765Q882<br>LEI: 529900YSNVVJI7YJAG63 | Long             | EC               | CORP              | CA        |         900 | NS      | $2124.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Playboy Inc                                            | Playboy Inc                                                                      | CUSIP: 72814P109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2664 | NS      | $-5008.32      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Playstudios Inc                                        | Playstudios Inc                                                                  | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $2866.58       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Playtika Holding Corp                                  | Playtika Holding Corp                                                            | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |       24100 | NS      | $95195.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pliant Therapeutics Inc                                | Pliant Therapeutics Inc                                                          | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |       13500 | NS      | $16470.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Plug Power Inc                                         | Plug Power Inc                                                                   | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      161000 | NS      | $317170.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Polaris Inc                                            | Polaris Inc                                                                      | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        3600 | NS      | $227700.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Polestar Automotive Holding UK PLC                     | Polestar Automotive Holding UK PLC                                               | CUSIP: 731105409<br>LEI: 894500HDA1DJKHYN4D83 | Short            | EC               | CORP              | GB        |       -1711 | NS      | $-36564.07     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corp                                              | Pool Corp                                                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |       -5383 | NS      | $-1231361.25   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Pony AI Inc                                            | Pony AI Inc                                                                      | CUSIP: 732908108<br>LEI: 9845006P7613D2A61368 | Short            | EC               | CORP              | KY        |       -7900 | NS      | $-114550.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Porch Group Inc                                        | Porch Group Inc                                                                  | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |         700 | NS      | $6391.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Portillo's Inc                                         | Portillo's Inc                                                                   | CUSIP: 73642K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8200 | NS      | $-37228.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Portland General Electric Co                           | Portland General Electric Co                                                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |        4800 | NS      | $230352.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings Inc                                      | Post Holdings Inc                                                                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        8100 | NS      | $802305.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Postal Realty Trust Inc                                | Postal Realty Trust Inc                                                          | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |        3000 | NS      | $48420.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PotlatchDeltic Corp                                    | PotlatchDeltic Corp                                                              | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Short            | EC               |  | US        |         -21 | NS      | $-835.38       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Powell Industries Inc                                  | Powell Industries Inc                                                            | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-350658.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Powerfleet Inc NJ                                      | Powerfleet Inc NJ                                                                | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Short            | EC               | CORP              | US        |      -19700 | NS      | $-104804.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Power Solutions International Inc                      | Power Solutions International Inc                                                | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Short            | EC               | CORP              | US        |        -100 | NS      | $-5714.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prairie Operating Co                                   | Prairie Operating Co                                                             | CUSIP: 739650109<br>LEI: 549300NX50XL5HR17C26 | Short            | EC               | CORP              | US        |       -4800 | NS      | $-8112.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Praxis Precision Medicines Inc                         | Praxis Precision Medicines Inc                                                   | CUSIP: 74006W207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -860 | NS      | $-253476.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Precigen Inc                                           | Precigen Inc                                                                     | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Short            | EC               | CORP              | US        |      -13600 | NS      | $-56848.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Precision BioSciences Inc                              | Precision BioSciences Inc                                                        | CUSIP: 74019P207<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |        1719 | NS      | $7151.04       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Preferred Bank/Los Angeles CA                          | Preferred Bank/Los Angeles CA                                                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |         400 | NS      | $37772.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Preferred Bank/Los Angeles CA                          | Preferred Bank/Los Angeles CA                                                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Short            | EC               | CORP              | US        |      -59632 | NS      | $-5631049.76   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Axe Compute Inc                                        | Axe Compute Inc                                                                  | CUSIP: 74039M408<br>LEI: 549300UQE748N2H9LE74 | Short            | EC               | CORP              | US        |          -1 | NS      | $-7.15         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prelude Therapeutics Inc                               | Prelude Therapeutics Inc                                                         | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5800 | NS      | $16820.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare Inc                       | Prestige Consumer Healthcare Inc                                                 | CUSIP: 74112D101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11600 | NS      | $-715604.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| PriceSmart Inc                                         | PriceSmart Inc                                                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Short            | EC               | CORP              | US        |        -200 | NS      | $-24534.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Primo Brands Corp                                      | Primo Brands Corp                                                                | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Short            | EC               | CORP              | US        |       -9100 | NS      | $-148785.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Primoris Services Corp                                 | Primoris Services Corp                                                           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-136554.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PRIMA Capital LTD                                      | Prima Capital CRE Securitization 2019-RK1 Ltd                                    | CUSIP: 74166GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      339000 | PA      | $297335.88     | 0.01%             | 2038-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PRIMA Capital LTD                                      | Prima Capital CRE Securitization 2019-RK1 Ltd                                    | CUSIP: 74166HAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      121000 | PA      | $107354.10     | 0.00%             | 2038-04-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Primis Financial Corp                                  | Primis Financial Corp                                                            | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |       44854 | NS      | $623919.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prime Medicine Inc                                     | Prime Medicine Inc                                                               | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2400 | NS      | $8328.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Short            | EC               | CORP              | US        |       -1118 | NS      | $-160220.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Priority Technology Holdings Inc                       | Priority Technology Holdings Inc                                                 | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1090.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Procore Technologies Inc                               | Procore Technologies Inc                                                         | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Short            | EC               | CORP              | US        |      -20300 | NS      | $-1476622.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Privia Health Group Inc                                | Privia Health Group Inc                                                          | CUSIP: 74276R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-37936.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Proficient Auto Logistics Inc                          | Proficient Auto Logistics Inc                                                    | CUSIP: 74317M104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-4820.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ProFrac Holding Corp                                   | ProFrac Holding Corp                                                             | CUSIP: 74319N100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -21 | NS      | $-81.69        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                                   | Progressive Corp/The                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       45000 | NS      | $10247400.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Progyny Inc                                            | Progyny Inc                                                                      | CUSIP: 74340E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-25680.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ProMIS Neurosciences Inc                               | ProMIS Neurosciences Inc                                                         | CUSIP: 74346M505<br>LEI: 5299007HZF79F9IAXI53 | Short            | EC               | CORP              | CA        |          -4 | NS      | $-28.60        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp                                  | ProPetro Holding Corp                                                            | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5000 | NS      | $47550.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prospect Capital Corp                                  | Prospect Capital Corp                                                            | CUSIP: 74348T102<br>LEI: 549300FSD8T39P5Q0O47 | Long             | EC               | CORP              | US        |      103600 | NS      | $268324.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Volato Group Inc                                       | Volato Group Inc                                                                 | CUSIP: 74349W302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2424 | NS      | $-1551.36      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc                              | Prosperity Bancshares Inc                                                        | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30115 | NS      | $2081247.65    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Protalix BioTherapeutics Inc                           | Protalix BioTherapeutics Inc                                                     | CUSIP: 74365A309<br>LEI: 549300SDVB3GP4XDFM60 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-2700.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Protara Therapeutics Inc                               | Protara Therapeutics Inc                                                         | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-7995.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Protagonist Therapeutics Inc                           | Protagonist Therapeutics Inc                                                     | CUSIP: 74366E102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -20600 | NS      | $-1799204.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Provident Financial Services Inc                       | Provident Financial Services Inc                                                 | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |          43 | NS      | $849.25        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential PLC                                         | Prudential PLC                                                                   | CUSIP: 74435K204<br>LEI: 5493001Z3ZE83NGK8Y12 | Short            | EC               | CORP              | GB        |       -8000 | NS      | $-248960.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PubMatic Inc                                           | PubMatic Inc                                                                     | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $15966.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pulmonx Corp                                           | Pulmonx Corp                                                                     | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Short            | EC               | CORP              | US        |        -500 | NS      | $-1105.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PulteGroup Inc                                         | PulteGroup Inc                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -471 | NS      | $-55229.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pulse Biosciences Inc                                  | Pulse Biosciences Inc                                                            | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Short            | EC               | CORP              | US        |        -102 | NS      | $-1400.46      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PULSE BIOSCIENCES INC                                  | PULSE BIOSCIENCES INC                                                            | CUSIP: 74587B143<br>LEI: 529900NJUBI06118FM73 | Short            | EC               | CORP              | US        |         -68 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Puma Biotechnology Inc                                 | Puma Biotechnology Inc                                                           | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $1785.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PureCycle Technologies Inc                             | PureCycle Technologies Inc                                                       | CUSIP: 74623V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -19800 | NS      | $-170082.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage Inc                                       | Pure Storage Inc                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |         500 | NS      | $33505.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage Inc                                       | Pure Storage Inc                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |        -751 | NS      | $-50324.51     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Purple Biotech Ltd                                     | Purple Biotech Ltd                                                               | CUSIP: 74638P208<br>LEI: 5493008YRL2KK6TM3819 | Long             | EC               | CORP              | IL        |         100 | NS      | $65.75         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Purple Innovation Inc                                  | Purple Innovation Inc                                                            | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $828.60        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Q32 Bio Inc                                            | Q32 Bio Inc                                                                      | CUSIP: 746964105<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |           7 | NS      | $23.24         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quad/Graphics Inc                                      | Quad/Graphics Inc                                                                | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |        2400 | NS      | $15048.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                                   | Quaker Chemical Corp                                                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Short            | EC               | CORP              | US        |        -300 | NS      | $-41193.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Qorvo Inc                                              | Qorvo Inc                                                                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |           4 | NS      | $338.04        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Q2 Holdings Inc                                        | Q2 Holdings Inc                                                                  | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       84054 | NS      | $6065336.64    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Qnity Electronics Inc                                  | Qnity Electronics Inc                                                            | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       11688 | NS      | $954325.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                           | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |       -1388 | NS      | $-237417.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Quanta Services Inc                                    | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |       -5360 | NS      | $-2262241.60   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Quanterix Corp                                         | Quanterix Corp                                                                   | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1445 | NS      | $9190.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quantum Computing Inc                                  | Quantum Computing Inc                                                            | CUSIP: 74766W108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12874 | NS      | $-132087.24    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Here Group Ltd                                         | Here Group Ltd                                                                   | CUSIP: 74767N107<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -3000 | NS      | $-15330.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QuantumScape Corp                                      | QuantumScape Corp                                                                | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Long             | EC               | CORP              | US        |        5100 | NS      | $53142.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quantum Corp                                           | Quantum Corp                                                                     | CUSIP: 747906600<br>LEI: 5493007210175UIK7S88 | Short            | EC               | CORP              | US        |        -600 | NS      | $-3870.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QuickLogic Corp                                        | QuickLogic Corp                                                                  | CUSIP: 74837P405<br>LEI: 529900V52LUN2EHHCH56 | Long             | EC               | CORP              | US        |         100 | NS      | $601.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quipt Home Medical Corp                                | Quipt Home Medical Corp                                                          | CUSIP: 74880P104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         300 | NS      | $1059.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Woodward Capital Management                            | RCKT Mortgage Trust 2023-CES2                                                    | CUSIP: 748956AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5513000 | PA      | $5586096.87    | 0.15%             | 2043-09-25      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| QVC Group Inc                                          | QVC Group Inc                                                                    | CUSIP: 74915M605<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |         992 | NS      | $10376.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBB Bancorp                                            | RBB Bancorp                                                                      | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |         400 | NS      | $8256.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RB Global Inc                                          | RB Global Inc                                                                    | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |      -25700 | NS      | $-2643759.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Woodward Capital Management                            | RCKT Mortgage Trust 2023-CES1                                                    | CUSIP: 74935WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      251000 | PA      | $253737.16     | 0.01%             | 2043-06-25      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| RCM Technologies Inc                                   | RCM Technologies Inc                                                             | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $10222.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rad CLO Ltd                                            | RAD CLO 30 Ltd                                                                   | CUSIP: 74939EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1970032.00    | 0.05%             | 2038-10-15      | Floating      | 9.07%                 | No            | 2                  | On Loan: No      |
| RLI Corp                                               | RLI Corp                                                                         | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      168750 | NS      | $10796625.00   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| RLJ Lodging Trust                                      | RLJ Lodging Trust                                                                | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |        3500 | NS      | $26075.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RH                                                     | RH                                                                               | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        1900 | NS      | $340385.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RLX Technology Inc                                     | RLX Technology Inc                                                               | CUSIP: 74969N103<br>LEI: 984500EG5DBB2F7F4002 | Long             | EC               | CORP              | KY        |         900 | NS      | $2097.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RXO Inc                                                | RXO Inc                                                                          | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Short            | EC               | CORP              | US        |       -5600 | NS      | $-70784.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RFR Trust                                              | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1204000 | PA      | $2670.47       | 0.00%             | 2041-03-11      | Variable      | 0.11%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                              | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2895000 | PA      | $2962404.29    | 0.08%             | 2041-03-11      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                              | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $2053374.00    | 0.05%             | 2041-03-11      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                                 | RR 34 LTD                                                                        | CUSIP: 74988XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2006092.00    | 0.05%             | 2039-10-15      | Floating      | 9.40%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                                 | RR 32 LTD /old                                                                   | CUSIP: 75009EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1008769.00    | 0.03%             | 2039-10-15      | Floating      | 10.00%                | No            | 2                  | On Loan: No      |
| Rad CLO Ltd                                            | RAD CLO 28 Ltd                                                                   | CUSIP: 75009YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $962306.00     | 0.03%             | 2038-04-20      | Floating      | 9.13%                 | No            | 2                  | On Loan: No      |
| Rackspace Technology Inc                               | Rackspace Technology Inc                                                         | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7200 | NS      | $6990.49       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rad CLO Ltd                                            | Rad CLO 9 Ltd                                                                    | CUSIP: 75010FAA4<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $955979.00     | 0.03%             | 2038-01-15      | Floating      | 9.65%                 | No            | 2                  | On Loan: No      |
| Radiant Logistics Inc                                  | Radiant Logistics Inc                                                            | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |        1000 | NS      | $6330.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RadNet Inc                                             | RadNet Inc                                                                       | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Short            | EC               | CORP              | US        |       -2925 | NS      | $-208698.75    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ralliant Corp                                          | Ralliant Corp                                                                    | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |         200 | NS      | $10182.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Residential Accredit Loans, Inc.                       | RALI Series 2006-QO7 Trust                                                       | CUSIP: 751150AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      294744 | PA      | $228317.26     | 0.01%             | 2046-09-25      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| Residential Accredit Loans, Inc.                       | RALI Series 2007-QH5 Trust                                                       | CUSIP: 75116EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1317442 | PA      | $993592.39     | 0.03%             | 2037-06-25      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Ralph Lauren Corp                                      | Ralph Lauren Corp                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        1380 | NS      | $487981.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ramaco Resources Inc                                   | Ramaco Resources Inc                                                             | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |       12100 | NS      | $217800.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp                                   | Range Resources Corp                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Short            | EC               | CORP              | US        |       -5740 | NS      | $-202392.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Ranpak Holdings Corp                                   | Ranpak Holdings Corp                                                             | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Short            | EC               | CORP              | US        |        -800 | NS      | $-4328.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rapid7 Inc                                             | Rapid7 Inc                                                                       | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |        6700 | NS      | $101840.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RAPT Therapeutics Inc                                  | RAPT Therapeutics Inc                                                            | CUSIP: 75382E208<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |         412 | NS      | $13954.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rate Mortgage Trust                                    | Rate Mortgage Trust 2025-J3                                                      | CUSIP: 75410ECU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      304000 | PA      | $250835.57     | 0.01%             | 2055-11-25      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| RBC Bearings Inc                                       | RBC Bearings Inc                                                                 | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       45000 | NS      | $20179350.00   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Ready Capital Corp                                     | Ready Capital Corp                                                               | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Short            | EC               |  | US        |        -200 | NS      | $-436.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                     | ReadyCap Commercial Mortgage Trust 2019-6                                        | CUSIP: 75575QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1691000 | PA      | $1555983.80    | 0.04%             | 2052-10-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                     | ReadyCap Commercial Mortgage Trust 2019-6                                        | CUSIP: 75575QAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227000 | PA      | $194316.09     | 0.01%             | 2052-10-25      | Variable      | 4.63%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                     | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $99906.80      | 0.00%             | 2036-11-25      | Floating      | 6.80%                 | No            | 2                  | On Loan: No      |
| Real Brokerage Inc/The                                 | Real Brokerage Inc/The                                                           | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Short            | EC               | CORP              | CA        |       -1900 | NS      | $-6935.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Anywhere Real Estate Inc                               | Anywhere Real Estate Inc                                                         | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Short            | EC               | CORP              | US        |       -1299 | NS      | $-18393.84     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| reAlpha Tech Corp                                      | reAlpha Tech Corp                                                                | CUSIP: 75607T105<br>LEI: 5493000DBY9C4Z5C1X81 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-750.96       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp                                     | Realty Income Corp                                                               | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               |  | US        |      -24348 | NS      | $-1372496.76   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Nixxy Inc                                              | Nixxy Inc                                                                        | CUSIP: 75630B402<br>LEI: 5493007WH4V9MK8Y7L08 | Short            | EC               | CORP              | US        |       -5500 | NS      | $-5283.29      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Red Cat Holdings Inc                                   | Red Cat Holdings Inc                                                             | CUSIP: 75644T100<br>LEI: 5493005OGSQW28V2PY05 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-27755.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Redwire Corp                                           | Redwire Corp                                                                     | CUSIP: 75776W103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-760.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                                     | Regal Rexnord Corp                                                               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-294672.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Regency Centers Corp                                   | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Short            | EC               |  | US        |       -2000 | NS      | $-138060.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                          | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       16120 | NS      | $12442544.40   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| REGENXBIO Inc                                          | REGENXBIO Inc                                                                    | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |         100 | NS      | $1440.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                               | Regional Management Corp                                                         | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |         200 | NS      | $7750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                               | Regional Management Corp                                                         | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Short            | EC               | CORP              | US        |       -9544 | NS      | $-369830.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corp                                 | Regions Financial Corp                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Short            | EC               | CORP              | US        |     -588818 | NS      | $-15956967.80  | -0.42%            |  |  |  | No            | 1                  | On Loan: No      |
| Rekor Systems Inc                                      | Rekor Systems Inc                                                                | CUSIP: 759419104<br>LEI: 549300BHH76SEFU1DD95 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-4692.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Relay Therapeutics Inc                                 | Relay Therapeutics Inc                                                           | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21300 | NS      | $180198.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Relmada Therapeutics Inc                               | Relmada Therapeutics Inc                                                         | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |        3900 | NS      | $18837.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Renasant Corp                                          | Renasant Corp                                                                    | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |        1097 | NS      | $38636.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                          | Repligen Corp                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |       -5600 | NS      | $-917616.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Rent the Runway Inc                                    | Rent the Runway Inc                                                              | CUSIP: 76010Y202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         125 | NS      | $988.75        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rentokil Initial PLC                                   | Rentokil Initial PLC                                                             | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Short            | EC               | CORP              | GB        |      -12100 | NS      | $-356466.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Replimune Group Inc                                    | Replimune Group Inc                                                              | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |         100 | NS      | $972.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                                  | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        4600 | NS      | $974878.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Residential Asset Securities Corporation               | RASC Series 2003-KS4 Trust                                                       | CUSIP: 76110WRW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      301642 | PA      | $251833.44     | 0.01%             | 2033-06-25      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| Residential Asset Mortgage Products, INC.              | RAMP Series 2005-RS4 Trust                                                       | CUSIP: 76112BPH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2253000 | PA      | $1933628.24    | 0.05%             | 2035-04-25      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| Residential Asset Securities Corporation               | RASC Series 2006-KS1 Trust                                                       | CUSIP: 76113AAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337000 | PA      | $275831.13     | 0.01%             | 2036-02-25      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| Residential Asset Securitization Trust                 | Residential Asset Securitization Trust 2006-A7CB                                 | CUSIP: 76113NAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      297121 | PA      | $235670.93     | 0.01%             | 2036-07-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ResMed Inc                                             | ResMed Inc                                                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Short            | EC               | CORP              | US        |       -3372 | NS      | $-812213.64    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Resideo Technologies Inc                               | Resideo Technologies Inc                                                         | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Short            | EC               | CORP              | US        |      -10900 | NS      | $-382808.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Restaurant Brands International Inc                    | Restaurant Brands International Inc                                              | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       33190 | NS      | $2264553.70    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Revolution Medicines Inc                               | Revolution Medicines Inc                                                         | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |        1455 | NS      | $115890.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Revolve Group Inc                                      | Revolve Group Inc                                                                | CUSIP: 76156B107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2900 | NS      | $-87551.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rexford Industrial Realty Inc                          | Rexford Industrial Realty Inc                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               |  | US        |       -8500 | NS      | $-329120.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Rezolute Inc                                           | Rezolute Inc                                                                     | CUSIP: 76200L309<br>LEI: 549300T05L48T72P2G08 | Short            | EC               | CORP              | US        |       -7300 | NS      | $-17228.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rhythm Pharmaceuticals Inc                             | Rhythm Pharmaceuticals Inc                                                       | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Short            | EC               | CORP              | US        |       -6100 | NS      | $-652944.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Richtech Robotics Inc                                  | Richtech Robotics Inc                                                            | CUSIP: 765504105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -52200 | NS      | $-168606.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RIDE 2025-SHRE                                         | RIDE 2025-SHRE                                                                   | CUSIP: 765692AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1023200.00    | 0.03%             | 2047-02-14      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| Rigel Pharmaceuticals Inc                              | Rigel Pharmaceuticals Inc                                                        | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Short            | EC               | CORP              | US        |         -10 | NS      | $-428.30       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rigetti Computing Inc                                  | Rigetti Computing Inc                                                            | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Short            | EC               | CORP              | US        |      -13500 | NS      | $-299025.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Rimini Street Inc                                      | Rimini Street Inc                                                                | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |         200 | NS      | $776.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RingCentral Inc                                        | RingCentral Inc                                                                  | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |        1200 | NS      | $34656.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ring Energy Inc                                        | Ring Energy Inc                                                                  | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |       13900 | NS      | $12093.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Riot Platforms Inc                                     | Riot Platforms Inc                                                               | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |       15300 | NS      | $193851.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Automotive Inc                                  | Rivian Automotive Inc                                                            | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      268800 | NS      | $5298048.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Robert Half Inc                                        | Robert Half Inc                                                                  | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        4000 | NS      | $108640.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Robinhood Markets Inc                                  | Robinhood Markets Inc                                                            | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |      -42642 | NS      | $-4822810.20   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| ROBLOX Corp                                            | ROBLOX Corp                                                                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      146639 | NS      | $11882158.17   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Cos Inc                                         | Rocket Cos Inc                                                                   | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       80536 | NS      | $1559176.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Lab Corp                                        | Rocket Lab Corp                                                                  | CUSIP: 773121108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -39100 | NS      | $-2727616.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Pharmaceuticals Inc                             | Rocket Pharmaceuticals Inc                                                       | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |       23800 | NS      | $83538.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockwell Automation Inc                                | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |          40 | NS      | $15562.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockwell Automation Inc                                | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Short            | EC               | CORP              | US        |        -144 | NS      | $-56026.08     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rockwell Medical Inc                                   | Rockwell Medical Inc                                                             | CUSIP: 774374300<br>LEI: 529900Y6YUB5X93MMD77 | Short            | EC               | CORP              | US        |       -3936 | NS      | $-3280.66      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Roku Inc                                               | Roku Inc                                                                         | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       22900 | NS      | $2484421.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Roku Inc                                               | Roku Inc                                                                         | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Short            | EC               | CORP              | US        |       -1789 | NS      | $-194088.61    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Romark CLO Ltd                                         | Romark CLO II Ltd                                                                | CUSIP: 77587EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2250000 | PA      | $2209745.25    | 0.06%             | 2031-07-25      | Floating      | 10.37%                | No            | 2                  | On Loan: No      |
| Root Inc/OH                                            | Root Inc/OH                                                                      | CUSIP: 77664L207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1817 | NS      | $-131241.91    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ross Stores Inc                                        | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       13245 | NS      | $2385954.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       10636 | NS      | $781533.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rubrik Inc                                             | Rubrik Inc                                                                       | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |        3200 | NS      | $244736.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rubrik Inc                                             | Rubrik Inc                                                                       | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Short            | EC               | CORP              | US        |        -785 | NS      | $-60036.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RideNow Group Inc                                      | RideNow Group Inc                                                                | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Short            | EC               | CORP              | US        |        -249 | NS      | $-1374.48      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Runway Growth Finance Corp                             | Runway Growth Finance Corp                                                       | CUSIP: 78163D100<br>LEI: 254900AXR3J2N1XT0V02 | Long             | EC               | CORP              | US        |        5300 | NS      | $47329.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Street Interactive Inc                            | Rush Street Interactive Inc                                                      | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9700 | NS      | $188471.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RxSight Inc                                            | RxSight Inc                                                                      | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9000 | NS      | $93780.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryanair Holdings PLC                                   | Ryanair Holdings PLC                                                             | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |          50 | NS      | $3609.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryan Specialty Holdings Inc                            | Ryan Specialty Holdings Inc                                                      | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3000 | NS      | $-154890.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ryerson Holding Corp                                   | Ryerson Holding Corp                                                             | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |         100 | NS      | $2516.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryman Hospitality Properties Inc                       | Ryman Hospitality Properties Inc                                                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Short            | EC               |  | US        |      -10800 | NS      | $-1021896.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| SES AI Corp                                            | SES AI Corp                                                                      | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       54300 | NS      | $97740.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SCG Hotel Issuer Inc                                   | SCG Trust 2025-SNIP                                                              | CUSIP: 78398JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1002417.00    | 0.03%             | 2042-09-15      | Floating      | 7.15%                 | No            | 2                  | On Loan: No      |
| S&P Global Inc                                         | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |          12 | NS      | $6271.08       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                                         | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |        -302 | NS      | $-157822.18    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SEACOR Marine Holdings Inc                             | SEACOR Marine Holdings Inc                                                       | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-12040.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SG Commercial Mortgage Securities Trust                | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAV6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |      205000 | PA      | $179608.91     | 0.00%             | 2048-10-10      | Variable      | 4.81%                 | No            | 2                  | On Loan: No      |
| SHR Trust                                              | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      674000 | PA      | $678514.45     | 0.02%             | 2041-10-15      | Floating      | 7.35%                 | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securities Trust                | SG Commercial Mortgage Securities Trust 2019-PREZ                                | CUSIP: 78430EAL9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     1720000 | PA      | $1462053.32    | 0.04%             | 2039-09-15      | Variable      | 3.48%                 | No            | 2                  | On Loan: No      |
| SFO Commerical Mortgage Trust                          | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $989478.00     | 0.03%             | 2038-05-15      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| SK Telecom Co Ltd                                      | SK Telecom Co Ltd                                                                | CUSIP: 78440P306<br>LEI: 9884003WEA1PHW006037 | Short            | EC               | CORP              | KR        |        -300 | NS      | $-6159.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SL Green Realty Corp                                   | SL Green Realty Corp                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               |  | US        |       -2751 | NS      | $-126188.37    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF             | State Street SPDR S&P Regional Banking ETF                                       | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Short            | EC               | RF                | US        |       -1415 | NS      | $-91706.15     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Retail ETF                       | State Street SPDR S&P Retail ETF                                                 | CUSIP: 78464A714<br>LEI: 549300HHG63HQV071458 | Short            | EC               | RF                | US        |        -458 | NS      | $-39062.82     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Insurance ETF                    | State Street SPDR S&P Insurance ETF                                              | CUSIP: 78464A789<br>LEI: 5493000JPXJASDQETJ56 | Long             | EC               | RF                | US        |         221 | NS      | $13293.15      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Biotech ETF                      | State Street SPDR S&P Biotech ETF                                                | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Short            | EC               | RF                | US        |       -2304 | NS      | $-280926.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Homebuilders ETF                 | State Street SPDR S&P Homebuilders ETF                                           | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Short            | EC               | RF                | US        |       -3394 | NS      | $-349446.24    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| SS&C Technologies Holdings Inc                         | SS&C Technologies Holdings Inc                                                   | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Short            | EC               | CORP              | US        |      -14563 | NS      | $-1273097.46   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| STAR 2022-SFR3 Trust                                   | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $995774.00     | 0.03%             | 2039-05-17      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                     | STWD 2021-LIH Mortgage Trust                                                     | CUSIP: 78486EAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $124165.50     | 0.00%             | 2036-11-15      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                     | STWD 2021-LIH Mortgage Trust                                                     | CUSIP: 78486EAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $989125.00     | 0.03%             | 2036-11-15      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| Springs Windows Fashions LLC                           | Springs Windows Fashions LLC 2024 First Lien Second Out TL A2                    | CUSIP: 78489HAE8<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |     8742239 | PA      | $5695568.85    | 0.15%             | 2028-10-06      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| SWF HOLDINGS I CORP                                    | SWF Holdings I Corp                                                              | CUSIP: 78500CAA2<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     3107589 | PA      | $1274111.49    | 0.03%             | 2029-10-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Sable Offshore Corp                                    | Sable Offshore Corp                                                              | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-16236.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RenX Enterprises Corp                                  | RenX Enterprises Corp                                                            | CUSIP: 78637J204<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -5 | NS      | $-0.95         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alarum Technologies Ltd                                | Alarum Technologies Ltd                                                          | CUSIP: 78643B500<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         300 | NS      | $2574.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sagimet Biosciences Inc                                | Sagimet Biosciences Inc                                                          | CUSIP: 786700104<br>LEI: 2549002OT2F8BV0VPD02 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-13616.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SailPoint Inc                                          | SailPoint Inc                                                                    | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       61639 | NS      | $1246956.97    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SailPoint Inc                                          | SailPoint Inc                                                                    | CUSIP: 78781J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -878 | NS      | $-17761.94     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                | Saluda Grade Alternative Mortgage Trust 2023-FIG4                                | CUSIP: 79581UAC8<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |      723269 | PA      | $752004.95     | 0.02%             | 2053-11-25      | Variable      | 8.01%                 | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                | Saluda Grade Alternative Mortgage Trust 2023-FIG3                                | CUSIP: 79582AAB3<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     1192143 | PA      | $1211552.65    | 0.03%             | 2053-08-25      | Fixed         | 7.71%                 | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                   | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     9885852 | PA      | $10013923.21   | 0.27%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                | Saluda Grade Alternative Mortgage Trust 2024-INV1                                | CUSIP: 795924AE9<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |     1054000 | PA      | $1072069.78    | 0.03%             | 2059-08-25      | Variable      | 7.15%                 | No            | 2                  | On Loan: No      |
| Sana Biotechnology Inc                                 | Sana Biotechnology Inc                                                           | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $4477.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanara Medtech Inc                                     | Sanara Medtech Inc                                                               | CUSIP: 79957L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2335.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sandisk Corp/DE                                        | Sandisk Corp/DE                                                                  | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16500 | NS      | $3916770.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sandisk Corp/DE                                        | Sandisk Corp/DE                                                                  | CUSIP: 80004C200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -381 | NS      | $-90441.78     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| John B Sanfilippo & Son Inc                            | John B Sanfilippo & Son Inc                                                      | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |        1500 | NS      | $105900.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sangamo Therapeutics Inc                               | Sangamo Therapeutics Inc                                                         | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |       72200 | NS      | $30324.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                                           | Sanmina Corp                                                                     | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-600280.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                           | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Short            | EC               | CORP              | DE        |         -20 | NS      | $-4858.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Palladyne AI Corp                                      | Palladyne AI Corp                                                                | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          33 | NS      | $140.58        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                               | Sarepta Therapeutics Inc                                                         | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       23000 | NS      | $494960.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sasol Ltd                                              | Sasol Ltd                                                                        | CUSIP: 803866300<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |        1300 | NS      | $8463.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Satellogic Inc                                         | Satellogic Inc                                                                   | CUSIP: 80401C100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11100 | NS      | $-20757.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Savara Inc                                             | Savara Inc                                                                       | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1206.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Savers Value Village Inc                               | Savers Value Village Inc                                                         | CUSIP: 80517M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-2802.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Saxon Asset Securities Trust                           | Saxon Asset Securities Trust 2004-2                                              | CUSIP: 805564QC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      333674 | PA      | $284122.37     | 0.01%             | 2035-08-25      | Variable      | 2.83%                 | No            | 2                  | On Loan: No      |
| Saxon Asset Securities Trust                           | Saxon Asset Securities Trust 2004-2                                              | CUSIP: 805564QD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      363971 | PA      | $289755.74     | 0.01%             | 2035-08-25      | Variable      | 2.83%                 | No            | 2                  | On Loan: No      |
| Scantech AI Systems Inc                                | Scantech AI Systems Inc                                                          | CUSIP: 80603V203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          25 | NS      | $61.50         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SLB Ltd                                                | SLB Ltd                                                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        4454 | NS      | $170944.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholastic Corp                                        | Scholastic Corp                                                                  | CUSIP: 807066105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2963.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Schrodinger Inc/United States                          | Schrodinger Inc/United States                                                    | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |        5800 | NS      | $103704.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                                | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      118100 | NS      | $11799371.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Mativ Holdings Inc                                     | Mativ Holdings Inc                                                               | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |         100 | NS      | $1215.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Science Applications International Corp                | Science Applications International Corp                                          | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Short            | EC               | CORP              | US        |        -500 | NS      | $-50330.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Scotts Miracle-Gro Co/The                              | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |         600 | NS      | $35010.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EW Scripps Co/The                                      | EW Scripps Co/The                                                                | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |        3900 | NS      | $15561.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd                                                | Sea Ltd                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       27400 | NS      | $3495418.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd                                                | Sea Ltd                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | KY        |         -81 | NS      | $-10333.17     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seacoast Banking Corp of Florida                       | Seacoast Banking Corp of Florida                                                 | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      393046 | NS      | $12349505.32   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Sealed Air Corp                                        | Sealed Air Corp                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Short            | EC               | CORP              | US        |        -100 | NS      | $-4143.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seaport Entertainment Group Inc                        | Seaport Entertainment Group Inc                                                  | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Short            | EC               | CORP              | US        |        -500 | NS      | $-9885.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Parks & Resorts Inc                             | United Parks & Resorts Inc                                                       | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Short            | EC               | CORP              | US        |       -4600 | NS      | $-166980.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Health Care Select Sector SPDR ETF        | State Street Health Care Select Sector SPDR ETF                                  | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Short            | EC               | RF                | US        |       -1155 | NS      | $-178794.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Consumer Staples Select Sector SPDR ETF   | State Street Consumer Staples Select Sector SPDR ETF                             | CUSIP: 81369Y308<br>LEI: 549300Z52QUV3UXHLA68 | Short            | EC               | RF                | US        |      -12426 | NS      | $-965251.68    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Energy Select Sector SPDR ETF             | State Street Energy Select Sector SPDR ETF                                       | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Short            | EC               | RF                | US        |      -15028 | NS      | $-671901.88    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Industrial Select Sector SPDR ETF         | State Street Industrial Select Sector SPDR ETF                                   | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Short            | EC               | RF                | US        |       -3221 | NS      | $-499641.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Utilities Select Sector SPDR ETF          | State Street Utilities Select Sector SPDR ETF                                    | CUSIP: 81369Y886<br>LEI: 549300ERQDM80PRYUH21 | Long             | EC               | RF                | US        |         849 | NS      | $36243.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seer Inc                                               | Seer Inc                                                                         | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5100 | NS      | $9333.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Water Solutions Inc                             | Select Water Solutions Inc                                                       | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-35768.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Select Medical Holdings Corp                           | Select Medical Holdings Corp                                                     | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $16335.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cartesian Therapeutics Inc                             | Cartesian Therapeutics Inc                                                       | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |          40 | NS      | $288.40        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Selectquote Inc                                        | Selectquote Inc                                                                  | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-4794.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SELLAS Life Sciences Group Inc                         | SELLAS Life Sciences Group Inc                                                   | CUSIP: 81642T209<br>LEI: 549300VZIH50VYURLQ98 | Long             | EC               | CORP              | US        |        2833 | NS      | $10680.41      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GeneDx Holdings Corp                                   | GeneDx Holdings Corp                                                             | CUSIP: 81663L200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2900 | NS      | $-377174.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Semler Scientific Inc                                  | Semler Scientific Inc                                                            | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-76450.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corp                                           | Semtech Corp                                                                     | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |        -700 | NS      | $-51583.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sempra                                                 | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |      -31300 | NS      | $-2763477.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Sensient Technologies Corp                             | Sensient Technologies Corp                                                       | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |         200 | NS      | $18790.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Senti Biosciences Inc                                  | Senti Biosciences Inc                                                            | CUSIP: 81726A209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-104.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Senseonics Holdings Inc                                | Senseonics Holdings Inc                                                          | CUSIP: 81727U303<br>LEI: 549300RCH6Z07TBHJ258 | Short            | EC               | CORP              | US        |       -5560 | NS      | $-30691.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SentinelOne Inc                                        | SentinelOne Inc                                                                  | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Short            | EC               | CORP              | US        |       -1865 | NS      | $-27975.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                 | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JCE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2158000 | PA      | $1517242.32    | 0.04%             | 2049-11-25      | Variable      | 3.78%                 | No            | 2                  | On Loan: No      |
| Sera Prognostics Inc                                   | Sera Prognostics Inc                                                             | CUSIP: 81749D107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -629 | NS      | $-1855.55      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seres Therapeutics Inc                                 | Seres Therapeutics Inc                                                           | CUSIP: 81750R201<br>LEI: 549300GMXBE5NUWISF13 | Short            | EC               | CORP              | US        |         -45 | NS      | $-669.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seritage Growth Properties                             | Seritage Growth Properties                                                       | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |         700 | NS      | $2275.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Serve Robotics Inc                                     | Serve Robotics Inc                                                               | CUSIP: 81758H106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12300 | NS      | $-127674.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Service Properties Trust                               | Service Properties Trust                                                         | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Short            | EC               |  | US        |        -100 | NS      | $-184.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                         | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       38040 | NS      | $5827347.60    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                         | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |       -3232 | NS      | $-495110.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ServiceTitan Inc                                       | ServiceTitan Inc                                                                 | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14224 | NS      | $1514856.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ServisFirst Bancshares Inc                             | ServisFirst Bancshares Inc                                                       | CUSIP: 81768T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6218 | NS      | $-446390.22    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA CVR SESEN BIO                                   | CONTRA CVR SESEN BIO                                                             | CUSIP: 817CVR038<br>LEI: 549300DGKHONOZQIY116 | Short            | EC               | CORP              | US        |      -25568 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Sharplink Gaming Inc                                   | Sharplink Gaming Inc                                                             | CUSIP: 820014405<br>LEI: 254900CZRMKT24A29H69 | Short            | EC               | CORP              | US        |      -64900 | NS      | $-580206.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Shattuck Labs Inc                                      | Shattuck Labs Inc                                                                | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3200 | NS      | $11680.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                                | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        2160 | NS      | $699904.80     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shift4 Payments Inc                                    | Shift4 Payments Inc                                                              | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10553 | NS      | $664522.41     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shift4 Payments Inc                                    | Shift4 Payments Inc                                                              | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14000 | NS      | $-881580.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ShiftPixy Inc                                          | ShiftPixy Inc                                                                    | CUSIP: 82452L500<br>LEI: 5299000XGQMB6TK04R72 | Long             | EC               | CORP              | US        |           1 | NS      | $6.53          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Shopify Inc                                            | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |      -38429 | NS      | $-6185916.13   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| SoundThinking Inc                                      | SoundThinking Inc                                                                | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |         300 | NS      | $2409.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SI-BONE Inc                                            | SI-BONE Inc                                                                      | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |        1600 | NS      | $31552.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sibanye Stillwater Ltd                                 | Sibanye Stillwater Ltd                                                           | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |       18000 | NS      | $256500.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sidus Space Inc                                        | Sidus Space Inc                                                                  | CUSIP: 826165201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -16400 | NS      | $-51496.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Bancorp                                         | Sierra Bancorp                                                                   | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $6536.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sight Sciences Inc                                     | Sight Sciences Inc                                                               | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $9516.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sigma Lithium Corp                                     | Sigma Lithium Corp                                                               | CUSIP: 826599102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -19600 | NS      | $-258524.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Signal Peak CLO, LLC                                   | Signal Peak CLO 5 Ltd                                                            | CUSIP: 82666VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001170.00    | 0.03%             | 2037-04-25      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| Silence Therapeutics PLC                               | Silence Therapeutics PLC                                                         | CUSIP: 82686Q101<br>LEI: 213800SSURRJBX85SQ91 | Long             | EC               | CORP              | GB        |        1300 | NS      | $7904.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silgan Holdings Inc                                    | Silgan Holdings Inc                                                              | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |        1300 | NS      | $52481.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silicon Motion Technology Corp                         | Silicon Motion Technology Corp                                                   | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |         700 | NS      | $64890.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silver Point CLO, Ltd                                  | Silver Point Clo 5 Ltd                                                           | CUSIP: 82809BAL0<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |     1095000 | PA      | $1097529.45    | 0.03%             | 2037-10-20      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO, Ltd                                  | Silver Point CLO 9 Ltd                                                           | CUSIP: 82809VAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3565943.50    | 0.09%             | 2038-03-31      | Floating      | 9.29%                 | No            | 2                  | On Loan: No      |
| Silvercrest Asset Management Group Inc                 | Silvercrest Asset Management Group Inc                                           | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $4557.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silvercorp Metals Inc                                  | Silvercorp Metals Inc                                                            | CUSIP: 82835P103<br>LEI: 52990092RT3UCQ7G3177 | Long             | EC               | CORP              | CA        |       26800 | NS      | $223512.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ARS Pharmaceuticals Inc                                | ARS Pharmaceuticals Inc                                                          | CUSIP: 82835W108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-5825.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QXO Inc                                                | QXO Inc                                                                          | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Short            | EC               | CORP              | US        |       -4825 | NS      | $-93074.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Simmons First National Corp                            | Simmons First National Corp                                                      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |        7000 | NS      | $131950.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Simmons First National Corp                            | Simmons First National Corp                                                      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Short            | EC               | CORP              | US        |      -45522 | NS      | $-858089.70    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Simply Good Foods Co/The                               | Simply Good Foods Co/The                                                         | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $16064.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Simpson Manufacturing Co Inc                           | Simpson Manufacturing Co Inc                                                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       50000 | NS      | $8073500.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Simulations Plus Inc                                   | Simulations Plus Inc                                                             | CUSIP: 829214105<br>LEI: 529900KYRDJAQ8TJCG93 | Long             | EC               | CORP              | US        |         200 | NS      | $3646.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sinclair Inc                                           | Sinclair Inc                                                                     | CUSIP: 829242106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-18360.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Algorhythm Holdings Inc                                | Algorhythm Holdings Inc                                                          | CUSIP: 829322502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           5 | NS      | $5.10          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SiNtx Technologies Inc                                 | SiNtx Technologies Inc                                                           | CUSIP: 829392703<br>LEI: 549300DWWSMS2K42ZP12 | Long             | EC               | CORP              | US        |          43 | NS      | $165.98        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sionna Therapeutics Inc                                | Sionna Therapeutics Inc                                                          | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4742 | NS      | $195085.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sionna Therapeutics Inc                                | Sionna Therapeutics Inc                                                          | CUSIP: 829401108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-4114.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SiteOne Landscape Supply Inc                           | SiteOne Landscape Supply Inc                                                     | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Short            | EC               | CORP              | US        |        -304 | NS      | $-37866.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SiTime Corp                                            | SiTime Corp                                                                      | CUSIP: 82982T106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-141276.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sirius XM Holdings Inc                                 | Sirius XM Holdings Inc                                                           | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |        6081 | NS      | $121589.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Six Flags Entertainment Corp                           | Six Flags Entertainment Corp                                                     | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Short            | EC               | CORP              | US        |      -33388 | NS      | $-512171.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sixth Street CLO XVI, LTD.                             | Sixth Street CLO XIX Ltd                                                         | CUSIP: 83012KAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1050000 | PA      | $1048788.30    | 0.03%             | 2038-07-17      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| Core AI Holdings Inc                                   | Core AI Holdings Inc                                                             | CUSIP: 83013Q871<br>LEI: 549300RWGZ0LQXV77115 | Short            | EC               | CORP              | CA        |        -150 | NS      | $-244.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skillsoft Corp                                         | Skillsoft Corp                                                                   | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Short            | EC               | CORP              | US        |        -500 | NS      | $-4650.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skillz Inc                                             | Skillz Inc                                                                       | CUSIP: 83067L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $862.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Champion Homes Inc                                     | Champion Homes Inc                                                               | CUSIP: 830830105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-169000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skye Bioscience Inc                                    | Skye Bioscience Inc                                                              | CUSIP: 83086J200<br>LEI: 5493004823BTPRPZ8750 | Long             | EC               | CORP              | US        |         200 | NS      | $149.94        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SkyWest Inc                                            | SkyWest Inc                                                                      | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |        1100 | NS      | $110451.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions Inc                                 | Skyworks Solutions Inc                                                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       20800 | NS      | $1318928.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SkyWater Technology Inc                                | SkyWater Technology Inc                                                          | CUSIP: 83089J108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-3632.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skyward Specialty Insurance Group Inc                  | Skyward Specialty Insurance Group Inc                                            | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |        3600 | NS      | $183996.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sleep Number Corp                                      | Sleep Number Corp                                                                | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |         700 | NS      | $5922.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Slide Insurance Holdings Inc                           | Slide Insurance Holdings Inc                                                     | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Short            | EC               | CORP              | US        |        -400 | NS      | $-7792.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AiRWA Inc                                              | AiRWA Inc                                                                        | CUSIP: 831445507<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8000 | NS      | $-6240.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Wesson Brands Inc                              | Smith & Wesson Brands Inc                                                        | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |        9000 | NS      | $88830.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Nephew PLC                                     | Smith & Nephew PLC                                                               | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Short            | EC               | CORP              | GB        |      -10400 | NS      | $-341224.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| A O Smith Corp                                         | A O Smith Corp                                                                   | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Short            | EC               | CORP              | US        |       -2442 | NS      | $-163320.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SmartFinancial Inc                                     | SmartFinancial Inc                                                               | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9391 | NS      | $347373.09     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Smartstop Self Storage REIT Inc                        | Smartstop Self Storage REIT Inc                                                  | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Short            | EC               |  | US        |       -1200 | NS      | $-37128.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Smith Douglas Homes Corp                               | Smith Douglas Homes Corp                                                         | CUSIP: 83207R107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1677.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Smithfield Foods Inc                                   | Smithfield Foods Inc                                                             | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |       66859 | NS      | $1492961.47    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| J M Smucker Co/The                                     | J M Smucker Co/The                                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         500 | NS      | $48905.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                               | Snap Inc                                                                         | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      191900 | NS      | $1548633.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SNDL Inc                                               | SNDL Inc                                                                         | CUSIP: 83307B101<br>LEI: 984500EBVC4BEACF6F53 | Short            | EC               | CORP              | CA        |      -14840 | NS      | $-24634.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Snow Lake Resources Ltd                                | Snow Lake Resources Ltd                                                          | CUSIP: 83336J307<br>LEI: 9845007A7BEFFO969031 | Short            | EC               | CORP              | CA        |        -400 | NS      | $-1200.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                                          | Snowflake Inc                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        1681 | NS      | $368744.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| So-Young International Inc                             | So-Young International Inc                                                       | CUSIP: 83356Q108<br>LEI: 984500B9F0H7D6BA5A92 | Short            | EC               | CORP              | KY        |       -1900 | NS      | $-4864.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sobr Safe Inc                                          | Sobr Safe Inc                                                                    | CUSIP: 833592405<br>LEI: 549300YG941KH8DWTB22 | Short            | EC               | CORP              | US        |        -100 | NS      | $-214.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Society Pass Inc                                       | Society Pass Inc                                                                 | CUSIP: 83370P201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-380.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SoFi Technologies Inc                                  | SoFi Technologies Inc                                                            | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      171000 | NS      | $4476780.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| SLR Investment Corp                                    | SLR Investment Corp                                                              | CUSIP: 83413U100<br>LEI: BJOT6DX9ML6BR3Z0O636 | Long             | EC               | CORP              | US        |         800 | NS      | $12368.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SolarEdge Technologies Inc                             | SolarEdge Technologies Inc                                                       | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       13100 | NS      | $377935.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaris Energy Infrastructure Inc                      | Solaris Energy Infrastructure Inc                                                | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        5400 | NS      | $248238.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaris US Bidco LLC                                   | Solaris US Bidco LLC Term Loan B                                                 | CUSIP: 83419KAC0<br>LEI: 2549003TDWENUCVBGQ49 | Long             | LON              | CORP              | US        |     3872018 | PA      | $3794577.24    | 0.10%             | 2030-11-29      | Floating      | 9.07%                 | No            | 2                  | On Loan: No      |
| Soleno Therapeutics Inc                                | Soleno Therapeutics Inc                                                          | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Short            | EC               | CORP              | US        |       -6400 | NS      | $-296320.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Solid Biosciences Inc                                  | Solid Biosciences Inc                                                            | CUSIP: 83422E204<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3027 | NS      | $-17072.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solid Power Inc                                        | Solid Power Inc                                                                  | CUSIP: 83422N105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13200 | NS      | $-56100.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solstice Advanced Materials Inc                        | Solstice Advanced Materials Inc                                                  | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |         800 | NS      | $38864.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonic Automotive Inc                                   | Sonic Automotive Inc                                                             | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |         100 | NS      | $6186.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SOTHEBY'S                                              | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     1656000 | PA      | $1646308.42    | 0.04%             | 2027-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                  | Sotheby's/Bidfair Holdings Inc                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1400242.14    | 0.04%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Sotera Health Co                                       | Sotera Health Co                                                                 | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $12348.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SoundHound AI Inc                                      | SoundHound AI Inc                                                                | CUSIP: 836100107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -127800 | NS      | $-1274166.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Sound Point CLO LTD                                    | Sound Point CLO XXIII                                                            | CUSIP: 83614CAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2400000 | PA      | $2126935.20    | 0.06%             | 2034-07-15      | Floating      | 10.64%                | No            | 2                  | On Loan: No      |
| South Plains Financial Inc                             | South Plains Financial Inc                                                       | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |         400 | NS      | $15520.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp                                   | Southern Copper Corp                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |          60 | NS      | $8608.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern First Bancshares Inc                          | Southern First Bancshares Inc                                                    | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $5152.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Missouri Bancorp Inc                          | Southern Missouri Bancorp Inc                                                    | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $5912.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southside Bancshares Inc                               | Southside Bancshares Inc                                                         | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |        2000 | NS      | $60780.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHSTATE BANK CORP                                   | SOUTHSTATE BANK CORP                                                             | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |        6123 | NS      | $576235.53     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SOW GOOD INC                                           | SOW GOOD INC                                                                     | CUSIP: 84612H106<br>LEI: 549300WFA15FJEGWWF44 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-1169.95      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spectral AI Inc                                        | Spectral AI Inc                                                                  | CUSIP: 84757T105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-2840.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spectrum Brands Holdings Inc                           | Spectrum Brands Holdings Inc                                                     | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |        3100 | NS      | $183148.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spero Therapeutics Inc                                 | Spero Therapeutics Inc                                                           | CUSIP: 84833T103<br>LEI: 54930074G13LHWJT2323 | Long             | EC               | CORP              | US        |        3100 | NS      | $7223.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sphere 3D Corp                                         | Sphere 3D Corp                                                                   | CUSIP: 84841L407<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |         -14 | NS      | $-4.17         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spire Global Inc                                       | Spire Global Inc                                                                 | CUSIP: 848560306<br>LEI: 549300EZFBLFFHJ5MF06 | Short            | EC               | CORP              | US        |        -250 | NS      | $-1875.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spok Holdings Inc                                      | Spok Holdings Inc                                                                | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |         207 | NS      | $2730.33       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sportsman's Warehouse Holdings Inc                     | Sportsman's Warehouse Holdings Inc                                               | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |        6500 | NS      | $9490.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprout Social Inc                                      | Sprout Social Inc                                                                | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |       11600 | NS      | $130732.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stagwell Inc                                           | Stagwell Inc                                                                     | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Short            | EC               | CORP              | US        |        -100 | NS      | $-489.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Standard Lithium Ltd                                   | Standard Lithium Ltd                                                             | CUSIP: 853606101<br>LEI: 549300LA4BSHAKT4SL33 | Short            | EC               | CORP              | CA        |      -20700 | NS      | $-92529.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Standex International Corp                             | Standex International Corp                                                       | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Short            | EC               | CORP              | US        |        -100 | NS      | $-21728.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| StandardAero Inc                                       | StandardAero Inc                                                                 | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       46229 | NS      | $1325847.72    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker Inc                             | Stanley Black & Decker Inc                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Short            | EC               | CORP              | US        |        -300 | NS      | $-22284.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stardust Power Inc                                     | Stardust Power Inc                                                               | CUSIP: 854936200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -160 | NS      | $-489.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                         | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |      -80812 | NS      | $-6805178.52   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Property Trust Inc                            | Starwood Property Trust Inc                                                      | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |       47415 | NS      | $853944.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1          | Starwood Mortgage Residential Trust 2020-INV                                     | CUSIP: 85573EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123000 | PA      | $113987.05     | 0.00%             | 2055-11-25      | Fixed         | 3.26%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2021-4                                       | CUSIP: 85573PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      268000 | PA      | $219639.40     | 0.01%             | 2056-08-25      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2022-1                                       | CUSIP: 85573TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135000 | PA      | $102812.09     | 0.00%             | 2066-12-25      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics Inc                                     | Steel Dynamics Inc                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-643910.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Stellus Capital Investment Corp                        | Stellus Capital Investment Corp                                                  | CUSIP: 858568108<br>LEI: 5493001DZV6QC1KUSC43 | Long             | EC               | CORP              | US        |        1200 | NS      | $15216.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stepan Co                                              | Stepan Co                                                                        | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |         200 | NS      | $9472.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stem Inc                                               | Stem Inc                                                                         | CUSIP: 85859N300<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |         100 | NS      | $1505.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar Bancorp Inc                                    | Stellar Bancorp Inc                                                              | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      167849 | NS      | $5193248.06    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| StepStone Group Inc                                    | StepStone Group Inc                                                              | CUSIP: 85914M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4700 | NS      | $-301599.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sterling Infrastructure Inc                            | Sterling Infrastructure Inc                                                      | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Short            | EC               | CORP              | US        |         -40 | NS      | $-12249.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stewart Information Services Corp                      | Stewart Information Services Corp                                                | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |        2371 | NS      | $166586.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stitch Fix Inc                                         | Stitch Fix Inc                                                                   | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |         100 | NS      | $525.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STMicroelectronics NV                                  | STMicroelectronics NV                                                            | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |        2300 | NS      | $59662.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STMicroelectronics NV                                  | STMicroelectronics NV                                                            | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Short            | EC               | CORP              | NL        |       -1114 | NS      | $-28897.16     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stoke Therapeutics Inc                                 | Stoke Therapeutics Inc                                                           | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-38088.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stoneridge Inc                                         | Stoneridge Inc                                                                   | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |        3800 | NS      | $22002.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneX Group Inc                                       | StoneX Group Inc                                                                 | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-209286.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Storm King Park CLO, Ltd                               | Storm King Park CLO LTD                                                          | CUSIP: 862179AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1687000 | PA      | $1667717.59    | 0.04%             | 2037-10-15      | Floating      | 10.05%                | No            | 2                  | On Loan: No      |
| Strategic Education Inc                                | Strategic Education Inc                                                          | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |         300 | NS      | $24060.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Strive Inc                                             | Strive Inc                                                                       | CUSIP: 862945102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -195500 | NS      | $-144279.02    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Strawberry Fields REIT Inc                             | Strawberry Fields REIT Inc                                                       | CUSIP: 863182101<br>LEI: N/A                  | Long             | EC               |  | US        |         700 | NS      | $9170.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stride Inc                                             | Stride Inc                                                                       | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |        5200 | NS      | $337636.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Structured Asset Securities Corporation                | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003 26A         | CUSIP: 86359AU84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160878 | PA      | $109861.14     | 0.00%             | 2033-09-25      | Variable      | 4.93%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments Inc              | Structured Asset Mortgage Investments II Trust 2007-AR1                          | CUSIP: 86362XAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      382033 | PA      | $425613.12     | 0.01%             | 2037-01-25      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Stubhub Holdings Inc                                   | Stubhub Holdings Inc                                                             | CUSIP: 86384P109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-9471.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sturm Ruger & Co Inc                                   | Sturm Ruger & Co Inc                                                             | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |        1400 | NS      | $45710.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                    | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562M209<br>LEI: 35380028MYWPB6AUO129 | Short            | EC               | CORP              | JP        |       -2800 | NS      | $-54124.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Summit Therapeutics Inc                                | Summit Therapeutics Inc                                                          | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          15 | NS      | $262.35        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Therapeutics Inc                                | Summit Therapeutics Inc                                                          | CUSIP: 86627T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -30500 | NS      | $-533445.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Datavault AI Inc                                       | Datavault AI Inc                                                                 | CUSIP: 86633R609<br>LEI: 549300ZRVZV7FC0R7594 | Short            | EC               | CORP              | US        |      -54300 | NS      | $-35409.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sun Communities Inc                                    | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               |  | US        |       -5800 | NS      | $-718678.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Sun Country Airlines Holdings Inc                      | Sun Country Airlines Holdings Inc                                                | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |         400 | NS      | $5756.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Helios Issuer, LLC                                     | Sunnova Helios XIV Issuer LLC                                                    | CUSIP: 866974AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1077235 | PA      | $615788.21     | 0.02%             | 2051-05-22      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Helios Issuer, LLC                                     | Sunnova Helios XIII Issuer LLC                                                   | CUSIP: 86745CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      670484 | PA      | $315350.13     | 0.01%             | 2051-02-20      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Sunrun Inc                                             | Sunrun Inc                                                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       50985 | NS      | $938124.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Super Micro Computer Inc                               | Super Micro Computer Inc                                                         | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |      -14926 | NS      | $-436884.02    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Superior Group of Cos Inc                              | Superior Group of Cos Inc                                                        | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |         200 | NS      | $1936.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Partners Inc                                   | Surgery Partners Inc                                                             | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Short            | EC               | CORP              | US        |       -7700 | NS      | $-118965.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SurgePays Inc                                          | SurgePays Inc                                                                    | CUSIP: 86882L204<br>LEI: 549300107QZQ6Y0W4S20 | Short            | EC               | CORP              | US        |        -800 | NS      | $-1336.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Surf Air Mobility Inc                                  | Surf Air Mobility Inc                                                            | CUSIP: 868927203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -20571 | NS      | $-39907.74     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sutro Biopharma Inc                                    | Sutro Biopharma Inc                                                              | CUSIP: 869367201<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |         770 | NS      | $8908.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzano SA                                              | Suzano SA                                                                        | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Short            | EC               | CORP              | BR        |       -3000 | NS      | $-28020.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sweetgreen Inc                                         | Sweetgreen Inc                                                                   | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $10140.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Symbotic Inc                                           | Symbotic Inc                                                                     | CUSIP: 87151X101<br>LEI: 529900UN9QT55OG9I235 | Long             | EC               | CORP              | US        |        4899 | NS      | $291490.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ascent Industries Co                                   | Ascent Industries Co                                                             | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |         100 | NS      | $1619.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchronoss Technologies Inc                           | Synchronoss Technologies Inc                                                     | CUSIP: 87157B400<br>LEI: 5493007Z5J8Z2TA76376 | Long             | EC               | CORP              | US        |         700 | NS      | $5992.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Inc                                          | Synaptics Inc                                                                    | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |         200 | NS      | $14804.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                           | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |       -6515 | NS      | $-3060225.80   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Syndax Pharmaceuticals Inc                             | Syndax Pharmaceuticals Inc                                                       | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |        9500 | NS      | $199595.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Theriva Biologics Inc                                  | Theriva Biologics Inc                                                            | CUSIP: 87164U508<br>LEI: 529900RVC1I52VWB3G55 | Long             | EC               | CORP              | US        |          31 | NS      | $6.52          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Short            | EC               | CORP              | US        |      -16919 | NS      | $-1411552.17   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Syntec Optics Holdings Inc                             | Syntec Optics Holdings Inc                                                       | CUSIP: 87169M105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -9 | NS      | $-25.74        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Symphony CLO Ltd                                       | Symphony CLO 46 Ltd                                                              | CUSIP: 87171LAA1<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1995038.00    | 0.05%             | 2038-01-20      | Floating      | 9.53%                 | No            | 2                  | On Loan: No      |
| Sysco Corp                                             | Sysco Corp                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |      -26900 | NS      | $-1982261.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Symplr Software Inc                                    | Symplr Software Inc 2020 Term Loan                                               | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |     7235076 | PA      | $6125287.89    | 0.16%             | 2027-12-22      | Floating      | 8.44%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                       | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AX7<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |     2700000 | PA      | $2710068.30    | 0.07%             | 2038-01-05      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| System1 Inc                                            | System1 Inc                                                                      | CUSIP: 87200P208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          20 | NS      | $78.40         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tela Bio Inc                                           | Tela Bio Inc                                                                     | CUSIP: 872381108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2100 | NS      | $-2478.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TFI International Inc                                  | TFI International Inc                                                            | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-20670.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BAIYU Holdings Inc                                     | BAIYU Holdings Inc                                                               | CUSIP: 87250W301<br>LEI: 54930031878K0FR3JC36 | Short            | EC               | CORP              | US        |       -5388 | NS      | $-964.45       | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| TGP Holdings III LLC                                   | TGP Holdings III LLC 2021 Term Loan                                              | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     2898038 | PA      | $2694189.79    | 0.07%             | 2028-06-29      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| TIC Home Improvement Trust                             | TIC Home Improvement Trust 2024-A                                                | CUSIP: 87252DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      364000 | PA      | $364231.86     | 0.01%             | 2046-10-15      | Fixed         | 7.89%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                        | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       25000 | NS      | $3840250.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TKO Group Holdings Inc                                 | TKO Group Holdings Inc                                                           | CUSIP: 87256C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-167200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TKC Holdings Inc                                       | TKC Holdings Inc 2024 Term Loan                                                  | CUSIP: 87256FAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1183894 | PA      | $1186853.89    | 0.03%             | 2028-05-15      | Floating      | 8.72%                 | No            | 2                  | On Loan: No      |
| TKC HOLDINGS INC                                       | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9832000 | PA      | $10103274.74   | 0.27%             | 2029-05-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                                        | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       54708 | NS      | $11107912.32   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| TMC the metals co Inc                                  | TMC the metals co Inc                                                            | CUSIP: 87261Y106<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -34000 | NS      | $-209780.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2022-INV1 Trust                                                              | CUSIP: 872635AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      111000 | PA      | $85313.71      | 0.00%             | 2057-02-25      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2022-INV1 Trust                                                              | CUSIP: 872635AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $62860.20      | 0.00%             | 2057-02-25      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Tri Pointe Homes Inc                                   | Tri Pointe Homes Inc                                                             | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $47205.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TPC Group Inc                                          | TPC Group Inc 2024 Term Loan B                                                   | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |     1921224 | PA      | $1713098.24    | 0.05%             | 2031-12-16      | Floating      | 9.39%                 | No            | 2                  | On Loan: No      |
| TPG RE Finance Trust Inc                               | TPG RE Finance Trust Inc                                                         | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |       12500 | NS      | $107625.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2021-INV2 Trust                                                              | CUSIP: 87267TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $736119.00     | 0.02%             | 2056-11-25      | Variable      | 4.34%                 | No            | 2                  | On Loan: No      |
| TSS Inc/MD                                             | TSS Inc/MD                                                                       | CUSIP: 87288V101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4000 | NS      | $-28280.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tactile Systems Technology Inc                         | Tactile Systems Technology Inc                                                   | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |         300 | NS      | $8700.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       18720 | NS      | $5688820.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Short            | EC               | CORP              | TW        |       -4235 | NS      | $-1286974.15   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Take-Two Interactive Software Inc                      | Take-Two Interactive Software Inc                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        5115 | NS      | $1309593.45    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060205<br>LEI: 549300ZLMVP4X0OGR454 | Short            | EC               | CORP              | JP        |      -48800 | NS      | $-760792.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TAL Education Group                                    | TAL Education Group                                                              | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | KY        |        5100 | NS      | $55641.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Talen Energy Corp                                      | Talen Energy Corp                                                                | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Short            | EC               | CORP              | US        |        -360 | NS      | $-134942.40    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tandem Diabetes Care Inc                               | Tandem Diabetes Care Inc                                                         | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       14800 | NS      | $325304.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tapestry Inc                                           | Tapestry Inc                                                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Short            | EC               | CORP              | US        |        -531 | NS      | $-67845.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Target Corp                                            | Target Corp                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               | CORP              | US        |      -14832 | NS      | $-1449828.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp                                   | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        6462 | NS      | $1192239.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp                                   | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |       -6200 | NS      | $-1143900.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Taseko Mines Ltd                                       | Taseko Mines Ltd                                                                 | CUSIP: 876511106<br>LEI: 549300XKUO1JSLU7KX54 | Long             | EC               | CORP              | CA        |        1400 | NS      | $7924.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Taysha Gene Therapies Inc                              | Taysha Gene Therapies Inc                                                        | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $1650.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                               | Team Health Holdings Inc                                                         | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     1614453 | PA      | $1703247.92    | 0.05%             | 2028-06-30      | Fixed         | 13.50%                | No            | 2                  | On Loan: No      |
| Team Health Holdings Inc                               | Team Health Holdings Inc 2025 Term Loan B                                        | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     5104523 | PA      | $5117284.45    | 0.14%             | 2028-06-30      | Floating      | 8.34%                 | No            | 2                  | On Loan: No      |
| TechTarget Inc                                         | TechTarget Inc                                                                   | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |         800 | NS      | $4320.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tectonic Therapeutic Inc                               | Tectonic Therapeutic Inc                                                         | CUSIP: 878972108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -50 | NS      | $-1043.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA TECTONIC THERAP                                 | CONTRA TECTONIC THERAP                                                           | CUSIP: 878CVR018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         450 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TEGNA Inc                                              | TEGNA Inc                                                                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Short            | EC               | CORP              | US        |       -7600 | NS      | $-147516.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                              | Teledyne Technologies Inc                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       34200 | NS      | $17466966.00   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleflex Inc                                           | Teleflex Inc                                                                     | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-317304.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Telephone and Data Systems Inc                         | Telephone and Data Systems Inc                                                   | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Short            | EC               | CORP              | US        |      -23200 | NS      | $-951200.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Telos Corp                                             | Telos Corp                                                                       | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |        9900 | NS      | $50490.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tempest Therapeutics Inc                               | Tempest Therapeutics Inc                                                         | CUSIP: 87978U207<br>LEI: 529900QLMOA3D8VSCN33 | Short            | EC               | CORP              | US        |        -527 | NS      | $-1512.49      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tenaya Therapeutics Inc                                | Tenaya Therapeutics Inc                                                          | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4700 | NS      | $3344.06       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tempus AI Inc                                          | Tempus AI Inc                                                                    | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |        1400 | NS      | $82670.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Somnigroup International Inc                           | Somnigroup International Inc                                                     | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |      -28500 | NS      | $-2544480.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Tenable Holdings Inc                                   | Tenable Holdings Inc                                                             | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |        6800 | NS      | $160004.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 10X Genomics Inc                                       | 10X Genomics Inc                                                                 | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |       16000 | NS      | $260960.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp                                  | Tenet Healthcare Corp                                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        2340 | NS      | $465004.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenon Medical Inc                                      | Tenon Medical Inc                                                                | CUSIP: 88066N303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -49 | NS      | $-46.62        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Teradyne Inc                                           | Teradyne Inc                                                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        1300 | NS      | $251628.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradyne Inc                                           | Teradyne Inc                                                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |          -8 | NS      | $-1548.48      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Terawulf Inc                                           | Terawulf Inc                                                                     | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |       48700 | NS      | $559563.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Terns Pharmaceuticals Inc                              | Terns Pharmaceuticals Inc                                                        | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-76760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ternium SA                                             | Ternium SA                                                                       | CUSIP: 880890108<br>LEI: 529900QG4KU23TEI2E46 | Short            | EC               | CORP              | LU        |        -100 | NS      | $-3819.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Terrestrial Energy Inc                                 | Terrestrial Energy Inc                                                           | CUSIP: 881454102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-611.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                              | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       25540 | NS      | $11485848.80   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                              | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |        -433 | NS      | $-194728.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| TETRA Technologies Inc                                 | TETRA Technologies Inc                                                           | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Short            | EC               | CORP              | US        |       -7600 | NS      | $-71212.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bancshares Inc                           | Texas Capital Bancshares Inc                                                     | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |        2339 | NS      | $211773.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                                  | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        1700 | NS      | $294933.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                                  | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               | CORP              | US        |        -499 | NS      | $-86571.51     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Texas Roadhouse Inc                                    | Texas Roadhouse Inc                                                              | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Short            | EC               | CORP              | US        |         -25 | NS      | $-4150.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TG Therapeutics Inc                                    | TG Therapeutics Inc                                                              | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |        5000 | NS      | $149050.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Thames Water Super Senior Issuer PLC                   | Thames Water Super Senior Issuer PLC                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      612832 | PA      | $949949.52     | 0.03%             | 2027-10-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Beauty Health Co/The                                   | Beauty Health Co/The                                                             | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Short            | EC               | CORP              | US        |      -11100 | NS      | $-15429.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The9 Ltd                                               | The9 Ltd                                                                         | CUSIP: 88337K401<br>LEI: 529900PMX9KSG4W5TA36 | Short            | EC               | CORP              | KY        |        -237 | NS      | $-1509.69      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ONE Group Hospitality Inc/The                          | ONE Group Hospitality Inc/The                                                    | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Short            | EC               | CORP              | US        |        -400 | NS      | $-700.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trade Desk Inc/The                                     | Trade Desk Inc/The                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       96800 | NS      | $3674528.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Trade Desk Inc/The                                     | Trade Desk Inc/The                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |       -9084 | NS      | $-344828.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| RealReal Inc/The                                       | RealReal Inc/The                                                                 | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |       25600 | NS      | $403968.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                           | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |      -13904 | NS      | $-8056672.80   | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| Thermon Group Holdings Inc                             | Thermon Group Holdings Inc                                                       | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |        1300 | NS      | $48308.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Thomson Reuters Corp                                   | Thomson Reuters Corp                                                             | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Short            | EC               | CORP              | CA        |        -719 | NS      | $-94828.91     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Thornburg Mortgage Securities Trust                    | Thornburg Mortgage Securities Trust 2005-3                                       | CUSIP: 885220JJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      577548 | PA      | $470251.33     | 0.01%             | 2045-10-25      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| 3D Systems Corp                                        | 3D Systems Corp                                                                  | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |       29000 | NS      | $51330.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ThredUp Inc                                            | ThredUp Inc                                                                      | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |       10200 | NS      | $65178.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 374Water Inc                                           | 374Water Inc                                                                     | CUSIP: 88583P203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -10 | NS      | $-20.40        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Thryv Holdings Inc                                     | Thryv Holdings Inc                                                               | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $1210.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tidewater Inc                                          | Tidewater Inc                                                                    | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Short            | EC               | CORP              | US        |       -4300 | NS      | $-217193.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tigo Energy Inc                                        | Tigo Energy Inc                                                                  | CUSIP: 88675P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $2484.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tikehau US CLO Ltd                                     | Tikehau US CLO VII Ltd                                                           | CUSIP: 88677GAA9<br>LEI: 254900CXO5NATO3A5N33 | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $993086.00     | 0.03%             | 2038-02-25      | Floating      | 9.36%                 | No            | 2                  | On Loan: No      |
| Tilly's Inc                                            | Tilly's Inc                                                                      | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2300 | NS      | $4577.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tilray Brands Inc                                      | Tilray Brands Inc                                                                | CUSIP: 88688T209<br>LEI: 549300Y4V60733TO1478 | Short            | EC               | CORP              | US        |      -37032 | NS      | $-334398.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Metallus Inc                                           | Metallus Inc                                                                     | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |         200 | NS      | $3432.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan International Inc                                | Titan International Inc                                                          | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |        1100 | NS      | $8613.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Machinery Inc                                    | Titan Machinery Inc                                                              | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |        1000 | NS      | $15040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tivic Health Systems Inc                               | Tivic Health Systems Inc                                                         | CUSIP: 888705308<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -25 | NS      | $-36.25        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Toast Inc                                              | Toast Inc                                                                        | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |       -4880 | NS      | $-173288.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Toll Brothers Inc                                      | Toll Brothers Inc                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |         500 | NS      | $67610.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toll Brothers Inc                                      | Toll Brothers Inc                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Short            | EC               | CORP              | US        |        -856 | NS      | $-115748.32    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tompkins Financial Corp                                | Tompkins Financial Corp                                                          | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |         100 | NS      | $7252.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp                     | Tonix Pharmaceuticals Holding Corp                                               | CUSIP: 890260839<br>LEI: 529900ACPKP9QW20GX48 | Short            | EC               | CORP              | US        |         -35 | NS      | $-546.70       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tootsie Roll Industries Inc                            | Tootsie Roll Industries Inc                                                      | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |          45 | NS      | $1648.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp                                          | TopBuild Corp                                                                    | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |       -5540 | NS      | $-2311232.60   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                              | Toronto-Dominion Bank/The                                                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Short            | EC               | CORP              | CA        |      -51800 | NS      | $-4879560.00   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| TOTAL PLAY TELECOM                                     | Total Play Telecomunicaciones SA de CV                                           | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |     1290500 | PA      | $1237976.65    | 0.03%             | 2032-12-31      | Fixed         | 11.13%                | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2020-1                                                 | CUSIP: 89178WAG3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     2690000 | PA      | $2038654.16    | 0.05%             | 2060-01-25      | Variable      | 4.54%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2021-1                                                 | CUSIP: 89179YAH6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      494000 | PA      | $388513.22     | 0.01%             | 2061-11-25      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust                                                        | CUSIP: 89182FAD1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     3644000 | PA      | $3711818.48    | 0.10%             | 2063-10-25      | Variable      | 8.08%                 | No            | 2                  | On Loan: No      |
| Townsquare Media Inc                                   | Townsquare Media Inc                                                             | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |        2300 | NS      | $11822.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Motor Corp                                      | Toyota Motor Corp                                                                | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Short            | EC               | CORP              | JP        |       -8400 | NS      | $-1798104.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                                      | Tractor Supply Co                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |       -2238 | NS      | $-111922.38    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tradeweb Markets Inc                                   | Tradeweb Markets Inc                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21537 | NS      | $2316088.98    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TransAlta Corp                                         | TransAlta Corp                                                                   | CUSIP: 89346D107<br>LEI: 984500EE2ADD850F1C96 | Short            | EC               | CORP              | CA        |        -500 | NS      | $-6320.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TransCode Therapeutics Inc                             | TransCode Therapeutics Inc                                                       | CUSIP: 89357L501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           1 | NS      | $6.83          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group Inc                                  | TransMedics Group Inc                                                            | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |        5200 | NS      | $632580.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Transportadora de Gas del Sur SA                       | Transportadora de Gas del Sur SA                                                 | CUSIP: 893870204<br>LEI: 5299002TRC7IFQYSW596 | Short            | EC               | CORP              | AR        |       -1200 | NS      | $-37308.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TransUnion                                             | TransUnion                                                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |       -2406 | NS      | $-206314.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Travel + Leisure Co                                    | Travel + Leisure Co                                                              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-98742.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Travelzoo                                              | Travelzoo                                                                        | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |        1200 | NS      | $8544.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Travere Therapeutics Inc                               | Travere Therapeutics Inc                                                         | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13800 | NS      | $527298.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Treace Medical Concepts Inc                            | Treace Medical Concepts Inc                                                      | CUSIP: 89455T109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-735.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tredegar Corp                                          | Tredegar Corp                                                                    | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |         600 | NS      | $4308.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trestles CLO LTD                                       | Trestles CLO IX Ltd                                                              | CUSIP: 894932AN2<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001492.00    | 0.05%             | 2039-01-15      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Trex Co Inc                                            | Trex Co Inc                                                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6800 | NS      | $238544.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trevi Therapeutics Inc                                 | Trevi Therapeutics Inc                                                           | CUSIP: 89532M101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10100 | NS      | $-126452.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trestles CLO LTD                                       | Trestles Clo IV Ltd                                                              | CUSIP: 89532WBA6<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001359.00    | 0.03%             | 2038-10-30      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| TriCo Bancshares                                       | TriCo Bancshares                                                                 | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19854 | NS      | $940483.98     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tricolor Auto Securitization Trust                     | Tricolor Auto Securitization Trust 2025-1                                        | CUSIP: 89617CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      498000 | PA      | $62499.00      | 0.00%             | 2031-04-15      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| Trilogy Metals Inc                                     | Trilogy Metals Inc                                                               | CUSIP: 89621C105<br>LEI: 52990084YC9OR0TUH237 | Short            | EC               | CORP              | CA        |       -1600 | NS      | $-6896.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc                                            | Trimble Inc                                                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-266390.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                               | Trimaran CAVU 2023-1 Ltd                                                         | CUSIP: 89624XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2583360.00    | 0.07%             | 2038-03-20      | Floating      | 9.73%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXVIII LTD                                                          | CUSIP: 89640FAN5<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4768135.50    | 0.13%             | 2037-04-25      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXVI Ltd                                                            | CUSIP: 89642MAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $1008556.00    | 0.03%             | 2038-07-20      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |     3940000 | PA      | $3961666.06    | 0.11%             | 2037-04-18      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642WAA4<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2771931.25    | 0.07%             | 2037-04-18      | Floating      | 11.21%                | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXIV Ltd                                                            | CUSIP: 89643AAA1<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $1005485.00    | 0.03%             | 2037-04-25      | Floating      | 11.20%                | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXX Ltd                                                             | CUSIP: 89643DAJ6<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3018927.00    | 0.08%             | 2037-10-23      | Floating      | 7.36%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXX Ltd                                                             | CUSIP: 89643EAA3<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1765799.00    | 0.05%             | 2037-10-23      | Floating      | 10.76%                | No            | 2                  | On Loan: No      |
| Trip.com Group Ltd                                     | Trip.com Group Ltd                                                               | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | US        |         500 | NS      | $35955.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TriplePoint Venture Growth BDC Corp                    | TriplePoint Venture Growth BDC Corp                                              | CUSIP: 89677Y100<br>LEI: 549300ATPBY6JIFH9Z88 | Long             | EC               | CORP              | US        |        4100 | NS      | $26814.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Triumph Financial Inc                                  | Triumph Financial Inc                                                            | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Short            | EC               | CORP              | US        |      -27304 | NS      | $-1710049.52   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Triple Flag Precious Metals Corp                       | Triple Flag Precious Metals Corp                                                 | CUSIP: 89679M104<br>LEI: 254900R7NJ1TEYIM4E61 | Long             | EC               | CORP              | CA        |        3800 | NS      | $126236.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TripAdvisor Inc                                        | TripAdvisor Inc                                                                  | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-50960.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TrueCar Inc                                            | TrueCar Inc                                                                      | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |         400 | NS      | $904.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TrueBlue Inc                                           | TrueBlue Inc                                                                     | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $3185.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trupanion Inc                                          | Trupanion Inc                                                                    | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |         100 | NS      | $3737.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                                  | Truist Financial Corp                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       51827 | NS      | $2550406.67    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TrustCo Bank Corp NY                                   | TrustCo Bank Corp NY                                                             | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         520 | NS      | $21491.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TTEC Holdings Inc                                      | TTEC Holdings Inc                                                                | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |        9800 | NS      | $35280.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TScan Therapeutics Inc                                 | TScan Therapeutics Inc                                                           | CUSIP: 89854M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $4400.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TuHURA Biosciences Inc                                 | TuHURA Biosciences Inc                                                           | CUSIP: 898920103<br>LEI: 549300N7OBMRNSOQC133 | Short            | EC               | CORP              | US        |       -6600 | NS      | $-4994.24      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                        | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111204<br>LEI: 7890003EX1LTLS2FFL84 | Long             | EC               | CORP              | TR        |        1700 | NS      | $9299.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Turning Point Brands Inc                               | Turning Point Brands Inc                                                         | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |         300 | NS      | $32520.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Turtle Beach Corp                                      | Turtle Beach Corp                                                                | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Short            | EC               | CORP              | US        |        -700 | NS      | $-9821.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corp                                      | Tutor Perini Corp                                                                | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |        2000 | NS      | $134040.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tuya Inc                                               | Tuya Inc                                                                         | CUSIP: 90114C107<br>LEI: 254900XKWS2MIZHXCO08 | Short            | EC               | CORP              | KY        |       -1200 | NS      | $-2532.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vnet Group Inc                                         | Vnet Group Inc                                                                   | CUSIP: 90138A103<br>LEI: 529900672GYJQ3T38I58 | Long             | EC               | CORP              | KY        |       34000 | NS      | $287640.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Twilio Inc                                             | Twilio Inc                                                                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        2863 | NS      | $407233.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Twist Bioscience Corp                                  | Twist Bioscience Corp                                                            | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3172.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Two Harbors Investment Corp                            | Two Harbors Investment Corp                                                      | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Short            | EC               |  | US        |         -50 | NS      | $-525.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tyra Biosciences Inc                                   | Tyra Biosciences Inc                                                             | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $15774.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                                        | Tyson Foods Inc                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        5600 | NS      | $328272.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                                        | Tyson Foods Inc                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Short            | EC               | CORP              | US        |       -5612 | NS      | $-328975.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| UDR Inc                                                | UDR Inc                                                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Short            | EC               |  | US        |      -12100 | NS      | $-443828.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Udemy Inc                                              | Udemy Inc                                                                        | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-5850.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112000 | PA      | $87598.45      | 0.00%             | 2051-06-15      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| UMB Financial Corp                                     | UMB Financial Corp                                                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |          20 | NS      | $2300.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB Financial Corp                                     | UMB Financial Corp                                                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Short            | EC               | CORP              | US        |      -37508 | NS      | $-4314920.32   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103000 | PA      | $73805.17      | 0.00%             | 2052-10-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| US Renal Care Inc                                      | US Renal Care Inc 2023 Superpriority Term Loan                                   | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     5809732 | PA      | $5452084.47    | 0.14%             | 2028-06-28      | Floating      | 8.83%                 | No            | 2                  | On Loan: No      |
| US Gold Corp                                           | US Gold Corp                                                                     | CUSIP: 90291C201<br>LEI: 5299003C2TFXIV9QAV34 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1941.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2018-C9                                            | CUSIP: 90291JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      331000 | PA      | $141927.50     | 0.00%             | 2051-03-15      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| USANA Health Sciences Inc                              | USANA Health Sciences Inc                                                        | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |         400 | NS      | $7852.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies Inc                                  | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |       -4010 | NS      | $-327657.10    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Ubiquiti Inc                                           | Ubiquiti Inc                                                                     | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Short            | EC               | CORP              | US        |        -600 | NS      | $-332010.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| USCB Financial Holdings Inc                            | USCB Financial Holdings Inc                                                      | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1829 | NS      | $33690.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US RENAL CARE INC                                      | US Renal Care Inc                                                                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     1647250 | PA      | $1404280.65    | 0.04%             | 2028-06-28      | Fixed         | 10.63%                | No            | 2                  | On Loan: No      |
| UiPath Inc                                             | UiPath Inc                                                                       | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |       23800 | NS      | $390082.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UiPath Inc                                             | UiPath Inc                                                                       | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Short            | EC               | CORP              | US        |       -9537 | NS      | $-156311.43    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UL Solutions Inc                                       | UL Solutions Inc                                                                 | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |       55950 | NS      | $4412217.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty Inc                                        | Ulta Beauty Inc                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Short            | EC               | CORP              | US        |      -14560 | NS      | $-8808945.60   | -0.23%            |  |  |  | No            | 1                  | On Loan: No      |
| Ultralife Corp                                         | Ultralife Corp                                                                   | CUSIP: 903899102<br>LEI: 529900NVAFLKA00F3U05 | Long             | EC               | CORP              | US        |         400 | NS      | $2288.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                          | Ultragenyx Pharmaceutical Inc                                                    | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |        7000 | NS      | $161000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultrapar Participacoes SA                              | Ultrapar Participacoes SA                                                        | CUSIP: 90400P101<br>LEI: 529900FU4XBXGQMLRE72 | Short            | EC               | CORP              | BR        |        -400 | NS      | $-1508.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                                       | Under Armour Inc                                                                 | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |        2400 | NS      | $11928.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unicycive Therapeutics Inc                             | Unicycive Therapeutics Inc                                                       | CUSIP: 90466Y202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-5770.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Unifi Inc                                              | Unifi Inc                                                                        | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |        1800 | NS      | $6300.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                           | Unilever PLC                                                                     | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Short            | EC               | CORP              | GB        |       -2388 | NS      | $-156175.20    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Unisys Corp                                            | Unisys Corp                                                                      | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Short            | EC               | CORP              | US        |        -400 | NS      | $-1104.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Auto Credit Securitization Trust                | United Auto Credit Securitization Trust 2025-1                                   | CUSIP: 90945JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1402000 | PA      | $1420367.60    | 0.04%             | 2031-10-10      | Fixed         | 7.71%                 | No            | 2                  | On Loan: No      |
| United Airlines Holdings Inc                           | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        5300 | NS      | $592646.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| United Fire Group Inc                                  | United Fire Group Inc                                                            | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $7270.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Coastal Insurance Corp                        | American Coastal Insurance Corp                                                  | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |         600 | NS      | $7578.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Microelectronics Corp                           | United Microelectronics Corp                                                     | CUSIP: 910873405<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |       24700 | NS      | $194142.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Microelectronics Corp                           | United Microelectronics Corp                                                     | CUSIP: 910873405<br>LEI: 391200YJCAGH9LF96P73 | Short            | EC               | CORP              | TW        |        -461 | NS      | $-3623.46      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Short            | DBT              | NUSS              | MX        |    -4020000 | PA      | $-4289340.00   | -0.11%            | 2037-05-13      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Short            | DBT              | NUSS              | MX        |    -4865000 | PA      | $-5239605.00   | -0.14%            | 2055-05-13      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Short            | DBT              | NUSS              | MX        |    -7630000 | PA      | $-7523180.00   | -0.20%            | 2035-09-22      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| United Natural Foods Inc                               | United Natural Foods Inc                                                         | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-33670.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods Inc                               | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     1330147 | PA      | $1335800.46    | 0.04%             | 2031-05-01      | Floating      | 8.47%                 | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                              | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |        -235 | NS      | $-23309.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Antimony Corp                            | United States Antimony Corp                                                      | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9400 | NS      | $47188.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Array Digital Infrastructure Inc                       | Array Digital Infrastructure Inc                                                 | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-80430.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                              | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    12500000 | PA      | $12375296.00   | 0.33%             | 2026-04-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40555600 | PA      | $40447014.00   | 1.07%             | 2035-07-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -4993500 | PA      | $-5029390.79   | -0.13%            | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3230000 | PA      | $3183568.75    | 0.08%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Uniti Group Inc                                        | Uniti Group Inc                                                                  | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Short            | EC               | CORP              | US        |      -15400 | NS      | $-107954.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp                               | United Therapeutics Corp                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Short            | EC               | CORP              | US        |        -180 | NS      | $-87705.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group Inc                                 | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |          20 | NS      | $6602.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unitil Corp                                            | Unitil Corp                                                                      | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $19376.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Software Inc                                     | Unity Software Inc                                                               | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |         100 | NS      | $4417.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Corp/VA                                      | Universal Corp/VA                                                                | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |        1800 | NS      | $94950.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Electronics Inc                              | Universal Electronics Inc                                                        | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        1200 | NS      | $4332.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Insurance Holdings Inc                       | Universal Insurance Holdings Inc                                                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |        4300 | NS      | $145340.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Logistics Holdings Inc                       | Universal Logistics Holdings Inc                                                 | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $4557.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Univest Financial Corp                                 | Univest Financial Corp                                                           | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |         900 | NS      | $29466.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unusual Machines Inc /US                               | Unusual Machines Inc /US                                                         | CUSIP: 91532F102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7300 | NS      | $-93002.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Upland Software Inc                                    | Upland Software Inc                                                              | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |        5000 | NS      | $7150.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Upstream Bio Inc                                       | Upstream Bio Inc                                                                 | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4742 | NS      | $128745.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Upstream Bio Inc                                       | Upstream Bio Inc                                                                 | CUSIP: 91678A107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-54300.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust 2025-2                                              | CUSIP: 91679EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1187000 | PA      | $1209092.45    | 0.03%             | 2035-06-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust 2021-5                                              | CUSIP: 91679JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      262316 | PA      | $261414.26     | 0.01%             | 2031-11-20      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust 2025-1                                              | CUSIP: 91684PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1415000 | PA      | $1473300.83    | 0.04%             | 2035-04-20      | Fixed         | 9.27%                 | No            | 2                  | On Loan: No      |
| Ur-Energy Inc                                          | Ur-Energy Inc                                                                    | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | CA        |        1900 | NS      | $2641.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Uranium Royalty Corp                                   | Uranium Royalty Corp                                                             | CUSIP: 91702V101<br>LEI: 5493005KEPCD7QSX6305 | Short            | EC               | CORP              | CA        |      -12700 | NS      | $-44958.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Urban Outfitters Inc                                   | Urban Outfitters Inc                                                             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Short            | EC               | CORP              | US        |       -1056 | NS      | $-79474.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| USA Rare Earth Inc                                     | USA Rare Earth Inc                                                               | CUSIP: 91733P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -45900 | NS      | $-546210.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Uxin Ltd                                               | Uxin Ltd                                                                         | CUSIP: 91818X306<br>LEI: 549300OV7Z440PI54J04 | Short            | EC               | CORP              | KY        |       -1188 | NS      | $-4003.56      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VEON Ltd                                               | VEON Ltd                                                                         | CUSIP: 91822M502<br>LEI: 5493008CA3NMHYEVT131 | Long             | EC               | CORP              | BM        |         400 | NS      | $21028.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UWM Holdings Corp                                      | UWM Holdings Corp                                                                | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       56000 | NS      | $245280.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VSE Corp                                               | VSE Corp                                                                         | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |        2845 | NS      | $491530.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VSE Corp                                               | VSE Corp                                                                         | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-397371.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| VAALCO Energy Inc                                      | VAALCO Energy Inc                                                                | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Short            | EC               | CORP              | US        |       -5441 | NS      | $-19805.24     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vail Resorts Inc                                       | Vail Resorts Inc                                                                 | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |        1198 | NS      | $159094.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vale SA                                                | Vale SA                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |        1500 | NS      | $19545.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp                                     | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        3200 | NS      | $520928.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp                                     | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Short            | EC               | CORP              | US        |       -7235 | NS      | $-1177785.65   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Valley National Bancorp                                | Valley National Bancorp                                                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Short            | EC               | CORP              | US        |     -223387 | NS      | $-2609160.16   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Valmont Industries Inc                                 | Valmont Industries Inc                                                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Short            | EC               | CORP              | US        |        -300 | NS      | $-120696.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                                          | Valvoline Inc                                                                    | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-69744.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vanda Pharmaceuticals Inc                              | Vanda Pharmaceuticals Inc                                                        | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       13000 | NS      | $114660.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corp                                     | Varex Imaging Corp                                                               | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |        3800 | NS      | $44270.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                                    | Varonis Systems Inc                                                              | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |        9400 | NS      | $308320.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                                    | Varonis Systems Inc                                                              | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |        -448 | NS      | $-14694.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc                                  | Veeco Instruments Inc                                                            | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |          30 | NS      | $857.40        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                                | V2X Inc                                                                          | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13988 | NS      | $763045.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                                | V2X Inc                                                                          | CUSIP: 92242T101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-16365.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vaxcyte Inc                                            | Vaxcyte Inc                                                                      | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Short            | EC               | CORP              | US        |      -16500 | NS      | $-761310.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust 2023-3                                    | CUSIP: 92258WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2402392 | PA      | $2476404.73    | 0.07%             | 2053-08-25      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust 2023-3                                    | CUSIP: 92258WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204945 | PA      | $210929.13     | 0.01%             | 2053-08-25      | Variable      | 8.27%                 | No            | 2                  | On Loan: No      |
| Ventas Inc                                             | Ventas Inc                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       14362 | NS      | $1111331.56    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Real Estate ETF                               | Vanguard Real Estate ETF                                                         | CUSIP: 922908553<br>LEI: B1HNOZOSPCLXHIVBEI82 | Short            | EC               | RF                | US        |          -5 | NS      | $-442.45       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ventyx Biosciences Inc                                 | Ventyx Biosciences Inc                                                           | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7600 | NS      | $68628.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Venture Global Inc                                     | Venture Global Inc                                                               | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |       11000 | NS      | $75020.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verastem Inc                                           | Verastem Inc                                                                     | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |        5708 | NS      | $44065.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Veracyte Inc                                           | Veracyte Inc                                                                     | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-122090.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vera Therapeutics Inc                                  | Vera Therapeutics Inc                                                            | CUSIP: 92337R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-5064.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Veralto Corp                                           | Veralto Corp                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |           1 | NS      | $99.78         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Veralto Corp                                           | Veralto Corp                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Short            | EC               | CORP              | US        |        -294 | NS      | $-29335.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                           | VeriSign Inc                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        1440 | NS      | $349848.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                           | VeriSign Inc                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Short            | EC               | CORP              | US        |        -368 | NS      | $-89405.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                             | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Short            | EC               | CORP              | US        |         -39 | NS      | $-1588.47      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Verisk Analytics Inc                                   | Verisk Analytics Inc                                                             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        9125 | NS      | $2041171.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritone Inc                                           | Veritone Inc                                                                     | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |        1900 | NS      | $8835.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vermilion Energy Inc                                   | Vermilion Energy Inc                                                             | CUSIP: 923725105<br>LEI: 8945009D1HGCJC8M8A68 | Long             | EC               | CORP              | CA        |         900 | NS      | $7506.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verrica Pharmaceuticals Inc                            | Verrica Pharmaceuticals Inc                                                      | CUSIP: 92511W207<br>LEI: 5493002L68H6THU5GW50 | Long             | EC               | CORP              | US        |         190 | NS      | $1578.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Veru Inc                                               | Veru Inc                                                                         | CUSIP: 92536C202<br>LEI: 529900ER63TFLEIJV631 | Short            | EC               | CORP              | US        |       -2182 | NS      | $-4669.48      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                     | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |      -17082 | NS      | $-2767454.82   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Inc                                             | Vertex Inc                                                                       | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-45931.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAE3<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |     2149000 | PA      | $2189966.38    | 0.06%             | 2069-01-25      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Pursuit Attractions and Hospitality Inc                | Pursuit Attractions and Hospitality Inc                                          | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Short            | EC               | CORP              | US        |        -300 | NS      | $-10104.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Viasat Inc                                             | Viasat Inc                                                                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-75812.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc                                    | Viavi Solutions Inc                                                              | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |        7800 | NS      | $138996.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                            | Viatris Inc                                                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Short            | EC               | CORP              | US        |      -11800 | NS      | $-146910.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Via Transportation Inc                                 | Via Transportation Inc                                                           | CUSIP: 92556W104<br>LEI: 5493008VI9XI9EV3A861 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2901.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vibrant CLO Ltd                                        | Vibrant CLO XIV Ltd                                                              | CUSIP: 92557VAA3<br>LEI: 5493000EYXFKXA2VRV24 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $990423.00     | 0.03%             | 2034-10-20      | Floating      | 11.01%                | No            | 2                  | On Loan: No      |
| Vibrant CLO Ltd                                        | Vibrant CLO XVI Ltd                                                              | CUSIP: 92558PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $989062.00     | 0.03%             | 2036-07-15      | Floating      | 10.96%                | No            | 2                  | On Loan: No      |
| VICI Properties Inc                                    | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |          27 | NS      | $759.24        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Victoria's Secret & Co                                 | Victoria's Secret & Co                                                           | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Short            | EC               | CORP              | US        |       -6900 | NS      | $-373773.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Viemed Healthcare Inc                                  | Viemed Healthcare Inc                                                            | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        1600 | NS      | $11888.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viking Therapeutics Inc                                | Viking Therapeutics Inc                                                          | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |       24800 | NS      | $872464.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Village Farms International Inc                        | Village Farms International Inc                                                  | CUSIP: 92707Y108<br>LEI: 529900TR69X5FFZ6K955 | Long             | EC               | CORP              | CA        |       12400 | NS      | $45260.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Village Super Market Inc                               | Village Super Market Inc                                                         | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |         200 | NS      | $7079.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vince Holding Corp                                     | Vince Holding Corp                                                               | CUSIP: 92719W207<br>LEI: 5493002NOQOX2DHRRF35 | Long             | EC               | CORP              | US        |         100 | NS      | $408.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vir Biotechnology Inc                                  | Vir Biotechnology Inc                                                            | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6900 | NS      | $41607.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Virgin Galactic Holdings Inc                           | Virgin Galactic Holdings Inc                                                     | CUSIP: 92766K403<br>LEI: 549300C631IMXCSMN048 | Short            | EC               | CORP              | US        |         -10 | NS      | $-32.10        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vista Gold Corp                                        | Vista Gold Corp                                                                  | CUSIP: 927926303<br>LEI: 5493002WCFTLKVBI8D48 | Long             | EC               | CORP              | CA        |        2100 | NS      | $4137.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                               | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       18269 | NS      | $6407120.99    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                               | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |         -40 | NS      | $-14028.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology Inc                             | Vishay Intertechnology Inc                                                       | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |        4000 | NS      | $57960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Visio Trust                                            | Visio 2023-2 Trust                                                               | CUSIP: 92839CAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99479.00      | 0.00%             | 2058-10-25      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Visteon Corp                                           | Visteon Corp                                                                     | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Short            | EC               | CORP              | US        |        -300 | NS      | $-28530.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vistagen Therapeutics Inc                              | Vistagen Therapeutics Inc                                                        | CUSIP: 92840H400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1447 | NS      | $957.76        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                            | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         111 | NS      | $17907.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                            | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |      -18500 | NS      | $-2984605.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Vita Coco Co Inc/The                                   | Vita Coco Co Inc/The                                                             | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |        1800 | NS      | $95418.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vital Farms Inc                                        | Vital Farms Inc                                                                  | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |        6800 | NS      | $217192.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vivid Seats Inc                                        | Vivid Seats Inc                                                                  | CUSIP: 92854T209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -30 | NS      | $-216.30       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vodafone Group PLC                                     | Vodafone Group PLC                                                               | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Short            | EC               | CORP              | GB        |       -1000 | NS      | $-13210.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vizsla Silver Corp                                     | Vizsla Silver Corp                                                               | CUSIP: 92859G608<br>LEI: 549300ADJF7HWIEDL366 | Short            | EC               | CORP              | CA        |       -1000 | NS      | $-5470.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Empery Digital Inc                                     | Empery Digital Inc                                                               | CUSIP: 92864V608<br>LEI: 254900YNQ643TK62S464 | Short            | EC               | CORP              | US        |         -51 | NS      | $-232.82       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vontier Corp                                           | Vontier Corp                                                                     | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Short            | EC               | CORP              | US        |       -4500 | NS      | $-167310.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Technologies Inc                               | Voyager Technologies Inc                                                         | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Long             | EC               | CORP              | US        |       27851 | NS      | $728025.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Technologies Inc                               | Voyager Technologies Inc                                                         | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Short            | EC               | CORP              | US        |       -6000 | NS      | $-156840.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vor BioPharma Inc                                      | Vor BioPharma Inc                                                                | CUSIP: 929033207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3100 | NS      | $-40548.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vornado Realty Trust                                   | Vornado Realty Trust                                                             | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               |  | US        |       -3100 | NS      | $-103168.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Therapeutics Inc                               | Voyager Therapeutics Inc                                                         | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |         300 | NS      | $1179.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vulcan Materials Co                                    | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Short            | EC               | CORP              | US        |        -212 | NS      | $-60466.64     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vox Royalty Corp                                       | Vox Royalty Corp                                                                 | CUSIP: 92919F103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         100 | NS      | $474.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2024-4 Ltd                                                              | CUSIP: 92920KAL3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      875000 | PA      | $879731.13     | 0.02%             | 2037-07-20      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| Vuzix Corp                                             | Vuzix Corp                                                                       | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-10962.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust                   | CUSIP: 92922F7X0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      378742 | PA      | $331025.72     | 0.01%             | 2045-12-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust                    | CUSIP: 92922FJ74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      438686 | PA      | $358963.97     | 0.01%             | 2045-04-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust                    | CUSIP: 92922FV39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      138904 | PA      | $137239.07     | 0.00%             | 2045-07-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| W&T Offshore Inc                                       | W&T Offshore Inc                                                                 | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |       18400 | NS      | $29992.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2006-AR1 Trust                    | CUSIP: 92925CCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170644 | PA      | $170877.07     | 0.00%             | 2046-01-25      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust                   | CUSIP: 92925DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1136777 | PA      | $946328.44     | 0.03%             | 2046-12-25      | Floating      | 3.88%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust                    | CUSIP: 92927XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260617 | PA      | $215736.82     | 0.01%             | 2037-06-25      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| WP Carey Inc                                           | WP Carey Inc                                                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Short            | EC               |  | US        |        -960 | NS      | $-61785.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                                | WPP PLC                                                                          | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Short            | EC               | CORP              | JE        |       -7200 | NS      | $-161712.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VYNE Therapeutics Inc                                  | VYNE Therapeutics Inc                                                            | CUSIP: 92941V308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3800 | NS      | $2204.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WR GRACE HOLDING LLC                                   | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     3578000 | PA      | $3405847.04    | 0.09%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                            | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Short            | EC               | CORP              | US        |       -1453 | NS      | $-161878.73    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust                    | CUSIP: 93363CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      279766 | PA      | $275386.69     | 0.01%             | 2046-07-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Warby Parker Inc                                       | Warby Parker Inc                                                                 | CUSIP: 93403J106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-4358.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                              | Warner Bros Discovery Inc                                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |     -465974 | NS      | $-13429370.68  | -0.36%            |  |  |  | No            | 1                  | On Loan: No      |
| AEOLUS CAT KEYSTNE PF FND J20                          | AEOLUS CAT KEYSTNE PF FND J20 HEDGE FUND                                         | CUSIP: 000000000<br>LEI: 549300M81L7DY2FLM778 | Long             |  | PF                | US        |           1 | NS      | $164302.35     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| ASGARD FIXED INCOME RSK PREMIA                         | ASGARD FIXED INCOME RSK PREMIA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |       91067 | NS      | $145037797.28  | 3.85%             |  |  |  | No            | N/A                | On Loan: No      |
| Warrior Met Coal Inc                                   | Warrior Met Coal Inc                                                             | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-308595.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Warwick Capital CLO Ltd                                | Warwick Capital CLO 7 Ltd                                                        | CUSIP: 93656KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1501924.50    | 0.04%             | 2038-10-21      | Floating      | 9.20%                 | No            | 2                  | On Loan: No      |
| ATI EQUITY                                             | ATI EQUITY                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3039 | NS      | $2013337.50    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| MILLENNIUM EQUITY                                      | MILLENNIUM EQUITY                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       60879 | NS      | $2891752.45    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| WaFd Inc                                               | WaFd Inc                                                                         | CUSIP: 938824109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -33 | NS      | $-1056.99      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust                    | CUSIP: 939336Y23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211821 | PA      | $185939.65     | 0.00%             | 2045-01-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS           | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-AR1 Trust | CUSIP: 93934FHD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234247 | PA      | $256321.69     | 0.01%             | 2035-12-25      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS           | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 Trust  | CUSIP: 93934FHW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197552 | PA      | $170275.64     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS           | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust   | CUSIP: 93934NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      322175 | PA      | $255362.12     | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS           | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | CUSIP: 939355AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211426 | PA      | $182750.23     | 0.00%             | 2047-02-25      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS           | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-3 Trust   | CUSIP: 93936JBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      432840 | PA      | $388024.41     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Washington Trust Bancorp Inc                           | Washington Trust Bancorp Inc                                                     | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |         900 | NS      | $26595.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Trust Bancorp Inc                           | Washington Trust Bancorp Inc                                                     | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Short            | EC               | CORP              | US        |       -9143 | NS      | $-270175.65    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| WaterBridge Infrastructure LLC                         | WaterBridge Infrastructure LLC                                                   | CUSIP: 940923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       37458 | NS      | $749534.58     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Connections Inc                                  | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        3900 | NS      | $683904.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Waters Corp                                            | Waters Corp                                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Short            | EC               | CORP              | US        |       -7460 | NS      | $-2833531.80   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Waterstone Financial Inc                               | Waterstone Financial Inc                                                         | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |         300 | NS      | $4965.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                             | Watsco Inc                                                                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        2200 | NS      | $741290.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                             | Watsco Inc                                                                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |        -148 | NS      | $-49868.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Buy XAG.f.N / Sell USD.f.N                                                       | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DCO              |  | US        |       42000 | PA      | $841728.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Buy USD.f.N / Sell XAG.f.N                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |     2142000 | PA      | $-841728.09    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ROKOS GLOBAL MACRO FUND LTD                            | ROKOS GLOBAL MACRO FUND LTD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |      363793 | NS      | $127984764.38  | 3.40%             |  |  |  | No            | N/A                | On Loan: No      |
| TKC Holdings Inc                                       | TKC Holdings Inc 2022 PIK Toggle Holdco Term Loan                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4099930 | PA      | $4120429.34    | 0.11%             | 2027-02-15      | Floating      | 13.50%                | No            | 3                  | On Loan: No      |
| Wayfair Inc                                            | Wayfair Inc                                                                      | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       23500 | NS      | $2359635.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AEOLUS CAT KEYSTNE PF FND J22                          | AEOLUS CAT KEYSTNE PF FND J22                                                    | CUSIP: 000000000<br>LEI: 549300M81L7DY2FLM778 | Long             |  | CORP              | US        |           1 | NS      | $2064347.02    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| Waystar Holding Corp                                   | Waystar Holding Corp                                                             | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28449 | NS      | $931704.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wealthfront Corp                                       | Wealthfront Corp                                                                 | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       95779 | NS      | $1301636.61    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Webtoon Entertainment Inc                              | Webtoon Entertainment Inc                                                        | CUSIP: 94845U105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-15636.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Weibo Corp                                             | Weibo Corp                                                                       | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | KY        |        4000 | NS      | $40880.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Weis Markets Inc                                       | Weis Markets Inc                                                                 | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $70499.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI Holdings Acquisition Inc                           | ATI Holdings Acquisition Inc 2023 2nd Lien Delayed Draw Term Loan                | CUSIP: 000000000<br>LEI: 549300EJ9DE34K9D1P94 | Long             | LON              | CORP              | US        |      894655 | PA      | $894654.79     | 0.02%             | 2028-08-24      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| Wells Fargo & Co                                       | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        5484 | NS      | $511108.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                       | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | EC               | CORP              | US        |      -29100 | NS      | $-2712120.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Home Equity Trust                          | Wells Fargo Home Equity Asset-Backed Securities 2005-4 Trust                     | CUSIP: 9497EUAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3149444 | PA      | $3240302.33    | 0.09%             | 2036-05-25      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2014-LC18                                  | CUSIP: 94989AAA3<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |      992000 | PA      | $914759.90     | 0.02%             | 2047-12-15      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2015-C27                                   | CUSIP: 94989DAG4<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |     2991000 | PA      | $1630193.71    | 0.04%             | 2048-02-15      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                  | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |       18516 | PA      | $18174.32      | 0.00%             | 2048-12-15      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-C32                                   | CUSIP: 94989YAJ2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |      465000 | PA      | $463048.86     | 0.01%             | 2059-01-15      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $87180.00      | 0.00%             | 2058-05-15      | Variable      | 2.23%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                  | CUSIP: 95000CAJ2<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $65777.50      | 0.00%             | 2059-01-15      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HAL6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |     3576000 | PA      | $2757399.97    | 0.07%             | 2049-10-15      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $94577.00      | 0.00%             | 2058-10-15      | Variable      | 2.22%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $39466.00      | 0.00%             | 2058-12-15      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $102038.00     | 0.00%             | 2058-12-15      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| Werewolf Therapeutics Inc                              | Werewolf Therapeutics Inc                                                        | CUSIP: 95075A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2100 | NS      | $1330.36       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WeRide Inc                                             | WeRide Inc                                                                       | CUSIP: 950915108<br>LEI: 254900R1B7IWBCPDQ262 | Short            | EC               | CORP              | KY        |      -16200 | NS      | $-140616.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-17835.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-17844.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-27875.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-27966.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-176984.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-176951.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| West BanCorp Inc                                       | West BanCorp Inc                                                                 | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |         200 | NS      | $4438.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-23067.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-41832.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $7020.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT HKD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |           1 | NC      | $-582.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2544.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT PEN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PE        |           1 | NC      | $175.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $72063.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |           1 | NC      | $52817.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT PHP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PH        |           1 | NC      | $-175.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $218466.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1217.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $-24424.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $-320.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Revlon Intermediate Holdings IV LLC                    | Revlon Intermediate Holdings IV LLC 2023 Exit Term Loan                          | CUSIP: 000000000<br>LEI: 2MKZBE7NMX7EJWQLHS95 | Long             | LON              | CORP              | US        |     8581281 | PA      | $8434713.06    | 0.22%             | 2028-05-02      | Floating      | 10.78%                | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TRY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TR        |           1 | NC      | $77555.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-78971.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-14025.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-41989.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-54432.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-43452.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $-21113.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $35347.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IL        |           1 | NC      | $29418.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| West Pharmaceutical Services Inc                       | West Pharmaceutical Services Inc                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |          40 | NS      | $11005.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $11056.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Westamerica BanCorp                                    | Westamerica BanCorp                                                              | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |         900 | NS      | $43047.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                                   | Western Digital Corp                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        7070 | NS      | $1217948.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $-10366.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4933.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Western Union Co/The                                   | Western Union Co/The                                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       27700 | NS      | $257887.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2394.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TRY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TR        |           1 | NC      | $47984.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | BOUGHT EGP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |           1 | NC      | $11692.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Westrock Coffee Co                                     | Westrock Coffee Co                                                               | CUSIP: 96145W103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-8140.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Westwater Resources Inc                                | Westwater Resources Inc                                                          | CUSIP: 961684206<br>LEI: 5493006CMF043V56K243 | Long             | EC               | CORP              | US        |       10500 | NS      | $7875.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX Inc                                                | WEX Inc                                                                          | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-521430.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4549.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $14949.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $8854.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $-0.91         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $-909.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-19200.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | BOUGHT EGP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |           1 | NC      | $12094.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $10438.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7090.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $19381.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $-15738.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wheels Up Experience Inc                               | Wheels Up Experience Inc                                                         | CUSIP: 96328L205<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -10 | NS      | $-6.56         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Whirlpool Corp                                         | Whirlpool Corp                                                                   | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-129852.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WhiteHorse Finance Inc                                 | WhiteHorse Finance Inc                                                           | CUSIP: 96524V106<br>LEI: 5493006LP9COIV2ZIB05 | Long             | EC               | CORP              | US        |        2000 | NS      | $13900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridger Aerospace Group Holdings Inc                   | Bridger Aerospace Group Holdings Inc                                             | CUSIP: 96812F102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-915.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| John Wiley & Sons Inc                                  | John Wiley & Sons Inc                                                            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Short            | EC               | CORP              | US        |        -700 | NS      | $-21441.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Willdan Group Inc                                      | Willdan Group Inc                                                                | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |        1400 | NS      | $145124.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams-Sonoma Inc                                    | Williams-Sonoma Inc                                                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-696501.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Willis Lease Finance Corp                              | Willis Lease Finance Corp                                                        | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |         800 | NS      | $108512.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $384.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |           1 | NC      | $6729.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2288.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT HKD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |           1 | NC      | $-25.47        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6396.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $12334.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wingstop Inc                                           | Wingstop Inc                                                                     | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |         446 | NS      | $106366.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wingstop Inc                                           | Wingstop Inc                                                                     | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Short            | EC               | CORP              | US        |        -680 | NS      | $-162173.20    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $-3353.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $-14737.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-612.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-609.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wintrust Financial Corp                                | Wintrust Financial Corp                                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Short            | EC               | CORP              | US        |          -5 | NS      | $-699.10       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |           1 | NC      | $5894.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $6927.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11985.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $4156.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $5280.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $1838.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $6405.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wolfspeed Inc                                          | Wolfspeed Inc                                                                    | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |         100 | NS      | $1741.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Women's Care Enterprises LLC                           | Women's Care Enterprises LLC 2nd Lien Term Loan                                  | CUSIP: 97815UAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3321104 | PA      | $2515736.02    | 0.07%             | 2029-01-12      | Floating      | 12.19%                | No            | 2                  | On Loan: No      |
| Women's Care Enterprises LLC                           | Women's Care Enterprises LLC Term Loan                                           | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3426570 | PA      | $3190993.43    | 0.08%             | 2028-01-15      | Floating      | 8.44%                 | No            | 3                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $48019.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $48019.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-22273.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Woodside Energy Group Ltd                              | Woodside Energy Group Ltd                                                        | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Short            | EC               | CORP              | AU        |       -1600 | NS      | $-24944.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                            | Workday Inc                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |       -1213 | NS      | $-260528.14    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Workhorse Group Inc                                    | Workhorse Group Inc                                                              | CUSIP: 98138J503<br>LEI: 5493006JUAG258V8X854 | Short            | EC               | CORP              | US        |        -183 | NS      | $-931.47       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Worksport Ltd                                          | Worksport Ltd                                                                    | CUSIP: 98139Q308<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2705 | NS      | $-5761.65      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Worldwide Plaza Trust                                  | Worldwide Plaza Trust 2017-WWP                                                   | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109000 | PA      | $4273.89       | 0.00%             | 2036-11-10      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Worthington Enterprises Inc                            | Worthington Enterprises Inc                                                      | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |         100 | NS      | $5157.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |           1 | NC      | $-27645.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WW International Inc                                   | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Short            | EC               | CORP              | US        |        -400 | NS      | $-11686.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wyndham Hotels & Resorts Inc                           | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Short            | EC               | CORP              | US        |       -1822 | NS      | $-137670.32    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wynn Resorts Ltd                                       | Wynn Resorts Ltd                                                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Short            | EC               | CORP              | US        |       -4600 | NS      | $-553518.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| X Financial                                            | X Financial                                                                      | CUSIP: 98372W202<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         600 | NS      | $3360.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| XPEL Inc                                               | XPEL Inc                                                                         | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-64883.00     | -0.00%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Xencor Inc                                             | Xencor Inc                                                                       | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |        9300 | NS      | $142383.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xenon Pharmaceuticals Inc                              | Xenon Pharmaceuticals Inc                                                        | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |        2100 | NS      | $94122.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| X4 Pharmaceuticals Inc                                 | X4 Pharmaceuticals Inc                                                           | CUSIP: 98420X202<br>LEI: 549300R0UFVPXWP86U94 | Short            | EC               | CORP              | US        |         -50 | NS      | $-200.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corp                                    | Xerox Holdings Corp                                                              | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       27600 | NS      | $65412.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| XPeng Inc                                              | XPeng Inc                                                                        | CUSIP: 98422D105<br>LEI: 549300TZNMIREMWQU857 | Short            | EC               | CORP              | KY        |      -36100 | NS      | $-732108.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Xeris Biopharma Holdings Inc                           | Xeris Biopharma Holdings Inc                                                     | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12564 | NS      | $98627.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xilio Therapeutics Inc                                 | Xilio Therapeutics Inc                                                           | CUSIP: 98422T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $128.04        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xponential Fitness Inc                                 | Xponential Fitness Inc                                                           | CUSIP: 98422X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2700 | NS      | $-22221.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xos Inc                                                | Xos Inc                                                                          | CUSIP: 98423B306<br>LEI: 254900ZQWJF169CBQB40 | Long             | EC               | CORP              | US        |         700 | NS      | $1267.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| XTI Aerospace Inc                                      | XTI Aerospace Inc                                                                | CUSIP: 98423K405<br>LEI: 5493002DPKW4RCP0PN02 | Short            | EC               | CORP              | US        |       -6800 | NS      | $-8432.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xiao I Corp                                            | Xiao I Corp                                                                      | CUSIP: 98423X209<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1400 | NS      | $-574.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Yatsen Holding Ltd                                     | Yatsen Holding Ltd                                                               | CUSIP: 985194208<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -20 | NS      | $-77.80        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                               | Yelp Inc                                                                         | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Short            | EC               | CORP              | US        |        -600 | NS      | $-18234.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| YETI Holdings Inc                                      | YETI Holdings Inc                                                                | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               | CORP              | US        |        -100 | NS      | $-4417.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tokyo Lifestyle Co Ltd                                 | Tokyo Lifestyle Co Ltd                                                           | CUSIP: 98741L200<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          10 | NS      | $30.80         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Youdao Inc                                             | Youdao Inc                                                                       | CUSIP: 98741T104<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2100 | NS      | $-21168.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Yum! Brands Inc                                        | Yum! Brands Inc                                                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Short            | EC               | CORP              | US        |      -33400 | NS      | $-5052752.00   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Yum China Holdings Inc                                 | Yum China Holdings Inc                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Short            | EC               | CORP              | US        |        -400 | NS      | $-19096.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZenaTech Inc                                           | ZenaTech Inc                                                                     | CUSIP: 98936T208<br>LEI: 984500EC7LEQEU100570 | Short            | EC               | CORP              | CA        |        -100 | NS      | $-320.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zentalis Pharmaceuticals Inc                           | Zentalis Pharmaceuticals Inc                                                     | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15800 | NS      | $21330.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zevia PBC                                              | Zevia PBC                                                                        | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3900 | NS      | $9048.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zhihu Inc                                              | Zhihu Inc                                                                        | CUSIP: 98955N207<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -66 | NS      | $-216.48       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                             | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-116896.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                                       | Zions Bancorp NA                                                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        9500 | NS      | $556130.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                                       | Zions Bancorp NA                                                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Short            | EC               | CORP              | US        |     -101095 | NS      | $-5918101.30   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis Inc                                             | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |        -100 | NS      | $-12582.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZTO Express Cayman Inc                                 | ZTO Express Cayman Inc                                                           | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Short            | EC               | CORP              | KY        |      -18300 | NS      | $-382287.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ZipRecruiter Inc                                       | ZipRecruiter Inc                                                                 | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |        3200 | NS      | $12480.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zscaler Inc                                            | Zscaler Inc                                                                      | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        2900 | NS      | $652268.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoom Communications Inc                                | Zoom Communications Inc                                                          | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Short            | EC               | CORP              | US        |        -986 | NS      | $-85081.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Zymeworks Inc                                          | Zymeworks Inc                                                                    | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |         100 | NS      | $2633.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $81.62         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-8751.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5190.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $13045.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $1886.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-15564.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CL        |           1 | NC      | $14799.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $7401.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $56.33         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CL        |           1 | NC      | $4519.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $142.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $5773.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $7173.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $5098.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1483.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-7427.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $3750.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-7230.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $5033.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $4881.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $273.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $591.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1926.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-3077.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4016.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $938.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-9524.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5704.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-6286.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $2429.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $950.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-6320.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $1006.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-6182.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-9430.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $877.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $917.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-6152.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-6115.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5577.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $8425.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $3526.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $1504.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-15564.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $4154.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $1462.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-17206.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $1470.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $7448.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $1572.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $1568.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $1829.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $1198.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $1013.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $1081.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $1472.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $1745.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1518.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $1227.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $4892.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $2573.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $8265.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $5013.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $59.06         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-3682.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $7566.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $10121.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $1218.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-488.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |           1 | NC      | $1382.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1450.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $9981.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $-779.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2158.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $3160.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $9377.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1431.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $1157.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $362.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $4851.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $-5827.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4869.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $637.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-481.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $73.32         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2484.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $1931.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $620.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-311.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1076.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-553.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-6299.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4381.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2036.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1342.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4539.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5997.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3099.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $1689.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD RON/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2495.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-794.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $3677.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-769.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-481.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-422.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1335.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ATI PENNY WARRANT                                      | ATI PENNY WARRANT                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      111184 | NS      | $2223.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATI 3 WARRANT                                          | ATI 3 WARRANT                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      100595 | NS      | $0.02          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CMB Tech NV                                            | CMB Tech NV                                                                      | CUSIP: 000000000<br>LEI: 549300D80RYON74MEJ03 | Short            | EC               | CORP              | BE        |       -3800 | NS      | $-36670.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nyxoah SA                                              | Nyxoah SA                                                                        | CUSIP: 000000000<br>LEI: 5493002O1ESKZ18OXR80 | Short            | EC               | CORP              | BE        |        -200 | NS      | $-920.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Titan America SA                                       | Titan America SA                                                                 | CUSIP: 000000000<br>LEI: 9845007APCB6462D6C46 | Short            | EC               | CORP              | BE        |        -100 | NS      | $-1648.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CURO GROUP HOLDINGS CORP                               | Curo Group Holdings Corp 2024 PIK 1st Out Term Loan                              | CUSIP: 000000000<br>LEI: 54930007KH8KCGJ4YE72 | Long             | LON              | CORP              | US        |     1593322 | PA      | $1609255.68    | 0.04%             | 2028-07-19      | Floating      | 13.87%                | No            | 3                  | On Loan: No      |
| CURO GROUP HOLDINGS CORP                               | Curo Group Holdings Corp 2024 PIK 2nd Out Term Loan                              | CUSIP: 000000000<br>LEI: 54930007KH8KCGJ4YE72 | Long             | LON              | CORP              | US        |     6704071 | PA      | $6406611.85    | 0.17%             | 2028-07-19      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| HB ACQUISITIONS LLC                                    | HB Acquisitions LLC 2024 AUD Term Loan A                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |     3574470 | PA      | $2361568.53    | 0.06%             | 2029-08-07      | Floating      | 10.14%                | No            | 3                  | On Loan: No      |
| INFINITY BIDCO US LLC                                  | Infinity Bidco US LLC 2025 PIK Tranche 1 Term Loan                               | CUSIP: 000000000<br>LEI: 9845004UA0038RFF8C33 | Long             | LON              | CORP              | US        |     5513257 | PA      | $5513257.09    | 0.15%             | 2026-04-30      | Floating      | 9.17%                 | No            | 3                  | On Loan: No      |
| Pathway Vet Alliance LLC                               | Pathway Vet Alliance LLC 2025 Tranche A Term Loan A                              | CUSIP: 000000000<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |     1610055 | PA      | $1617300.52    | 0.04%             | 2028-06-30      | Floating      | 8.84%                 | No            | 2                  | On Loan: No      |
| H-Food Holdings LLC                                    | H-Food Holdings LLC 2025 Exit Term Loan                                          | CUSIP: 000000000<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |     3169352 | PA      | $3183613.64    | 0.08%             | 2030-03-29      | Floating      | 10.34%                | No            | 2                  | On Loan: No      |
| FTAI INFRASTRUCTURE INC                                | FTAI Infrastructure Inc Bridge Term Loan                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    10429260 | PA      | $10533552.51   | 0.28%             | 2026-08-24      | Floating      | 7.88%                 | No            | 3                  | On Loan: No      |
| CSC HOLDINGS LLC                                       | CSC Holdings LLC 2025 Fixed Term Loan B8                                         | CUSIP: 000000000<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    10235719 | PA      | $10235719.12   | 0.27%             | 2028-11-25      | Fixed         | 9.00%                 | No            | 3                  | On Loan: No      |
| Taurus CMBS Trust 2020-NL1X                            | Taurus 2020-1 NL DAC                                                             | CUSIP: 000000000<br>LEI: 635400KCMIB1QHAROM23 | Long             | ABS-MBS          | CORP              | IE        |       48764 | PA      | $56581.74      | 0.00%             | 2030-02-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Taurus CMBS Trust 2020-NL1X                            | Taurus 2020-1 NL DAC                                                             | CUSIP: 000000000<br>LEI: 635400KCMIB1QHAROM23 | Long             | ABS-MBS          | CORP              | IE        |      487644 | PA      | $500463.99     | 0.01%             | 2030-02-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MENLO 2024-1X E FLOAT 01/20/38                         | MENLO 2024-1X E FLOAT 01/20/38                                                   | CUSIP: 000000000<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-MBS          | CORP              | KY        |      500000 | PA      | $505394.00     | 0.01%             | 2038-01-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Bausch & Lomb Corporation                              | Bausch & Lomb Corporation 2025 Term Loan B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      214119 | PA      | $216046.51     | 0.01%             | 2031-01-15      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| BAUSCH + LOMB CORPORATION                              | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |       92998 | PA      | $93835.09      | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Bausch Health Companies Inc                            | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |     1252969 | PA      | $1221181.61    | 0.03%             | 2030-10-08      | Floating      | 9.97%                 | No            | 2                  | On Loan: No      |
| BASF SE                                                | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Short            | EC               | CORP              | DE        |       -2292 | NS      | $-120601.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                 | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Short            | EC               | CORP              | DE        |        -717 | NS      | $-49703.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Short            | EC               | CORP              | DE        |      -14100 | NS      | $-543696.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Lufthansa AG                                  | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Short            | EC               | CORP              | DE        |       -8280 | NS      | $-81342.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Post AG                                       | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Short            | EC               | CORP              | DE        |       -2525 | NS      | $-137677.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Daimler Truck Holding AG                               | Daimler Truck Holding AG                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Short            | EC               | CORP              | DE        |        -869 | NS      | $-37638.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                 | Dr Ing hc F Porsche AG                                                           | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Short            | EP               | CORP              | DE        |        -186 | NS      | $-9906.79      | -0.00%            |  |  |  | Yes           | 2                  | On Loan: No      |
| Infineon Technologies AG                               | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       10130 | NS      | $441981.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Knorr-Bremse AG                                        | Knorr-Bremse AG                                                                  | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Short            | EC               | CORP              | DE        |        -298 | NS      | $-33060.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rheinmetall AG                                         | Rheinmetall AG                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         454 | NS      | $828274.64     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Short            | EC               | CORP              | DE        |        -277 | NS      | $-67302.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Siemens AG                                             | Siemens AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        8165 | NS      | $2286823.49    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Healthineers AG                                | Siemens Healthineers AG                                                          | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Short            | EC               | CORP              | DE        |       -2313 | NS      | $-121241.92    | -0.00%            |  |  |  | Yes           | 2                  | On Loan: No      |
| Siemens Energy AG                                      | Siemens Energy AG                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        5266 | NS      | $738759.38     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                          | Volkswagen AG                                                                    | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Short            | EP               | CORP              | DE        |        -249 | NS      | $-30387.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Curo Group Holdings Corp.                              | CURO GROUP HOLDINGS CORP                                                         | CUSIP: 000000000<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |       24194 | NS      | $189511.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aeolus Property Catastrophe Keystone Fund LP           | Aeolus Property Catastrophe Keystone Fund LP                                     | CUSIP: 000000000<br>LEI: 549300M81L7DY2FLM778 | Long             | EC               | CORP              | US        |           1 | NS      | $4673278.02    | 0.12%             |  |  |  | No            | N/A                | On Loan: No      |
| Kirkoswald Global Ltd.                                 | Kirkoswald Global Ltd.                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |      476987 | NS      | $61031728.48   | 1.62%             |  |  |  | No            | N/A                | On Loan: No      |
| HEARTHSIDE EQUITY                                      | HEARTHSIDE EQUITY                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      215636 | NS      | $3252437.80    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ImageneBio, Inc.                                       | IMAGENEBIO INC RIGHTS                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ATI Physical Therapy, Inc.                             | ATI Physical Therapy, Inc.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      214905 | NS      | $290121.75     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| ATI Physical Therapy, Inc.                             | ATI Physical Therapy, Inc.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         894 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TransCode Therapeutics, Inc.                           | TRANSCODE THERAPEUTICS INC CVR RTS                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           1 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Ferrari NV                                             | Ferrari NV                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        2546 | NS      | $946128.29     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MeiraGTx Holdings plc                                  | MeiraGTx Holdings plc                                                            | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Short            | EC               | CORP              | KY        |       -4300 | NS      | $-34185.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prosus NV                                              | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |           0 | NS      | $-0.03         | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Pharvaris NV                                           | Pharvaris NV                                                                     | CUSIP: 000000000<br>LEI: 9845003BE146D3B75D32 | Long             | EC               | CORP              | NL        |         800 | NS      | $22200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Safe Bulkers Inc                                       | Safe Bulkers Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |        3400 | NS      | $16388.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ECARX Holdings Inc                                     | ECARX Holdings Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -5046 | NS      | $-8679.12      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ruffer SICAV - Ruffer Total Return International       | Ruffer SICAV - Ruffer Total Return International                                 | CUSIP: 000000000<br>LEI: 213800VFUQ1XSQZPAR79 | Long             | EC               | RF                | LU        |    40229307 | NS      | $83310871.97   | 2.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Zura Bio Ltd                                           | Zura Bio Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300LQXD6M2MIQFN24 | Long             | EC               | CORP              | KY        |        2700 | NS      | $14148.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viking Holdings Ltd                                    | Viking Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       25200 | NS      | $1799532.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Viking Holdings Ltd                                    | Viking Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -2273 | NS      | $-162314.93    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kioxia Holdings Corp                                   | KIOXIA HOLDINGS CORP                                                             | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Short            | EC               | CORP              | JP        |        -100 | NS      | $-6655.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CITIGROUP INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      840630 | OU      | $-9213.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENERAL MOTORS CO CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2459610 | OU      | $-43592.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PVH CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      432973 | OU      | $-6659.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRS INTEL CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -852004 | OU      | $9466.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HCA HOLDINGS INC. CMN CFD DEC 1222 33.8256                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      320980 | OU      | $-3515.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | T-MOBILE US INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      677721 | OU      | $8554.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXTREME NETWORKS CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -566976 | OU      | $10433.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SK HYNIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |      691190 | OU      | $107686.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FORTINET INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      110350 | OU      | $-1319.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PBF ENERGY INC SWAP                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -37845 | OU      | $-1505.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCHLUMBERGER STK CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CW        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCHLUMBERGER STK CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CW        |      -60875 | OU      | $272.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAIWAN SEMICON CFD (USD)                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |     6398733 | OU      | $335810.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAYLOCITY HOLDING CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -131625 | OU      | $474.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALLY FINANCIAL INC - CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      238475 | OU      | $-1607.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MPLX LP CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     9124255 | OU      | $-66191.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHARTER COMMUNICATION-A CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      133714 | OU      | $-531.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CITIZENS FINANCIAL GROUP CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      419269 | OU      | $-3799.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUBSPOT INC - CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -152910 | OU      | $1620.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WAYFAIR INC- CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      572299 | OU      | $-7091.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIBERTY BROADBAND C - CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1724845 | OU      | $17610.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MINERVA SA CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BR        |      -35290 | OU      | $-1499.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AXALTA COATING SYSTEMS LTD CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |     -695029 | OU      | $11316.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZILLOW GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      615421 | OU      | $-4032.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTERNATIONAL GAME TECHNOLOGY PLC CFD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     1052207 | OU      | $-7028.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GODADDY INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -124567 | OU      | $1976.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ETSY INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -143012 | OU      | $-300.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAYCOM SOFTWARE INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      461387 | OU      | $-3705.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAYPAL HOLDINGS  INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      724247 | OU      | $-9150.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WELLS FARGO & COMPANY CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -4092037 | OU      | $46877.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHOPIFY INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      627610 | OU      | $-27996.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TARGET CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      272748 | OU      | $7305.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ELEVANCE HEALTH INC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      470273 | OU      | $8578.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALTRIA GROUP IN CFD (USD)                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1367204 | OU      | $-2737.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEWLETT PACKARD ENTERPRIS CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -445939 | OU      | $7477.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURE STORAGE-B  PIPE (CFD)                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      594882 | OU      | $-7137.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HON HAI PRECISION INDUSTRY CFD USD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |      -56873 | OU      | $-1769.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATLASSIAN CORP PLC-CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -380286 | OU      | $3797.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ONEMAIN HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      465391 | OU      | $-9225.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | S&P GLOABAL INC                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1793757 | OU      | $-3886.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPLE INC - BSK A                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3797207 | OU      | $-17265.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROYAL CARIBBEAN CRUISES LTD CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | LR        |     -556153 | OU      | $32899.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXXON MOBIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -3126735 | OU      | $-40854.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRITISH AMERICAN TOB PLC                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     1940390 | OU      | $-3249.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LAMB WESTON HOLDING INC                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      466274 | OU      | $-1630.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VALVOLINE INC CFD (USD)                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1395317 | OU      | $29264.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WORKIVA INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -346430 | OU      | $5224.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SBA COMMUNICATIONS CORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      602594 | OU      | $3422.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | PING AN INSURANCE GROUP CO-H CFD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CN        |    -3295125 | OU      | $-793.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SNAP INC - A CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      340600 | OU      | $-457.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TECHNIPFMC PLC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     -592327 | OU      | $7833.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADTALEM GLOBAL EDUCATION INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1145841 | OU      | $-1566.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GATX CORP CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      286305 | OU      | $-3920.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PTC THERAPEUTICS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -222136 | OU      | $560.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VISTRA ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -496045 | OU      | $922.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLACKLINE INC                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -656806 | OU      | $27882.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TWILIO INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -561912 | OU      | $4757.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPIAN CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1406464 | OU      | $74459.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAKEDA PHARMACEUTIC-SP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |     -591537 | OU      | $-14664.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GDS HOLDINGS LTD - ADR CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      457568 | OU      | $-1075.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ELANCO ANIMAL HEALTH INC  SWP DB                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -508699 | OU      | $-2874.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CIGNA CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -169770 | OU      | $227.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MONGODB INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -518740 | OU      | $5459.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SSR MINING INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |        3514 | OU      | $-6.45         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ELEMENT SOLUTIONS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      243399 | OU      | $-6143.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAMSUNG ELECTRONICS CFD (USD)                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |      475524 | OU      | $58376.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CYTOKINETICS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      239885 | OU      | $-5804.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DYNATRACE INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -161298 | OU      | $4190.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GEN DIGITAL INC                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -202759 | OU      | $1960.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DATADOG INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      394245 | OU      | $-4362.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLOUDFLARE INC - CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      343906 | OU      | $-8356.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITED PARCEL SERVICE - CL B                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -317910 | OU      | $3477.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WHIRLPOOL STK CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       66057 | OU      | $-120.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CROWDSTRIKE HOLDINGS INC - A                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -504224 | OU      | $13432.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KRAFT HEINZ CO/THE                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      184292 | OU      | $-1592.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MICROSOFT SWP GS                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     5134580 | OU      | $-22716.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BURLINGTON STORES INC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -370788 | OU      | $-9627.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HOWMET AEROSPACE INC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -12054 | OU      | $162.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PINTEREST INC- CLASS A                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      241614 | OU      | $-2131.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZOOM VIDEO COMMUNICATIONS-A                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       36751 | OU      | $8.18          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JD.COM INC-ADR CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      651268 | OU      | $-7843.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADVANCED MICRO DEVICES CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      247959 | OU      | $-1247.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | POST HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -426681 | OU      | $4034.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MATCH GROUP INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -525467 | OU      | $7696.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACCENTURE PLC                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |    -5105805 | OU      | $34666.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RAYMOND JAMES STK                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -96814 | OU      | $1263.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RAYTHEON TECHNOLOGIES CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -864659 | OU      | $5980.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PROGYNY INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -7010 | OU      | $332.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PARSONS CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      350659 | OU      | $-2663.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TG THERAPEUTICS INC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -7853 | OU      | $-16.63        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONSTRUCTION PARTNERS INC-A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -261754 | OU      | $5792.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AXSOME THERAPEUTICS INC                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      107241 | OU      | $19511.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STATE STREET CORP                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      130991 | OU      | $-1335.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADAPTIVE BIOTECHNOLOGIES                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -769635 | OU      | $23406.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VISTEON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -321810 | OU      | $8075.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASSOCIATED BANCORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      493173 | OU      | $-13006.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLANET FITNESS INC - CL A CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1265888 | OU      | $-18374.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACI WORLDWIDE INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      414697 | OU      | $-2909.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALLISON TRANSMISSION HOLDING CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -116903 | OU      | $1283.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOMINOS PIZZA INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -99219 | OU      | $1266.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NRG ENERGY INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -20212 | OU      | $148.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EPAM SYSTEMS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -381686 | OU      | $7985.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COSTAR GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -200926 | OU      | $1828.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERISK ANALYTICS INC-CL A CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      472633 | OU      | $3603.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEWS CORP/NEW-CL  CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1136751 | OU      | $-8758.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICOLD REALTY TRUST CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -206104 | OU      | $7365.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CF INDUSTRIES HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      194349 | OU      | $-225.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARMSTRONG WORLD INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      323205 | OU      | $3193.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARGURUS INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -410797 | OU      | $2715.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHUBB LTD CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CH        |    -2563365 | OU      | $-1013.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NOVA MEASURING INSTRUMENTS CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |    -1245411 | OU      | $29054.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRUKER BIOSCIENCES CORP                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRUKER BIOSCIENCES CORP                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -274080 | OU      | $2444.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEMPRA ENERGY CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      623452 | OU      | $-1360.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RANGE RESOURCES CORP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -607772 | OU      | $14170.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GROUP 1 AUTOMOTIVE INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -9374 | OU      | $327.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTERCONTINENTAL EXCHANGE INC CFD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      936201 | OU      | $1871.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | RESTAURANT BRANDS INTL INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |    -2281481 | OU      | $16926.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | RESTAURANT BRANDS INTL INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      669699 | OU      | $-14281.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MONOLITHIC POWER SYSTEMS INC                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1207907 | OU      | $38703.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INGREDION INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      311873 | OU      | $-2814.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENERAC HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -603119 | OU      | $14410.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ICON PLC                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      714226 | OU      | $4814.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAL INTERNATIONAL GROUP INC                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      192585 | OU      | $-2195.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENTEGRIS INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -393766 | OU      | $10849.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MURPHY USA INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -232754 | OU      | $3957.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COPT DEFENSE PROPERTIES                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -127452 | OU      | $2269.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HIGHWOODS PROP STK - CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      125429 | OU      | $1424.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CINCINNATI FINANCIAL CORP - CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -21538 | OU      | $469.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AVIENT CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      960774 | OU      | $-4704.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEXAS CAPITAL BANCSHARES INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -123553 | OU      | $1957.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBUS MEDICAL INC - A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -37531 | OU      | $861.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CACI INTERNATIONAL INC -CL A - CFD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -462529 | OU      | $5377.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KINDER MORGAN INC - CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      958464 | OU      | $18036.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KINDER MORGAN INC - CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3795766 | OU      | $84695.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LEIDOS HOLDINGS INC -CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      133033 | OU      | $-2603.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PUBLIC STORAGE INC - CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -945615 | OU      | $6743.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | US FOODS HOLDING CORP - CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1842431 | OU      | $37613.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALASKA AIRLINES STK-CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -164879 | OU      | $9803.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BEST BUY COMPANY INC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BEST BUY COMPANY INC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      249601 | OU      | $-3432.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLOOR & DECOR HOLDINGS- CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       41340 | OU      | $-1761.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WATSCO STK-CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -232695 | OU      | $5927.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LATTICE SEMICONDUCTOR CORP-CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -322872 | OU      | $12364.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHIPOTLE MEXICAN GRILL-CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      443863 | OU      | $-2119.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOPBUILD CORP-CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -66148 | OU      | $1900.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ELASTIC NV-CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |     -303131 | OU      | $5142.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SITEONE LANDSCAPE SUPPLY INC-CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      127529 | OU      | $-2471.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BENTLEY SYSTEMS INC - CLASS B CFD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -192019 | OU      | $4018.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZOOMINFO TECHNOLOGIES INC-A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -531624 | OU      | $-8179.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ESTEE LAUDER COMPANIES                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -174009 | OU      | $1954.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JFROG LTD CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |     -321514 | OU      | $22018.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SONOS INC                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -773121 | OU      | $15688.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONCENTRIX CORP - WI CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       79184 | OU      | $-473.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAMECO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      624219 | OU      | $-1354.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LOWES COMPANIES CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -791648 | OU      | $6672.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STRIDE INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -136041 | OU      | $2609.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICAN TOWER CORP - CL A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      768170 | OU      | $6269.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACADEMY SPORTS & OUTDOORS CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      257546 | OU      | $-3199.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARGENX SE - ADR CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |        2556 | OU      | $-33.27        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADT INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -237356 | OU      | $364.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITY SOFTWARE INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      480420 | OU      | $-10318.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLEVELAND-CLIFFS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      267509 | OU      | $-3250.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REYNOLDS CONSUMER PROD CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -254153 | OU      | $5379.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALLEGRO MICROSYSTEMS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -82577 | OU      | $1142.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GFL ENVIRONMENTAL INC SUB VT CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -621589 | OU      | $10668.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SITIME CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -733403 | OU      | $21725.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AIRBNB INC CL A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -212278 | OU      | $1911.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FRESHPET INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -479775 | OU      | $22800.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENOVUS ENERGY INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      350785 | OU      | $3469.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STEPSTONE GROUP INC CL A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      130137 | OU      | $-962.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VICI PROPERTIES INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -213152 | OU      | $1718.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAE INC US CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      287283 | OU      | $-7540.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERIZON COMMUNICATIONS INC - CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -2049778 | OU      | $-34905.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OSCAR HEALTH INC CL A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -617561 | OU      | $10802.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MP MATERIALS CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -43621 | OU      | $3103.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UIPATH INC - CLASS A CFD USD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      932773 | OU      | $-17015.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TENABLE HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       87268 | OU      | $-4066.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OREILLY AUTOMOTIVE INC                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1041786 | OU      | $-5275.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SENTINELONE INC - CL A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -298988 | OU      | $-1401.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | XOMETRY INC-A CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -291528 | OU      | $16776.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CASEYS GENERAL STORES INC CS                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -235499 | OU      | $6677.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SX6E INDEX                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | XX        |     -265234 | OU      | $-5951.96      | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VICTORIAS SECRET  CO - CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1079764 | OU      | $16353.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEIGA MIX                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   180170602 | OU      | $1473645.42    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEW ORIENTAL EDUCATIO-SP ADR CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -845785 | OU      | $8503.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEAGATE TECHNOLOGY HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEAGATE TECHNOLOGY HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      -20169 | OU      | $341.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NOBLE CORP PLC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      126603 | OU      | $-624.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FORT BAKER ALPHASWAP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   176899066 | OU      | $452913.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GE HEALTHCARE TECHNOLOGIES ORD SHRS                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      545526 | OU      | $-12478.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OAK THISTLE MS ALPHASWAP MF SWAP                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   134787483 | OU      | $1072921.45    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CATALIO MS ALPHASWAP MF SWAP                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   212671516 | OU      | $-3296979.57   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MSHVHEAT                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   -79835588 | OU      | $-1004825.46   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTERDIGITAL INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      621952 | OU      | $-19259.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CALLODINE MS ALPHASWAP MF SWAP                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   100152900 | OU      | $1307421.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | CSIN0852 INDEX USD                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    20126255 | OU      | $649329.56     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GS JAPAN PHARM .GSPB.CFD (GSGAPHRM)                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |  -525064682 | OU      | $20043.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALPHABET CL A ORD CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     4721646 | OU      | $32824.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GS JAPAN REGIONAL BANK.GSPB.CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   967811039 | OU      | $83555.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BP P.L.C. ORD CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      205828 | OU      | $3246.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONSOLIDATED EDISON CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1729153 | OU      | $-107.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DUKE ENERGY CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      744723 | OU      | $-3369.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AT&T INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1665206 | OU      | $-37004.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENTERGY CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1341102 | OU      | $1721.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GOLDMAN SACHS CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1016430 | OU      | $-13490.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REPSOL YPF SA CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | ES        |      181661 | OU      | $-110.27       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOTALENERGIES SE CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |     -297377 | OU      | $2884.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHURCH & DWIGHT INC - CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -57525 | OU      | $423.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FAIR ISAAC & COMPANY INC - CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      756663 | OU      | $-22933.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CADENCE DESIGN STK - CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -408082 | OU      | $5166.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QUANTA COMPUTER INC CFD (USD)                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |     -101686 | OU      | $-1957.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICAN EXPRESS CO - CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -19422 | OU      | $184.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VALERO ENERGY STK - CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -316687 | OU      | $4130.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RESMED INC CFD (USD)                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      842233 | OU      | $-15085.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FEDERAL EXPRESS CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -244667 | OU      | $3179.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NANYA TECHNOLOGY CORPORATION CFD USD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |      -22851 | OU      | $-1699.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DICKS SPORTING GOODS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      172255 | OU      | $-1209.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WALT DISNEY CO CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -424347 | OU      | $-5248.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EDISON INTERNATIONAL - CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      754732 | OU      | $-6042.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BORG WARNER CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      151736 | OU      | $-1235.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CINTAS CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -197942 | OU      | $4041.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAPESTRY INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      551175 | OU      | $-5341.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DEERE & CO CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      685839 | OU      | $-6572.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KIMCO REALTY CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -140924 | OU      | $716.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNION PACIFIC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3991952 | OU      | $-46789.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOLL BROTHERS CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -677589 | OU      | $7168.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NIKE CFD                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -614372 | OU      | $-27124.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NVR INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -536800 | OU      | $4428.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PROGRESSIVE CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -2549549 | OU      | $-3875.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JP MORGAN CHASE & CO CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1835416 | OU      | $-5206.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMAZON.COM CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     5100113 | OU      | $-35922.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EQUIFAX CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      542507 | OU      | $-8953.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COCA COLA CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      244120 | OU      | $-1043.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LILLY CFD                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -923467 | OU      | $3541.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PACIFIC G & E CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1620277 | OU      | $5428.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PFIZER CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -2553318 | OU      | $26092.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZIMMER HOLDINGS CFD (USD)                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -63441 | OU      | $497.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RYDER SYSTEM CFD (DB)                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      224067 | OU      | $-4350.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | THE BRINKS CO CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -794698 | OU      | $14124.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FORD CFD                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      888807 | OU      | $-21286.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CVS/CAREMARK CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2169104 | OU      | $8614.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KBR INC CFD (USD)                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      564734 | OU      | $-3140.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTUIT CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1171704 | OU      | $-19755.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AUTOZONE STK CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -6814 | OU      | $30.58         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESTERN DIGITAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2009744 | OU      | $-46727.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VISA INC CLASS A CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3233281 | OU      | $-16218.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KEYCORP CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      504432 | OU      | $-2528.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADOBE SYSTEMS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1659969 | OU      | $12566.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHEVRON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1138432 | OU      | $18207.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REGIONS FINANCIAL CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Citibank NA                                            | MORGAN STANLEY CFD                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -4737599 | OU      | $56488.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ANALOG DEVICES CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -206441 | OU      | $3311.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATMOS ENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      203287 | OU      | $-1293.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COPART INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      594685 | OU      | $-4498.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CALIFORNIA WATER SERVICE GRP CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -283608 | OU      | $576.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENTERPRISE PRODUCTS PARTNERS CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    10135886 | OU      | $6327.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHENIERE ENERGY INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     9959347 | OU      | $264011.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLAINS ALL AMER PIPELINE LP CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      592715 | OU      | $6412.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLAINS ALL AMER PIPELINE LP CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -18331 | OU      | $-311.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLAINS ALL AMER PIPELINE LP CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1306575 | OU      | $22195.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEWMONT MINING CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      498708 | OU      | $-20126.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AES CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -733820 | OU      | $6753.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PPL CORPORATION CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      452442 | OU      | $-4221.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONAGRA FOODS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       31482 | OU      | $91.20         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TYSON FOODS INC-CL A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -187667 | OU      | $1723.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MILLICOM INTL CELLULAR S.A. CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | LU        |    -1059075 | OU      | $-26716.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UGI CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      766265 | OU      | $-23803.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ILLUMINA INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      353770 | OU      | $-16557.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | THERMO FISHER SCIENTIFIC INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      469196 | OU      | $3056.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALBEMARLE CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -842913 | OU      | $22844.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROCKWELL AUTOMATION INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1605329 | OU      | $29595.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MERCK & CO. INC. CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MERCK & CO. INC. CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      492644 | OU      | $-4132.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CIRRUS LOGIC INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -48461 | OU      | $824.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ON SEMICONDUCTOR CORPORATION CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      236567 | OU      | $-473.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NETFLIX INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2607606 | OU      | $3610.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOPGOLF CALLAWAY BRANDS CORP CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      146463 | OU      | $-3528.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEXAS INSTRUMENTS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1391398 | OU      | $41472.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AGILENT TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      452297 | OU      | $-4898.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HORMEL FOODS CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      631925 | OU      | $-10084.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | YUM! BRANDS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1407832 | OU      | $24376.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOSTON SCIENTIFIC CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1028145 | OU      | $-11237.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COSTCO WHOLESALE CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -688590 | OU      | $-9042.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIGAND PHARMACEUTICALS-CL B CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      406298 | OU      | $-9250.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MASTERCARD INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2809332 | OU      | $-24579.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LOREAL CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |      223510 | OU      | $-787.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LVMH MOET HENNESSY LOUIS VUI CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |      132178 | OU      | $2948.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | HONEYWELL INTERNATIONAL INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   -32182290 | OU      | $772800.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | HONEYWELL INTERNATIONAL INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -2833099 | OU      | $14243.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOEING CO CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -4467252 | OU      | $1093.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SOUTHWEST AIRLINES CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SOUTHWEST AIRLINES CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -252320 | OU      | $-247.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KNIGHT SWIFT TRANSPORTATION CO INC CFD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      282682 | OU      | $-1677.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALCOA INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -948265 | OU      | $10238.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ABBOTT LABORATORIES CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1309968 | OU      | $941.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BAXTER INTERNATIONAL INC. CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1200980 | OU      | $7402.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BECTON DICKINSON & CO CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      189418 | OU      | $-2528.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAMPBELL SOUP CO CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       80337 | OU      | $-629.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | H&R BLOCK INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -133867 | OU      | $-2058.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MASCO CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -249538 | OU      | $3058.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MCDONALDS CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1025185 | OU      | $-34332.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NISOURCE INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      379774 | OU      | $868.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NUCOR CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      479983 | OU      | $-3865.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEW YORK TIMES CO -CL A CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -72674 | OU      | $338.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ONEOK INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1103824 | OU      | $1469.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PROCTER & GAMBLE CO CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1184157 | OU      | $-129.79       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PINNACLE WEST CAPITAL CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -174658 | OU      | $1071.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SYNOVUS FINANCIAL CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      780827 | OU      | $-45542.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERIPRISE FINANCIAL INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1001262 | OU      | $11266.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARES CAPITAL CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      437123 | OU      | $2009.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BUILDERS FIRSTSOURCE INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1229464 | OU      | $5587.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COEUR DALENE STK CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -217367 | OU      | $12197.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENTENE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -609885 | OU      | $1482.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAPITAL ONE FINANCIAL CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3369738 | OU      | $-46981.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EURONET SERVICES INC. CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -98734 | OU      | $2835.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EQUINIX INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -732602 | OU      | $2451.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXTRA SPACE STORAGE INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      842694 | OU      | $-6811.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FTI CONSULTING INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -236612 | OU      | $2745.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLUOR CORP (NEW) CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      562204 | OU      | $-12575.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HAEMONETICS STK CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -32000 | OU      | $341.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ITRON INC - ITRI CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       13861 | OU      | $-210.61       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARMAX INC-W/I CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      247041 | OU      | $-3995.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KROGER CO CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1574326 | OU      | $-1794.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIVE NATION CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -648552 | OU      | $7871.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MGM RESORTS INTERANTIONAL CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      943556 | OU      | $-26635.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MICRON TECHNOLOGY INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MICRON TECHNOLOGY INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -494355 | OU      | $12583.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OSI SYSTEMS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      683565 | OU      | $-48210.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RAMBUS INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       86757 | OU      | $-2585.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SYNOPSYS INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2051785 | OU      | $-44671.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERTEX PHARMACEUTICALS CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      501278 | OU      | $-7568.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VIASAT INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      406703 | OU      | $-19544.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESCO INTERNATIONAL CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -443040 | OU      | $9537.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WAL MART STORES STK CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3631178 | OU      | $-32078.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPLIED MATERIALS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      371420 | OU      | $-2896.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASGN INC                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -95594 | OU      | $2240.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COLUMBIA SPORTSWEAR CO CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -182151 | OU      | $3549.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DEXCOM INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1373292 | OU      | $-19940.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FISERV INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -421944 | OU      | $8916.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIRST SOLAR INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2677489 | OU      | $-192930.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HENRY SCHEIN INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1573534 | OU      | $32911.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IPG PHOTONICS CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -233872 | OU      | $11196.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTUITIVE SURGICAL INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1627182 | OU      | $-32312.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KLA-TENCOR CORPORATION CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      179746 | OU      | $-4774.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MANHATTAN ASSOCIATES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      201453 | OU      | $-1626.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MICROCHIP TECHNOLOGY INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1971375 | OU      | $28998.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARKETAXESS HOLDINGS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1028888 | OU      | $-4100.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNIVERSAL DISPLAY CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        3807 | OU      | $-70.36        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AERCAP HOLDINGS NV CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      349195 | OU      | $-4602.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SMITH (A.O.) CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -921847 | OU      | $16225.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CINEMARK HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -11961 | OU      | $-8.09         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DELTA AIR LINES INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       67377 | OU      | $10.39         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FACTSET RESEARCH SYSTEMS INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -196404 | OU      | $816.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HOME DEPOT INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -134746 | OU      | $890.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IDACORP INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       17842 | OU      | $-123.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GARTNER INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      493907 | OU      | $3589.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JONES LANG LASALLE INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      725773 | OU      | $-7746.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KIRBY CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      100255 | OU      | $-982.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MDU RESOURCES GROUP INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      211522 | OU      | $543.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MAXIMUS INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      466895 | OU      | $-10262.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | METTLER-TOLEDO INTERNATIONAL CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       72033 | OU      | $-929.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REALTY INCOME CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      666512 | OU      | $-6701.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ORMAT TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      463433 | OU      | $-6860.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PEGASYSTEMS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -630421 | OU      | $24382.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REGENERON PHARMACEUTICALS CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      500491 | OU      | $-4178.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROYAL GOLD INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       20155 | OU      | $-816.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STEVEN MADDEN LTD CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -643840 | OU      | $22946.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SILGAN HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -119591 | OU      | $1751.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TTM TECHNOLOGIES CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      789504 | OU      | $-19670.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAKE-TWO INTERACTIVE SOFTWRE CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -341335 | OU      | $-5329.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITED CONTINENTAL HOLDINGS-  CFD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      880472 | OU      | $-14873.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WD-40 CO CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -136226 | OU      | $1940.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WOODWARD INC                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -443844 | OU      | $1247.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DENTSPLY SIRONA INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DENTSPLY SIRONA INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -48588 | OU      | $-126.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PACKAGING CORP OF AMERICA CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -281967 | OU      | $2937.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROBERT HALF INTL INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -72304 | OU      | $1715.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SYNNEX CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -173795 | OU      | $2682.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRANSDIGM GROUP INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1856671 | OU      | $37034.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TREX COMPANY INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      231202 | OU      | $-3007.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WEX INC                                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1007775 | OU      | $-16164.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HERMES INTERNATIONAL CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |     -408758 | OU      | $-1300.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FREEPORT-MCMORAN COPPER CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      406897 | OU      | $-3269.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENCORA INC                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      208778 | OU      | $-1399.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICAN INTERNATIONAL GROUP CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1657481 | OU      | $14322.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EDWARDS LIFESCIENCES CORP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       37294 | OU      | $-551.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEXTERA ENERGY INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1037126 | OU      | $1376.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LOCKHEED MARTIN CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -476018 | OU      | $4439.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OMNICOM GROUP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TENET HEALTHCARE CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -849746 | OU      | $9955.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VISHAY INTERTECHNOLOGY INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -119923 | OU      | $2496.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REINSURANCE GROUP OF AMERICA CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      226687 | OU      | $-3898.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATURGY ENERGY GROUP CFD-EUR                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | ES        |      291433 | OU      | $12170.12      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BIOGEN IDEC INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      284237 | OU      | $2098.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRISTOL-MYERS SQUIBB CO CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -288823 | OU      | $3804.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DANAHER CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1748591 | OU      | $2646.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SLM CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      667085 | OU      | $-6739.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLOROX COMPANY CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      289309 | OU      | $1081.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PEPSICO INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -3526946 | OU      | $81461.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FUKUOKA FINANCIAL GROUP INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DIGITAL REALTY TRUST INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DIGITAL REALTY TRUST INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        6256 | OU      | $-67.27        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CEMEX SAB-SPONS ADR PART CER CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MX        |      968177 | OU      | $-21010.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CME GROUP INC CFD (USD)                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      765780 | OU      | $-336.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LENOVO GROUP LTD CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | HK        |     -241020 | OU      | $49.64         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AKAMAI TECHNOLOGIES INC  SWP JPM                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -52534 | OU      | $1667.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NVIDIA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      241369 | OU      | $3692.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NVIDIA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2291228 | OU      | $29764.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORNING INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1502691 | OU      | $-16972.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMCAST CORP-CL A CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -466329 | OU      | $-9609.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SANMINA-SCI CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      117757 | OU      | $-1602.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TECHNE CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1069158 | OU      | $5284.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REXEL SA CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |       -5412 | OU      | $-33.49        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAIWAN SEMICONDUCTOR-SP ADR CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |     2258007 | OU      | $66448.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LULULEMON ATHLETICA INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -11183 | OU      | $169.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | AOZORA BANK LTD CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -63047600 | OU      | $-2158.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEICO CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -120302 | OU      | $1544.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PHILIP MORRIS INTERNAT CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PHILIP MORRIS INTERNAT CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -413485 | OU      | $4144.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MERCADOLIBRE INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      921028 | OU      | $3517.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INVENTEC CO LTD CFD (USD)                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |       -4104 | OU      | $12.60         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MEDIATEK INC CFD (USD)                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |       44432 | OU      | $973.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCHNEIDER ELECTRIC SA CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |     -148080 | OU      | $2765.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXPEDIA INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      103203 | OU      | $-644.91       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRIP.COM GROUP LTD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      763076 | OU      | $-18232.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARATHON PETROLEUM CORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1304327 | OU      | $10767.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SERVICENOW INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      304241 | OU      | $-2150.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WORKDAY INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -662890 | OU      | $8669.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GUIDEWIRE SOFTWARE INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      995517 | OU      | $-8960.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DIAMONDBACK ENERGY INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1684868 | OU      | $-5743.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | META PLATFORMS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     4393561 | OU      | $-18484.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DIGITAL GARAGE INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |   230796984 | OU      | $-15094.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NXP SEMICONDUCTORS NV CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUNTINGTON INGALLS INDUSTRIE CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -144251 | OU      | $741.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PILGRIMS PRIDE CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      420906 | OU      | $-4804.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORPAY INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -423860 | OU      | $17604.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MONSTER BEVERAGE CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -327050 | OU      | $3885.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ABBVIE INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      508175 | OU      | $672.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ANTERO RESOURCES CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      663961 | OU      | $16589.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JAZZ PHARMACEUTICALS PLC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |     -166882 | OU      | $452.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WIX.COM LTD CFD (USD)                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |      340044 | OU      | $715.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTL BUSINESS MACHINES CORP CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -4101177 | OU      | $87827.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VEEVA SYSTEMS INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      705594 | OU      | $-410.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NETAPP INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -246028 | OU      | $3147.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEWLETT-PACKARD CO CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -145554 | OU      | $5590.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MACY S INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -3282 | OU      | $128.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOLLAR GENERAL CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -945490 | OU      | $24729.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RINGCENTRAL INC-CLASS A  SWP MS                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -486111 | OU      | $9301.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SALESFORCE.COM INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1515784 | OU      | $2352.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEALTHEQUITY INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       87266 | OU      | $-877.65       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VIAVI SOLUTIONS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -38289 | OU      | $386.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LUMENTUM HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1076584 | OU      | $-41583.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIVANOVA PLC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |    -1214600 | OU      | $23071.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WILLIS TOWERS WATSON PLC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |     -983116 | OU      | $12103.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FORTIVE CORP -  CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -542176 | OU      | $7411.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOX INC - CLASS A CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -893312 | OU      | $10548.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IONIS PHARMACEUTICALS INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -43160 | OU      | $-113.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INSMED INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -566354 | OU      | $549.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PATRICK INDUSTRIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -89949 | OU      | $2771.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | Q2 HOLDINGS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      520974 | OU      | $-8854.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REPLIGEN CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      201014 | OU      | $-2088.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WINGSTOP INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -112168 | OU      | $6994.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEBIUS GROUP NV                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      397918 | OU      | $-30536.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HILTON GRAND VACATIONS-WI CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -222884 | OU      | $1729.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITEDHEALTH GROUP INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1407611 | OU      | $-8935.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DXC TECHNOLOGY CO CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -541689 | OU      | $8736.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AXON ENTERPRISE INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      180210 | OU      | $-1311.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NUTANIX INC - A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -266982 | OU      | $6050.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IMPINJ INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      215032 | OU      | $6134.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OKTA INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -464577 | OU      | $15883.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATIONAL VISION HOLDINGS INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1180728 | OU      | $30395.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEA LTD-ADR CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     1297880 | OU      | $11243.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZSCALER INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -343830 | OU      | $5549.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMNEAL PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       47254 | OU      | $-1137.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EVERGY INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      165503 | OU      | $137.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BHP BILLITON LTD-SPON ADR CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |    -3782766 | OU      | $27993.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KEURIG DR PEPPER INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      975180 | OU      | $-6706.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOCUSIGN INC  SWP MS                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      366286 | OU      | $-3765.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PDD HOLDINGS INC-ADR CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      580335 | OU      | $4076.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FRONTDOOR INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -724357 | OU      | $4616.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GARRETT MOTION INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -717046 | OU      | $10538.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RESIDEO TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -772597 | OU      | $6032.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAPRI HOLDINGS LTD CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | VG        |     -478256 | OU      | $8775.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GUARDANT HEALTH INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -295463 | OU      | $-4216.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FOX CORP - CLASS A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1306138 | OU      | $-10168.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOW INC-W/I CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      289260 | OU      | $-494.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMCOR PLC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JE        |      452338 | OU      | $-3287.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATLANTIC UNION BANKSHARES CO CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      964463 | OU      | $-19094.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TURNING POINT BRANDS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      798347 | OU      | $2186.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORTEVA INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1241160 | OU      | $-2110.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KONTOOR BRANDS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      347824 | OU      | $-5658.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | L3HARRIS TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -160239 | OU      | $830.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROKU INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      371673 | OU      | $-4434.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UBIQUITI INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1584572 | OU      | $28551.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRUIST FINANCIAL CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -87771 | OU      | $669.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EQUITABLE HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      305760 | OU      | $-3039.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OVINTIV INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      432893 | OU      | $3448.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HALLIBURTON CO CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -29058 | OU      | $261.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NORWEGIAN CRUISE LINE HOLDIN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      379024 | OU      | $-1860.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STONECO LTD-A CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      103100 | OU      | $-1950.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LAMAR ADVERTISING CO-A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      231412 | OU      | $-1669.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PELOTON INTERACTIVE INC-A CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1588250 | OU      | $10354.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLOOM ENERGY CORP- A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      402438 | OU      | $-23423.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EVERCORE INC - A CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -288711 | OU      | $9025.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KIMBERLY-CLARK CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KIMBERLY-CLARK CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      105233 | OU      | $-710.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LEGEND BIOTECH CORP-ADR TRS 11.23.2026                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      392212 | OU      | $-5196.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MAGNOLIA OIL & GAS CORP - A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -172148 | OU      | $-629.91       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | 3M CO CFD                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      991462 | OU      | $-2684.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SPHERE ENTERTAINMENT CO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      312918 | OU      | $-4763.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KE HOLDINGS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      271435 | OU      | $-5752.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AON PLC-CLASS A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |    -1030946 | OU      | $9357.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SNOWFLAKE INC-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      512141 | OU      | $-9587.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALLEGRO.EU SA CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | LU        |     3215722 | OU      | $1735.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DAQO NEW ENERGY CORP-ADR CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      -68691 | OU      | $6505.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TC ENERGY CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      896551 | OU      | $-1373.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | F5 NETWORKS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -319953 | OU      | $5472.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MACOM TECHNOLOGY SOLUTIONS H CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       71653 | OU      | $-1599.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LAS VEGAS SANDS CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1576279 | OU      | $37486.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VALMONT INDUSTRIES CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -119462 | OU      | $1581.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MERCURY GENERAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      856608 | OU      | $-5552.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MASTEC INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1557242 | OU      | $-38478.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CBRE GROUP INC - A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1219547 | OU      | $22948.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IRHYTHM TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -360558 | OU      | $4435.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARAMARK CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      501082 | OU      | $-12503.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KEMPER CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      357854 | OU      | $-2967.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERTIV HOLDINGS CO CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1410086 | OU      | $28302.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOISE CASCADE CO CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      167885 | OU      | $-1328.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATI INC                                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -722921 | OU      | $6245.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HYATT HOTELS CORP - CL A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -545196 | OU      | $14216.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOTOROLA SOLUTIONS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOTOROLA SOLUTIONS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      424316 | OU      | $-747.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SKYWORKS SOLUTIONS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1196017 | OU      | $26800.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CROCS INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -383781 | OU      | $14591.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEW JERSEY RESOURCES CORP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -295853 | OU      | $1699.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OLIN CORP CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -208860 | OU      | $1455.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DECKERS OUTDOOR CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -60478 | OU      | $-65.56        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNIFIRST CORP/MA CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OJI HOLDINGS CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RALPH LAUREN CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       28282 | OU      | $-1054.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TYLER TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -223417 | OU      | $4159.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AUTOMATIC DATA PROCESSING CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      214492 | OU      | $-2020.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARZETTI COMPANY/THE CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -139487 | OU      | $-105.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BILL.COM HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1101917 | OU      | $-17170.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOLINA HEALTHCARE INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      327196 | OU      | $19710.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OCCIDENTAL PETROLEUM CORP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -244157 | OU      | $-5153.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MORNINGSTAR INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       68861 | OU      | $-190.91       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REVVITY INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -78000 | OU      | $599.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VARONIS SYSTEMS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      404860 | OU      | $-4076.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRADEWEB MARKETS INC-CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -180347 | OU      | $325.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CDW CORP/DE CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -282971 | OU      | $4714.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESTERN ALLIANCE BANCORP CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      637336 | OU      | $-27492.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRACTOR SUPPLY COMPANY CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      352332 | OU      | $-8913.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TARGA RESOURCES CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      542866 | OU      | $5468.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TARGA RESOURCES CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     8104990 | OU      | $81644.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INSPIRE MEDICAL SYSTEMS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -163002 | OU      | $7963.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STANLEY BLACK & DECKER INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -167128 | OU      | $2078.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FORTUNE BRANDS HOME & SECURI CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        4512 | OU      | $-60.52        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMETEK INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1309877 | OU      | $5952.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INSULET CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -150987 | OU      | $1476.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STEEL DYNAMICS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -2056 | OU      | $22.99         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAESARS ENTERTAINMENT INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1565732 | OU      | $67508.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CELANESE CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -305443 | OU      | $3563.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EASTMAN CHEMICAL CO CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      946772 | OU      | $4039.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VAIL RESORTS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VAIL RESORTS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -222459 | OU      | $1347.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEMPUR SEALY INTERNATIONAL I CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      570479 | OU      | $-6675.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ULTA BEAUTY INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -237200 | OU      | $3061.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WW GRAINGER INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -918951 | OU      | $22914.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QUANTA SERVICES INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -39037 | OU      | $629.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DYCOM INDUSTRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       59703 | OU      | $-1584.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ITT INC CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -5455637 | OU      | $108059.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ITT INC CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -132074 | OU      | $2288.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CNH INDUSTRIAL NV CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      -44594 | OU      | $946.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JOHNSON & JOHNSON CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       39183 | OU      | $-69.93        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MAGNITE INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -296052 | OU      | $3927.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PULTEGROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PULTEGROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      151952 | OU      | $-1156.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMPHENOL CORP-CL A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMPHENOL CORP-CL A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       85917 | OU      | $-643.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ECOLAB INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       85294 | OU      | $-1550.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CELSIUS HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1632169 | OU      | $-703.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ABERCROMBIE & FITCH CO-CL A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -565106 | OU      | $-5210.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLAINS GP HOLDINGS LP-CL A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      399801 | OU      | $6387.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLAINS GP HOLDINGS LP-CL A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -13533 | OU      | $-266.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CALIX INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      385614 | OU      | $-17750.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PENNYMAC FINANCIAL SERVICES CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      303498 | OU      | $-3561.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HARLEY-DAVIDSON INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -54800 | OU      | $1075.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TELEFLEX INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      366623 | OU      | $-7215.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REVOLVE GROUP INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -696349 | OU      | $12665.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRANSUNION CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -78630 | OU      | $1111.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOSAIC CO/THE CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      264874 | OU      | $-1016.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UPWORK INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -195634 | OU      | $13507.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPOTIFY TECHNOLOGY SA CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | LU        |     1302098 | OU      | $5660.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KINSALE CAPITAL GROUP INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1496723 | OU      | $17507.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | URBAN OUTFITTERS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      384993 | OU      | $1015.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATKORE INTERNATIONAL GROUP I CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      128462 | OU      | $-1139.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SIGNET JEWELERS LTD CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      279309 | OU      | $-417.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATRICURE INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -26797 | OU      | $410.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAYCHEX INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1315492 | OU      | $14316.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIVE BELOW CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -166235 | OU      | $289.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COLGATE-PALMOLIVE CO CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      675499 | OU      | $-2564.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITED THERAPEUTICS CORP CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       58053 | OU      | $-1045.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ELF BEAUTY INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -414894 | OU      | $7775.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADVANCED ENERGY INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       89601 | OU      | $-2503.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOOT BARN HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      186534 | OU      | $-12005.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAGSEGURO DIGITAL LTD-CL A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      613600 | OU      | $-5055.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITED NATURAL FOODS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -331072 | OU      | $7470.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EBAY INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      261048 | OU      | $3038.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STRYKER CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      963059 | OU      | $-9872.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VENTAS INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      372436 | OU      | $-7589.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AIR PRODUCTS & CHEMICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      512125 | OU      | $4146.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALARM.COM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       26140 | OU      | $-630.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATIONAL FUEL GAS CO CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      673991 | OU      | $-15257.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPROUTS FARMERS MARKET INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      424338 | OU      | $-2724.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUPERNUS PHARMACEUTICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -112049 | OU      | $373.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MKS INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        5505 | OU      | $-71.52        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BAIDU INC ADR CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     1057709 | OU      | $43624.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DR HORTON INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -961908 | OU      | $9005.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | XPO LOGISTICS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -275616 | OU      | $7057.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRIDGEBIO PHARMA INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       78800 | OU      | $1208.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MERCURY SYSTEMS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      286870 | OU      | $-2496.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QFIN HOLDINGS INC ADR CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      480143 | OU      | $-4443.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTL FLAVORS & FRAGRANCES CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      396689 | OU      | $3944.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAIA INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -88998 | OU      | $1490.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KULICKE & SOFFA INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      587901 | OU      | $-9197.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COGNIZANT TECH SOLUTIONS-A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1724592 | OU      | $24087.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTERNATIONAL PAPER CO CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      366694 | OU      | $933.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TERADYNE INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -791087 | OU      | $13555.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DARLING INGREDIENTS INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -389641 | OU      | $5772.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHERWIN-WILLIAMS CO/THE CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -147181 | OU      | $1043.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPIRE INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      159084 | OU      | $-134.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHAKE SHACK INC - CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -550427 | OU      | $11539.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DILLARDS INC-CL A CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAMTEK LTD CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |     -244072 | OU      | $-840.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | QUALCOMM INC CFD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -4811004 | OU      | $84379.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMKOR TECHNOLOGY INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -461633 | OU      | $11837.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZYMEWORKS INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      263908 | OU      | $-1661.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASCENDIS PHARMA A/S - ADR CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | DK        |      482598 | OU      | $8920.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRANSOCEAN INC/CALL WT EQ                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CH        |    -1533761 | OU      | $-14658.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IMMUNOVANT INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1196437 | OU      | $-28870.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TELEPHONE AND DATA SYSTEMS CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -673126 | OU      | $-5300.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LCI INDUSTRIES CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      376101 | OU      | $-5407.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REGAL REXNORD CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1939474 | OU      | $36173.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADVANCED DRAINAGE SYSTEMS IN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -690579 | OU      | $15381.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOLBY LABORATORIES INC-CL A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -257816 | OU      | $7679.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUMANA INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1168119 | OU      | $9642.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CIENA CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      706592 | OU      | $-9425.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INSTALLED BUILDING PRODUCTS CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -432304 | OU      | $9239.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KB HOME CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -340401 | OU      | $1997.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WATERS CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      135986 | OU      | $-1525.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LITTELFUSE INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      363767 | OU      | $-5126.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OCULAR THERAPEUTIX INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      401009 | OU      | $-23794.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCORPIO TANKERS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MH        |     -330159 | OU      | $-642.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RBC BEARINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       87021 | OU      | $-1370.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOLLAR TREE INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      101667 | OU      | $431.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CATERPILLAR INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -498620 | OU      | $5952.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZEBRA TECHNOLOGIES CORP-CL A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      847534 | OU      | $-12961.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IMAX CORP CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     -452245 | OU      | $3920.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MINISO GROUP HOLDING LTD-ADR CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     2368627 | OU      | $-95696.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERACYTE INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -206765 | OU      | $937.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASBURY AUTOMOTIVE GROUP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -418497 | OU      | $7616.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALNYLAM PHARMACEUTICALS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      436531 | OU      | $-7068.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOHAWK INDUSTRIES INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -374059 | OU      | $-184.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHEESECAKE FACTORY INC/THE CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -236906 | OU      | $-2268.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MSCI INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -669157 | OU      | $4777.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENTURY ALUMINUM COMPANY CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      125509 | OU      | $-1857.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JM SMUCKER CO/THE CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -139511 | OU      | $913.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONSTELLIUM SE CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |    -1114830 | OU      | $6469.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADVANCE AUTO PARTS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      647585 | OU      | $-7309.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRAVEL + LEISURE CO CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1052056 | OU      | $-19708.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INSIGHT ENTERPRISES INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      155391 | OU      | $2090.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUNT (JB) TRANSPRT SVCS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -189650 | OU      | $4832.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CANADIAN NATL RAILWAY CO CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      771894 | OU      | $1508.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLEAN HARBORS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -121890 | OU      | $2305.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENERAL MILLS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       61146 | OU      | $-1161.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPLOVIN CORP-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1546429 | OU      | $-126016.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | MERITAGE HOMES CORP CFD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      360990 | OU      | $-10.92        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATIONAL STORAGE AFFILIATES CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      435354 | OU      | $-3741.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARTHUR J GALLAGHER & CO CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      734087 | OU      | $-1711.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRINKER INTERNATIONAL INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -73712 | OU      | $3674.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLEARWAY ENERGY INC-C CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -241471 | OU      | $1300.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMMSCOPE HOLDING CO INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      228287 | OU      | $-2097.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARROW ELECTRONICS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -368210 | OU      | $9023.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASANA INC - CL A CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -618957 | OU      | $7792.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INCYTE CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -79140 | OU      | $124.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | API GROUP CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      403400 | OU      | $-12267.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AGILYSYS INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      161938 | OU      | $-1860.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IRON MOUNTAIN INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CALIFORNIA RESOURCES CORP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      416751 | OU      | $10586.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMMERCIAL METALS CO CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      170788 | OU      | $-1822.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEREX CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      136976 | OU      | $-1177.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HERC HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -14903 | OU      | $806.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIRST HORIZON CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1209855 | OU      | $-9907.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WELLTOWER INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -3507978 | OU      | $17767.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIBERTY OILFIELD SERVICES -A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -931084 | OU      | $1899.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TERADATA CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -410206 | OU      | $7150.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CISCO SYSTEMS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -5439171 | OU      | $59087.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALGONQUIN POWER & UTILITIES CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      283662 | OU      | $-1377.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | NASDAQ INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -4654731 | OU      | $49311.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | NASDAQ INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      192150 | OU      | $-998.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRINITY INDUSTRIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -762369 | OU      | $47774.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMDOCS LTD CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GG        |     -344869 | OU      | $3184.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GOOSEHEAD INSURANCE INC -A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -243007 | OU      | $3865.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARRIER GLOBAL CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1138605 | OU      | $9889.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LEAR CORP CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -90199 | OU      | $1383.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RPM INTERNATIONAL INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -549556 | OU      | $5947.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACUITY BRANDS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -152769 | OU      | $2632.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WEBSTER FINANCIAL CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -93838 | OU      | $2890.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ORACLE CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      283287 | OU      | $-4955.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLOWSERVE CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      755324 | OU      | $-20728.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BROADCOM INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1377556 | OU      | $-7692.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | STARWOOD PROPERTY TRUST INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -881445 | OU      | $27500.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARCELORMITTAL-NY REGISTERED CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | LU        |      786048 | OU      | $8236.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LOUISIANA-PACIFIC CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      666819 | OU      | $-13309.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CSX CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      262268 | OU      | $-1775.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HERSHEY CO/THE CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -254616 | OU      | $3119.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBAL PAYMENTS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -448233 | OU      | $21449.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WILLIAMS COS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1469572 | OU      | $21697.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WILLIAMS COS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    16226804 | OU      | $327730.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRAND CANYON EDUCATION INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1021096 | OU      | $-7269.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOORDASH INC - A CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -794925 | OU      | $6547.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APTARGROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      280096 | OU      | $-1904.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AUTOLIV INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -997779 | OU      | $12331.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AVNET INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -509148 | OU      | $10221.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FRANKLIN RESOURCES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      295649 | OU      | $-3809.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PUBLIC SERVICE ENTERPRISE GP CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1463750 | OU      | $9275.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUBBELL INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       90657 | OU      | $-1390.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASSURANT INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      397650 | OU      | $-2414.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESTERN UNION CO CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      186388 | OU      | $-48.04        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | H.B. FULLER CO. CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -308761 | OU      | $4622.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LYONDELLBASELL INDU-CL A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      374350 | OU      | $-2575.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NORTHERN TRUST CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      594035 | OU      | $-10659.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SENSATA TECHNOLOGIES HOLDING CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     -251873 | OU      | $-1930.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CUMMINS INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      304888 | OU      | $-4233.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TORO CO CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -327392 | OU      | $3222.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MACERICH CO/THE CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -151801 | OU      | $1093.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARDINAL HEALTH INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1428947 | OU      | $13257.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FORMFACTOR INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -224498 | OU      | $5561.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRAPHIC PACKAGING HOLDING CO CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       62463 | OU      | $-867.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MASIMO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -514909 | OU      | $7934.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALPHATEC HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1983484 | OU      | $26950.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BATH & BODY WORKS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1623959 | OU      | $57439.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MATADOR RESOURCES CO CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -279618 | OU      | $2527.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICAN WATER WORKS CO INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      943727 | OU      | $-7650.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HDFC BANK LTD-ADR CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IN        |    -3416404 | OU      | $-9074.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HELMERICH & PAYNE CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -817965 | OU      | $-2684.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | POLARIS INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      815726 | OU      | $-16119.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENPACT LTD CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      400043 | OU      | $-7559.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QUALYS INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -171689 | OU      | $9817.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAYONEER GLOBAL INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -701079 | OU      | $19407.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBAL-E ONLINE LTD CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |      745953 | OU      | $-4881.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ICU MEDICAL INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -610610 | OU      | $9255.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SYNCHRONY FINANCIAL CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1145575 | OU      | $-19520.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KRATOS DEFENSE & SECURITY CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -18752 | OU      | $1292.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OPTION CARE HEALTH INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      308057 | OU      | $-2870.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REPUBLIC SERVICES INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      693468 | OU      | $-6815.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EATON CORP PLC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      124817 | OU      | $-916.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PPG INDUSTRIES INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1026398 | OU      | $-9994.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEI INVESTMENTS COMPANY CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      574587 | OU      | $-7910.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEI INVESTMENTS COMPANY CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ON HOLDING AG-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CH        |     -484209 | OU      | $10159.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MCKESSON CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1149495 | OU      | $-2729.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SIBANYE-STILLWATER LTD-ADR CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | ZA        |      127826 | OU      | $-5247.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CROWN CASTLE INTL CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      379069 | OU      | $4049.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SKYLINE CHAMPION CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -938606 | OU      | $11134.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NVENT ELECTRIC PLC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |     -703198 | OU      | $6742.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRANITE CONSTRUCTION INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      776092 | OU      | $-12128.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALBERTSONS COS INC - CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1455162 | OU      | $22548.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | C.H. ROBINSON WORLDWIDE INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      134137 | OU      | $-3438.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPS COMMERCE INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      178492 | OU      | $-3440.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ESSENTIAL PROPERTIES REALTY CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -570497 | OU      | $7965.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENERSYS CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      398784 | OU      | $-4467.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COUPANG INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2168981 | OU      | $-30358.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WATTS WATER TECHNOLOGIES-A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1197176 | OU      | $28506.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIRST AMERICAN FINANCIAL CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -755883 | OU      | $3672.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SONIC AUTOMOTIVE INC-CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -298953 | OU      | $7159.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EASTGROUP PROPERTIES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1644926 | OU      | $28483.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FRESHWORKS INC-CL A CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -374807 | OU      | $2614.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOOZ ALLEN HAMILTON HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      300790 | OU      | $-3842.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERRA MOBILITY CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      807396 | OU      | $-4624.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALIGNMENT HEALTHCARE INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -861650 | OU      | $-24078.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LPL FINANCIAL HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      430289 | OU      | $-3114.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLUE OWL CAPITAL CORP                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      770342 | OU      | $-16338.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VICTORY CAPITAL HOLDING - A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       16119 | OU      | $-283.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLUE OWL CAPITAL INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       35880 | OU      | $-218.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MCCORMICK & CO-NON VTG SHRS CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -122717 | OU      | $1345.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESTERN MIDSTREAM PARTNERS L CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3804302 | OU      | $-3848.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORCEPT THERAPEUTICS INC (UBS-CFD)                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1523801 | OU      | $813046.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEVA PHARMACEUTICAL-SP ADR CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |     2238406 | OU      | $-1897.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SOUTHERN CO/THE CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      527641 | OU      | $1924.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CUSTOMERS BANCORP INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      393346 | OU      | $-11293.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VICOR CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      204007 | OU      | $-7384.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NU HOLDINGS LTD/CAYMAN ISL-A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      430609 | OU      | $-2985.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOAST INC-CLASS A CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -27149 | OU      | $587.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PROCORE TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1307592 | OU      | $32095.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DLOCAL LTD CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      553877 | OU      | $-8186.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLACKBAUD INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -157757 | OU      | $596.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KEYSIGHT TECHNOLOGIES IN CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1952524 | OU      | $26891.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WEYERHAEUSER CO CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      127560 | OU      | $-107.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AURINIA PHARMACEUTICALS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      -24007 | OU      | $-236.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORE & MAIN INC-CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -561166 | OU      | $9400.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCHNEIDER NATIONAL INC-CL B CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -367979 | OU      | $4810.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARQETA INC-A CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -265191 | OU      | $14467.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIRST INTERSTATE BANCSYS-A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      740883 | OU      | $-23521.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLOWERS FOODS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      279343 | OU      | $-1239.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHELL PLC-NEW CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      320218 | OU      | $4619.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KITE REALTY GROUP TRUST CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -222795 | OU      | $1024.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRIXMOR PROPERTY GROUP INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -30124 | OU      | $180.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | URBAN EDGE PROPERTIES CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -341175 | OU      | $1741.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PHILLIPS EDISON & COMPANY IN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -303455 | OU      | $1928.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOXIMITY INC-CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -36006 | OU      | $271.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LAUREATE EDUCATION INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      259363 | OU      | $-2191.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HANOVER INSURANCE GROUP INC/ CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      117035 | OU      | $-1890.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLEAR SECURE INC -CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      224286 | OU      | $-1808.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DT MIDSTREAM INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      323780 | OU      | $433.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DT MIDSTREAM INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2152914 | OU      | $2882.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HESS MIDSTREAM LP - CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1010464 | OU      | $-1076.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FRONTLINE LTD CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CY        |      -44903 | OU      | $41.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRUNSWICK CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      799851 | OU      | $-22558.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DANA INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1056233 | OU      | $1692.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | URANIUM ENERGY CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      305589 | OU      | $-2691.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESTLAKE CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      775983 | OU      | $-6415.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TARSUS PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -157273 | OU      | $963.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TERRENO REALTY CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -206726 | OU      | $5350.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ESTABLISHMENT LABS HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | VG        |      235848 | OU      | $-10211.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RLI CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       46439 | OU      | $-565.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STAG INDUSTRIAL INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -224881 | OU      | $2776.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IQVIA HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1352072 | OU      | $3894.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JOBY AVIATION INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -537656 | OU      | $14949.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DRIVEN BRANDS HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1505924 | OU      | $-25850.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DUTCH BROS INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -336434 | OU      | $4805.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KYNDRYL HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -446164 | OU      | $1628.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TENARIS SA-ADR CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | LU        |     1142453 | OU      | $-12946.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHELL PLC-ADR CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     1911920 | OU      | $14358.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INVENTRUST PROPERTIES CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -148196 | OU      | $-131.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FEDERAL REALTY INVS TRUST CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -319413 | OU      | $3203.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GXO LOGISTICS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      807400 | OU      | $-12273.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SENSIENT TECHNOLOGIES CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -766837 | OU      | $18055.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NOVO-NORDISK A/S-SPONS ADR CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | DK        |    -3266387 | OU      | $22227.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HALEON PLC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |        6375 | OU      | $32.75         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BP PLC-SPONS ADR CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     1708680 | OU      | $22298.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACADIA REALTY TRUST CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -91571 | OU      | $1195.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROPER TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -125790 | OU      | $1153.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BWX TECHNOLOGIES INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      660614 | OU      | $-14365.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMEREN CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      656237 | OU      | $1240.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MONDELEZ INTERNATIONAL INC-A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -42883 | OU      | $787.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WASTE CONNECTIONS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     1001899 | OU      | $-11641.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MEDTRONIC PLC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |       70414 | OU      | $-482.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONSTELLATION ENERGY CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -627599 | OU      | $7963.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NCINO INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -787214 | OU      | $11885.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENERAL ELECTRIC CO CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3359149 | OU      | $-58915.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VALARIS LTD CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |     -269338 | OU      | $1411.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAL-MAINE FOODS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -155204 | OU      | $4578.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GITLAB INC-CL A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2092094 | OU      | $-40779.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COLUMBIA BANKING SYSTEM INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      116051 | OU      | $-4278.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCIENCE APPLICATIONS INTE CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -343924 | OU      | $6108.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JABIL INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -28722 | OU      | $220.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBALFOUNDRIES INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -259565 | OU      | $10690.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LKQ CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -146655 | OU      | $2721.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GILDAN ACTIVEWEAR INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      745616 | OU      | $-8025.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEXTRON INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEXTRON INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -10424 | OU      | $137.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GOLAR LNG LTD CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |     -313271 | OU      | $706.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXLSERVICE HOLDINGS INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -263520 | OU      | $1962.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STAR BULK CARRIERS CORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MH        |      510506 | OU      | $11317.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STERIS PLC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      131647 | OU      | $-830.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DUOLINGO CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -300092 | OU      | $13675.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LANTHEUS HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -581761 | OU      | $7235.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | XCEL ENERGY INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1384438 | OU      | $-1262.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HF SINCLAIR CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       84457 | OU      | $-960.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHESAPEAKE ENERGY CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -30503 | OU      | $485.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NOV INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -313223 | OU      | $3436.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MONDAY.COM LTD CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |     1051203 | OU      | $6359.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PEABODY ENERGY CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -844549 | OU      | $21948.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GEO GROUP INC/THE CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1729054 | OU      | $37228.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAN AMERICAN SILVER CORP CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      222161 | OU      | $-7978.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AGREE REALTY CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      251484 | OU      | $-2692.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COHERENT CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      452040 | OU      | $-8149.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UBER TECHNOLOGIES INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1862520 | OU      | $3817.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NETEASE INC-ADR CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |    -4456425 | OU      | $47905.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WEATHERFORD INTERNATIONAL PL CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      514485 | OU      | $-6107.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TIDEWATER INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -11019 | OU      | $159.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATL HEALTH INVESTORS INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      596278 | OU      | $-9298.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BROOKFIELD CORP CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      663785 | OU      | $-4713.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | MITSUBISHI UFJ FINL-SPON ADR CFD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    -2749448 | OU      | $3431.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KRANESHARES CSI CHINA INTERN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     8992064 | OU      | $-183669.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | U-HAUL HOLDING CO-NON VOTING CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -781947 | OU      | $16860.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRIFFON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -103581 | OU      | $4080.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARPENTER TECHNOLOGY CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1474301 | OU      | $-49020.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTERNATIONAL SEAWAYS INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MH        |      118389 | OU      | $-509.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAMSARA INC-CL A CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      553805 | OU      | $-8016.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENWORTH FINANCIAL INC-CL A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      312286 | OU      | $-3215.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMFORT SYSTEMS USA INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1082954 | OU      | $17136.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZETA GLOBAL HOLDINGS CORP-A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -604413 | OU      | $-66973.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WARBY PARKER INC-CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -268040 | OU      | $15712.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CNA FINANCIAL CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -393835 | OU      | $743.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPRINKLR INC-A CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      723689 | OU      | $-5968.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NOW INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      174222 | OU      | $-3018.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENOVA INTERNATIONAL INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1243488 | OU      | $-53327.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FOUR CORNERS PROPERTY TRUST CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      340434 | OU      | $-5994.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GREIF INC-CL A CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -290327 | OU      | $5174.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRAHAM HOLDINGS CO-CLASS B CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      740125 | OU      | $-6259.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MIRION TECHNOLOGIES INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      102716 | OU      | $-1682.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MODINE MANUFACTURING CO CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        3563 | OU      | $-91.52        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOOG INC-CLASS A CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      147802 | OU      | $-1671.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MATERION CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      638932 | OU      | $-17456.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENPRO INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      764124 | OU      | $-16382.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PIPER SANDLER COS CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      820194 | OU      | $-15420.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PJT PARTNERS INC - A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      848982 | OU      | $-19669.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PERMIAN RESOURCES CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1254656 | OU      | $10166.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | STEWART INFORMATION SERVICES CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -166586 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SIXTH STREET SPECIALTY LENDI CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      344239 | OU      | $2498.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VISTA OIL & GAS SAB DE CV CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MX        |     -130284 | OU      | $-5817.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NELNET INC-CL A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      725936 | OU      | $-34677.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORECIVIC INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -362382 | OU      | $496.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXCELERATE ENERGY INC-A CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -566545 | OU      | $-16418.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STANDEX INTERNATIONAL CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      133224 | OU      | $-4377.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLANET LABS PBC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       68499 | OU      | $-71.08        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PRESTIGE CONSUMER HEALTHCARE CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      116021 | OU      | $-1832.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMPASS INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       28846 | OU      | $-148.23       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MADISON SQUARE GARDEN ENTERT CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       30087 | OU      | $91.84         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DASSAULT SYSTEMES SE CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |      -89167 | OU      | $-441.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AZZ INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      701075 | OU      | $-12550.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APOLLO GLOBAL MANAGEMENT INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      547063 | OU      | $-10727.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HOWARD HUGHES HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -245491 | OU      | $1474.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADMA BIOLOGICS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        1010 | OU      | $-6.77         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARM HOLDINGS PLC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      851414 | OU      | $-22297.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | KODIAK GAS SERVICES INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -2287186 | OU      | $-18112.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | KODIAK GAS SERVICES INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -168719 | OU      | $-3358.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NTT UD REIT INVESTMENT CORP CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Citibank NA                                            | KLAVIYO INC-A CFD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      101077 | OU      | $-2400.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENERGY TRANSFER LP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1263981 | OU      | $8387.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENERGY TRANSFER LP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3927306 | OU      | $45778.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOKAIDO REIT INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MCGRATH RENTCORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      678130 | OU      | $-15601.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAKARA LEBEN REAL ESTATE INV CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REXFORD INDUSTRIAL REALTY IN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      679471 | OU      | $-22934.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERTEX INC - CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -388079 | OU      | $1399.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEIWA REAL ESTATE REIT INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VIKING HOLDINGS LTD CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      170182 | OU      | $-5867.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LANDBRIDGE CO LLC-A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       59868 | OU      | $-1472.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LANDBRIDGE CO LLC-A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -941926 | OU      | $33161.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LANDBRIDGE CO LLC-A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      152771 | OU      | $-12904.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMFORIA RESIDENTIAL REIT IN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORE SCIENTIFIC INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      130457 | OU      | $-10162.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BITDEER TECHNOLOGIES GROUP-A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      411745 | OU      | $-158.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALKAMI TECHNOLOGY INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -154386 | OU      | $1523.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SIRIUS XM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       17067 | OU      | $-191.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERIS BANCORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1060112 | OU      | $-30804.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASML HOLDING NV-NY REG SHS CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      804225 | OU      | $5658.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BGC GROUP INC-A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      358755 | OU      | $-4617.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BUNGE GLOBAL SA CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CH        |      502848 | OU      | $-3911.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CANADIAN PACIFIC KANSAS CITY CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     1002423 | OU      | $-10921.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CELESTICA INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      850454 | OU      | $-25701.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PRIMORIS SERVICES CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       73732 | OU      | $-241.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COOPER COS INC/THE CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -384380 | OU      | $5397.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RB GLOBAL INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      868801 | OU      | $-21769.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RUSH STREET INTERACTIVE INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      473325 | OU      | $-5411.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAP SE-SPONSORED ADR CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | DE        |    -3684360 | OU      | $34879.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TKO GROUP HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      406032 | OU      | $-11439.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUDBAY MINERALS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      400035 | OU      | $2265.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IAC INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1071779 | OU      | $15375.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WARRIOR MET COAL INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      255087 | OU      | $3074.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IES HOLDINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -268188 | OU      | $9878.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRANSALTA CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      885903 | OU      | $8238.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATLANTA BRAVES HOLDINGS IN-C CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      640485 | OU      | $-2736.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMER SPORTS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -130104 | OU      | $2628.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPLIED DIGITAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1612735 | OU      | $-134399.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LAM RESEARCH CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -306062 | OU      | $5299.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BEIGENE LTD-ADR CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      965275 | OU      | $-21944.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUT 8 CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1018597 | OU      | $58772.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VITA COCO CO INC/THE CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      129204 | OU      | $-919.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRUPO FINANCIERO GALICIA-ADR CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AR        |    -1740375 | OU      | $1241.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FERGUSON ENTERPRISES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1554200 | OU      | $-46772.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REMITLY GLOBAL INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -399141 | OU      | $22386.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ANGLOGOLD ASHANTI PLC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |    -1699650 | OU      | $66793.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IRIS ENERGY LTD CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |      123423 | OU      | $-1992.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | PAMPA ENERGIA SA-SPON ADR CFD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AR        |      506952 | OU      | $3219.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BANCO MACRO SA-ADR CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AR        |     -537801 | OU      | $537.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENTESSA PHARMACEUTICALS-ADR CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     -205012 | OU      | $230.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GUARDIAN PHRMCY SERVICES-A CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -377019 | OU      | $6069.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BIGBEAR.AI HOLDINGS INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      230866 | OU      | $-5546.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPLIED OPTOELECTRONICS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -806090 | OU      | $25922.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LINDE PLC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |    -4514835 | OU      | $-9589.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPORTRADAR GROUP AG-A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CH        |      157609 | OU      | $-2319.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARISTA NETWORKS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -5275848 | OU      | $5034.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOWHEAD SPECIALTY HOLDINGS I CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -101524 | OU      | $35.56         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SERVICETITAN INC-A CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1524386 | OU      | $9530.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SERVICETITAN INC-A CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      477939 | OU      | $-12320.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BRIGHTSPRING HEALTH SERVICES CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1070536 | OU      | $5120.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BRIGHTSPRING HEALTH SERVICES CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -650723 | OU      | $5759.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SONY GROUP CORP - SP ADR CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |    -4146089 | OU      | $-23203.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | UL SOLUTIONS INC - CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -4495166 | OU      | $82948.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENBRIDGE INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     8717451 | OU      | $186151.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | STANDARDAERO INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1334951 | OU      | $9103.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | STANDARDAERO INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1749524 | OU      | $12003.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RUBRIK INC-A CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      635050 | OU      | $-23286.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BKV CORPORATION CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      113062 | OU      | $-1366.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ONESTREAM INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -441680 | OU      | $5927.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | WAYSTAR HOLDING CORP CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -937964 | OU      | $6258.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | WAYSTAR HOLDING CORP CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      387792 | OU      | $-2586.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APTIV PLC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JE        |     -837735 | OU      | $10255.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARVELL TECHNOLOGY INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -75327 | OU      | $1479.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEXGEN ENERGY LTD CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      -42538 | OU      | $-232.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JSC KASPI.KZ ADR CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KZ        |     1080663 | OU      | $-10125.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IAMGOLD CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      687874 | OU      | $-35809.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORE NATURAL RESOURCES INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -146981 | OU      | $320.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUNCOR ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |       11761 | OU      | $-50.32        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUPER GROUP SGHC LTD CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GE        |     1461165 | OU      | $-7137.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBALSTAR INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -165975 | OU      | $13924.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SANDISK CORPORATION CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -36881 | OU      | $561.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WISTRON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |      -41846 | OU      | $-1165.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CANADIAN NATURAL RESOURCES CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      205538 | OU      | $8698.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | METHANEX CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      432022 | OU      | $-10195.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BBVA ARGENTINA SA-ADR CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AR        |       93384 | OU      | $-287.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PRIMO BRANDS CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      167551 | OU      | $-1206.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SMURFIT WESTROCK PLC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |       -2400 | OU      | $-36.54        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIBERTY MEDIA CORP-FORMULA-C CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      799764 | OU      | $7230.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SAILPOINT INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1286928 | OU      | $39970.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SMITHFIELD FOODS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1019576 | OU      | $4476.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SMITHFIELD FOODS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -415319 | OU      | $6769.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | KARMAN HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -2476306 | OU      | $47793.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | KARMAN HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -202459 | OU      | $14631.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COREWEAVE INC-CL A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -538298 | OU      | $28792.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BERKSHIRE HATHAWAY INC-CL B CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1395563 | OU      | $-295.94       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QIAGEN N.V. CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      621519 | OU      | $-6823.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LUMEN TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      335893 | OU      | $-1643.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APA CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -56070 | OU      | $-114.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IONQ INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      291108 | OU      | $-3043.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRAZE INC-A CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      178441 | OU      | $-2430.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GAP INC/THE CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1225517 | OU      | $69830.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLEXUS CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      268811 | OU      | $-4651.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARGAN INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -69945 | OU      | $5088.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | VSE CORP CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -497847 | OU      | $6315.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | VSE CORP CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      324716 | OU      | $-5955.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WAFD INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -97603 | OU      | $3947.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HURON CONSULTING GROUP INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      215874 | OU      | $-7344.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | D-WAVE QUANTUM INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       31063 | OU      | $-5828.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICAN HEALTHCARE REIT INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -127216 | OU      | $3777.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONCENTRA GROUP HOLDINGS PAR CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      441638 | OU      | $-1849.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MAREX GROUP PLC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |    -1370532 | OU      | $29160.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MAREX GROUP PLC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -58734 | OU      | $618.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENIUS SPORTS LTD CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GG        |     -718253 | OU      | $-13276.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ERICSSON (LM) TEL-SP ADR CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | SE        |     -276859 | OU      | $1863.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACM RESEARCH INC-CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      470621 | OU      | $-15683.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AURORA INNOVATION INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -117160 | OU      | $10549.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DAVE INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      938315 | OU      | $14633.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OR ROYALTIES INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      608733 | OU      | $-19029.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AVEPOINT INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -248127 | OU      | $-656.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MGE ENERGY INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      101319 | OU      | $77.58         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | POWELL INDUSTRIES INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -222446 | OU      | $11732.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NUVALENT INC-A CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      488760 | OU      | $1817.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BANCORP INC/THE CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      414876 | OU      | $-9958.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARETRUST REIT INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      125657 | OU      | $-1374.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RADNET INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -907235 | OU      | $33339.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STONEX GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      499746 | OU      | $-8494.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STERLING INFRASTRUCTURE INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -2436542 | OU      | $23449.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BARRICK MINING CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      999395 | OU      | $-39248.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATMUS FILTRATION TECHNOLOGIE CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      875715 | OU      | $-20290.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OUTFRONT MEDIA INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      497704 | OU      | $-4907.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RIGETTI COMPUTING INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       50140 | OU      | $-2805.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIFE360 INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       81809 | OU      | $-1954.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRAB HOLDINGS LTD - CL A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      333062 | OU      | $-11860.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CIRCLE INTERNET GROUP INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -722484 | OU      | $5136.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OKLO INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      112009 | OU      | $-11975.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAVA GROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1044763 | OU      | $-9661.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KINIKSA PHARMACEUTICALS INTE CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |       13254 | OU      | $110.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PRICESMART INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -441562 | OU      | $1544.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | INFINITY NATURAL RESOUR-CL A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -72031 | OU      | $2181.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HINGE HEALTH INC-A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -414129 | OU      | $6436.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | FLOWCO HOLDINGS INC-CL A CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -124595 | OU      | $199.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GALAXY DIGITAL INC-A CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -2699110 | OU      | $48600.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NCR ATLEOS CORP CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      686337 | OU      | $-10189.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PERIMETER SOLUTIONS INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -341475 | OU      | $4424.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PONY AI INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |       60970 | OU      | $-766.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHIME FINANCIAL INC-CL A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -753047 | OU      | $35324.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ETORO GROUP LTD-A CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | VG        |      529895 | OU      | $-8390.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEMPUS AI INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      400576 | OU      | $-12912.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LEONARDO DRS ORD SHS                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1450330 | OU      | $-404.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QXO ORD SHS                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      370114 | OU      | $-45000.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASIA VITAL COMPONENTS CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |      -22938 | OU      | $-579.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LINEAGE INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -673483 | OU      | $9672.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LINEAGE INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     1544229 | OU      | $-378.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CELCUITY INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      830227 | OU      | $-9067.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | VIPER ENERGY INC-CL A CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -739105 | OU      | $6448.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HSBC HOLDINGS PLC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      -78401 | OU      | $-17.85        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HESAI GROUP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      374764 | OU      | $-6844.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AURA MINERALS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | VG        |      -38025 | OU      | $365.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MBRF GLOBAL FOODS COMPANY SA CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BR        |      -37839 | OU      | $-2137.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACUREN CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -882563 | OU      | $24233.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MIAMI INTERNATIONAL HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -2781521 | OU      | $121694.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MIAMI INTERNATIONAL HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      667017 | OU      | $-25593.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | NIQ GLOBAL INTELLIGENCE PLC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |     -685659 | OU      | $-6294.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MCGRAW HILL INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -702358 | OU      | $9985.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOBILEYE GLOBAL INC-A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       21645 | OU      | $-358.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CIPHER MINING INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -756649 | OU      | $22545.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | CENTURI HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -966128 | OU      | $8345.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | CENTURI HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -717534 | OU      | $11190.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | V2X INC CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -777010 | OU      | $13964.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | AMBIQ MICRO INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -223472 | OU      | $9949.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARIS LIFE SCIENCES INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1565184 | OU      | $35202.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARIS LIFE SCIENCES INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      584263 | OU      | $-24454.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARIS LIFE SCIENCES INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -186866 | OU      | $7286.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | HEARTFLOW INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -286387 | OU      | $9957.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ACCELERANT HOLDINGS-CL A CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     -311042 | OU      | $948.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEXTNAV INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -112729 | OU      | $-7.46         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | WATERBRIDGE INFRASTRUC-CL A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -760824 | OU      | $11289.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | PATTERN GROUP INC-CL A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -168270 | OU      | $4124.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LATAM AIRLINES GROUP SA-ADR CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CL        |     -514168 | OU      | $1991.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BLACK ROCK COFFEE BAR INC-A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -324446 | OU      | $13212.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BULLISH CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |       57323 | OU      | $-2070.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIGMA INC-CL A CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -257504 | OU      | $1668.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMRIZE LTD CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CH        |     -151378 | OU      | $3793.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASTERA LABS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -332121 | OU      | $12044.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | CCC INTELLIGENT SOLUTIONS HO CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -758640 | OU      | $4741.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | CCC INTELLIGENT SOLUTIONS HO CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      740529 | OU      | $-9303.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHORD ENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      308746 | OU      | $3652.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ECHOSTAR CORP-A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1276074 | OU      | $-2109.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EVERUS CONSTRUCTION GROUP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      120973 | OU      | $-5980.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FABRINET CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -654727 | OU      | $38277.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLUTTER ENTERTAINMENT PLC-DI CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |     -234128 | OU      | $7476.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GAMING AND LEISURE PROPERTIE CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      741252 | OU      | $-5251.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KNIFE RIVER CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -213285 | OU      | $4134.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GE VERNOVA INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -829985 | OU      | $8447.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MAPLEBEAR INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -428185 | OU      | $380.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TALEN ENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      238297 | OU      | $-2522.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PACCAR INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -536604 | OU      | $15555.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TMC THE METALS CO INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     -840033 | OU      | $84244.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QUANTUM COMPUTING INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -104556 | OU      | $14185.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERALTO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      328956 | OU      | $-6566.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REGENCY CENTERS CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -298409 | OU      | $1373.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHARKNINJA INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |    -1023193 | OU      | $44851.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SOLVENTUM CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      348370 | OU      | $-6290.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BANCO SANTANDER SA-SPON ADR CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | ES        |    -3006897 | OU      | $3137.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARTIVION INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -515997 | OU      | $11231.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRANSPORTADOR GAS-ADR SP B CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AR        |       75917 | OU      | $97.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRANSPORTADOR GAS-ADR SP B CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AR        |      135706 | OU      | $499.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SANOFI-ADR CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |     1643311 | OU      | $3941.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CRH PLC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      411351 | OU      | $-4627.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GOLUB CAPITAL BDC INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      615580 | OU      | $2533.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ERO COPPER CORP CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      125564 | OU      | $6832.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ONESPAWORLD HOLDINGS LTD CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BS        |     -349144 | OU      | $16350.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARCUTIS BIOTHERAPEUTICS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -6526 | OU      | $-240.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NAVITAS SEMICONDUCTOR CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       58286 | OU      | $-5607.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GSK PLC-SPON ADR CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROIVANT SCIENCES LTD CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |     2587775 | OU      | $-66495.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMPOSECURE INC-A CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       24299 | OU      | $51.87         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLACKROCK INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -4665669 | OU      | $73910.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMENTUM HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1538917 | OU      | $-31439.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BELLRING BRANDS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       24954 | OU      | $38.70         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INDIVIOR PLC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     1208967 | OU      | $-5408.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MINERALYS THERAPEUTICS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -25626 | OU      | $-575.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DIEBOLD NIXDORF INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       50969 | OU      | $-119.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEXTRACKER INC-CL A CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -547899 | OU      | $1719.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MILLROSE PROPERTIES CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1414539 | OU      | $15815.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIBERTY GLOBAL LTD-A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |       97405 | OU      | $-809.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALLIED GOLD CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     1461682 | OU      | $-100459.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRAIL INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      946754 | OU      | $-12453.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JAMES HARDIE IND PLC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      477258 | OU      | $-3369.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATIONAL GRID PLC-SP ADR CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |    -2842749 | OU      | $-17112.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOOKING HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -5384909 | OU      | $56355.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VOYAGER TECHNOLOGIES INC-A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -186903 | OU      | $995.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VOYAGER TECHNOLOGIES INC-A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -120168 | OU      | $11738.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUNOCOCORP LLC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1628753 | OU      | $-9855.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LXP INDUSTRIAL TRUST CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -31713 | OU      | $526.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | PHOENIX EDUCATION PARTNERS I CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -217111 | OU      | $5192.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PHINIA INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -978918 | OU      | $9104.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WINTRUST FINANCIAL CORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1172797 | OU      | $35780.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIQUIDIA CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      207532 | OU      | $891.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HARMONY BIOSCIENCES HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -792472 | OU      | $29365.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIONSGATE STUDIOS CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     -607204 | OU      | $-55926.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PACS GROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -312595 | OU      | $-12798.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARIS MINING CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     1010429 | OU      | $-24456.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOTALENERGIES SE CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |    -3934478 | OU      | $26875.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOTALENERGIES SE CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |     -126185 | OU      | $709.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | TERNS PHARMACEUTICALS INC CFD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       73274 | OU      | $-351.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BETA TECHNOLOGIES INC -CL A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -305049 | OU      | $9125.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BETA TECHNOLOGIES INC -CL A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -6952 | OU      | $802.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | THE BOYD GROUP INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -486269 | OU      | $8847.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LUMEXA IMAGING HOLDINGS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -887589 | OU      | $-18097.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LUMEXA IMAGING HOLDINGS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -109849 | OU      | $-410.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ANDERSEN GROUP INC - A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -4090464 | OU      | $-110948.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | EXZEO GROUP INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -487919 | OU      | $-20870.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GRUPO AEROMEXICO SAB DE CV CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | MX        |     -470180 | OU      | $9437.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MAPLIGHT THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -125095 | OU      | $2245.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ALLIANCE LAUNDRY HOLDINGS IN CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -893058 | OU      | $39131.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | EVOMMUNE INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -184114 | OU      | $4524.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BRIGHT MINDS BIOSCIENCES INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -778649 | OU      | $38595.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | KESTRA MEDICAL TECHNOLOGIES CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |     -329257 | OU      | $2318.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | CENTRAL BANCOMPANY CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -290723 | OU      | $-6628.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | WEALTHFRONT CORP CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -193020 | OU      | $-284.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | UPSTREAM BIO INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -129504 | OU      | $758.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SPYRE THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -302223 | OU      | $-8439.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SIONNA THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -196224 | OU      | $1138.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MIND MEDICINE MINDMED INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -276101 | OU      | $-9601.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | NETSKOPE INC-CL A CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -127447 | OU      | $2702.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MAZE THERAPEUTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -189870 | OU      | $-6591.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CECO ENVIRONMENTAL CORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -409355 | OU      | $1955.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUMITOMO MITSUI-SPONS ADR CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |    -2111421 | OU      | $7195.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EPLUS INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -123265 | OU      | $1274.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SK TELECOM CO LTD-SPON ADR CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |    -1165508 | OU      | $102.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OLEMA PHARMACEUTICALS INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -397327 | OU      | $1477.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SKYWARD SPECIALTY INSURANCE CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       70332 | OU      | $-1027.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RENEW ENERGY GLOBAL PLC-A CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     -675003 | OU      | $-1736.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZENAS BIOPHARMA INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -124142 | OU      | $470.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHAGEE HOLDINGS LTD-ADR CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      690184 | OU      | $-5072.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SLIDE INSURANCE HOLDINGS INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -808050 | OU      | $915.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ivory Coast Government International Bonds             | Ivory Coast Government International Bonds                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2780000 | PA      | $3289322.95    | 0.09%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                            | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1418447 | PA      | $1422028.13    | 0.04%             | 2032-12-31      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                               | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     2220691 | PA      | $1702004.36    | 0.05%             | 2037-09-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                            | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     5347000 | PA      | $5422787.15    | 0.14%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Lebanese Republic                                      | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    18118000 | PA      | $4193229.92    | 0.11%             | 2030-04-19      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Ivory Coast Government International Bonds             | Ivory Coast Government International Bonds                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     5291000 | PA      | $6032058.35    | 0.16%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Ivory Coast Government International Bonds             | Ivory Coast Government International Bonds                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2005000 | PA      | $2167537.51    | 0.06%             | 2033-01-30      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Guitar Center Holdings, Inc.                           | Guitar Center Holdings, Inc.                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6121316 | PA      | $1683361.76    | 0.04%             | 2030-12-13      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Sri Lanka Government International Bonds               | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     4207816 | PA      | $4032585.97    | 0.11%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ATI Physical Therapy Inc                               | ATI Physical Therapy, Inc.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55145 | PA      | $55144.69      | 0.00%             | N/A             | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| INTL BK RECON & DEVELOP                                | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $255275.00     | 0.01%             | 2028-04-24      | Floating      | 14.94%                | No            | 2                  | On Loan: No      |
| TAJIKISTAN INT BOND                                    | Republic of Tajikistan International Bond                                        | CUSIP: 000000000<br>LEI: 529900W1LSYUF3CYVU10 | Long             | DBT              | NUSS              | TJ        |      758667 | PA      | $760589.22     | 0.02%             | 2027-09-14      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                               | African Export-Import Bank/The                                                   | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Short            | DBT              | NUSS              | XX        |    -1824000 | PA      | $-1722913.92   | -0.05%            | 2029-09-21      | Fixed         | 3.99%                 | Yes           | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                               | African Export-Import Bank/The                                                   | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Short            | DBT              | NUSS              | XX        |    -2386000 | PA      | $-2127028.55   | -0.06%            | 2031-05-17      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| ATI Physical Therapy, Inc.                             | ATI PHYSICAL THERAPY 5TH AMENDMENT NOTE                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132658 | PA      | $132658.13     | 0.00%             | N/A             | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -2647444 | PA      | $-2757415.20   | -0.07%            | 2044-07-04      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Petroleos del Peru SA                                  | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    10058000 | PA      | $6393191.69    | 0.17%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Petroleos del Peru SA                                  | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    11931000 | PA      | $8799112.50    | 0.23%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                    | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     3243630 | PA      | $2753841.87    | 0.07%             | 2030-07-31      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Bahrain Government International Bonds                 | Bahrain Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -4035000 | PA      | $-3914975.82   | -0.10%            | 2032-09-16      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| MHP LUX SA                                             | MHP Lux SA                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     3232000 | PA      | $2738021.12    | 0.07%             | 2029-09-19      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| VTR COMUNICACIONES SPA                                 | VTR Comunicaciones SpA                                                           | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     2950000 | PA      | $2861820.90    | 0.08%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ARABIAN CENTRES SUKUK II                               | Arabian Centres Sukuk II Ltd                                                     | CUSIP: 000000000<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |     4123000 | PA      | $4113290.35    | 0.11%             | 2026-10-07      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS                                    | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     4905000 | PA      | $2011944.09    | 0.05%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SCENERY JOURNEY LTD                                    | Scenery Journey Ltd                                                              | CUSIP: 000000000<br>LEI: 549300Q2FGQXKG7X0I83 | Long             | DBT              | CORP              | VG        |     3607000 | PA      | $9017.50       | 0.00%             | 2022-10-24      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Lebanese Republic                                      | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    45310000 | PA      | $10480203.00   | 0.28%             | 2024-03-09      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BRASKEM IDESA SAPI                                     | Braskem Idesa SAPI                                                               | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     1226000 | PA      | $711080.00     | 0.02%             | 2032-02-20      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                     | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Short            | DBT              | NUSS              | DO        |     -961000 | PA      | $-983439.35    | -0.03%            | 2033-02-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| MHP Lux SA                                             | MHP Lux SA                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     3257000 | PA      | $3159220.63    | 0.08%             | 2026-04-03      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      495000 | PA      | $462672.66     | 0.01%             | 2042-04-22      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| BRASKEM IDESA SAPI                                     | Braskem Idesa SAPI                                                               | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     4037000 | PA      | $2341460.00    | 0.06%             | 2029-11-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      545000 | PA      | $457712.40     | 0.01%             | 2029-04-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197950.12     | 0.01%             | 2042-04-25      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                               | Mersin Uluslararasi Liman Isletmeciligi AS                                       | CUSIP: 000000000<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |     3241000 | PA      | $3375879.04    | 0.09%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $285388.47     | 0.01%             | 2039-09-28      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197012.60     | 0.01%             | 2046-04-30      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Corp. Nacional del Cobre de Chile                      | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Short            | DBT              | CORP              | CL        |    -5508000 | PA      | $-5972738.61   | -0.16%            | 2036-01-26      | Fixed         | 6.44%                 | Yes           | 2                  | On Loan: No      |
| CBB International Sukuk Programme Co. WLL              | CBB International Sukuk Programme Co. WLL                                        | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Short            | DBT              | NUSS              | BH        |    -4050000 | PA      | $-4112949.07   | -0.11%            | 2031-02-12      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     1188000 | PA      | $1120411.73    | 0.03%             | 2034-01-24      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                 | Montenegro Government International Bond                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     4119000 | PA      | $4389605.64    | 0.12%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $194032.66     | 0.01%             | 2043-02-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     4700000 | PA      | $133950.00     | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      612000 | PA      | $598789.17     | 0.02%             | 2033-04-30      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Thames Water Utilities Finance PLC                     | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     1380000 | PA      | $1350019.10    | 0.04%             | 2030-11-16      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN INTL BOND                                   | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     3378000 | PA      | $4057677.83    | 0.11%             | 2027-05-29      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ARGENTINA SA                                   | Telecom Argentina SA                                                             | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     3006000 | PA      | $3164596.56    | 0.08%             | 2031-07-18      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| STONEGATE PUB FIN                                      | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $266234.66     | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     1186000 | PA      | $967556.16     | 0.03%             | 2034-01-31      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Trinitas CLO XXVII LTD                                 | Trinitas CLO XXVII LTD                                                           | CUSIP: 000000000<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-MBS          | CORP              | KY        |     1000000 | PA      | $1005499.00    | 0.03%             | 2037-04-18      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| LATAM AIRLINES GROUP SA                                | Latam Airlines Group SA                                                          | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     4000000 | PA      | $4207080.00    | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| GENER MEDIT/CENT TERMICA                               | Generacion Mediterranea SA / Central Termica Roca SA                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |     1909000 | PA      | $1336300.00    | 0.04%             | 2031-11-01      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Honduras Government International Bonds                | Honduras Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     3288000 | PA      | $3699986.40    | 0.10%             | 2034-11-27      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| CBB INTL SUKUK PROG WLL                                | CBB International Sukuk Programme Co WLL                                         | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Short            | DBT              | NUSS              | BH        |    -7453000 | PA      | $-7477021.76   | -0.20%            | 2032-06-05      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TOTAL PLAY TELECOM                                     | Total Play Telecomunicaciones SA de CV                                           | CUSIP: 000000000<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |     1637800 | PA      | $1571141.54    | 0.04%             | 2032-12-31      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| Taurus CMBS                                            | Taurus 2025-1 EU DAC                                                             | CUSIP: 000000000<br>LEI: 635400KCMIB1QHAROM23 | Long             | ABS-MBS          | CORP              | IE        |      999933 | PA      | $1156435.25    | 0.03%             | 2035-02-17      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Kingdom of Bahrain                                     | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -4304000 | PA      | $-4639758.14   | -0.12%            | 2037-07-07      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Taurus CMBS                                            | Taurus 2025-3 UK Designated Activity Co                                          | CUSIP: 000000000<br>LEI: 635400XWNSMBWUUQIW58 | Long             | ABS-MBS          | CORP              | IE        |      142000 | PA      | $191845.12     | 0.01%             | 2035-07-20      | Floating      | 7.77%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                            | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    30300000 | PA      | $30863277.00   | 0.82%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| KSA IJARAH SUKUK LTD                                   | KSA Ijarah Sukuk Ltd                                                             | CUSIP: 000000000<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |    10033000 | PA      | $10063864.92   | 0.27%             | 2035-09-09      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Lithuania Government International Bonds               | Lithuania Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     2600000 | PA      | $2990452.55    | 0.08%             | 2045-09-10      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| SA Global Sukuk Ltd.                                   | SA Global Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     5248000 | PA      | $5116124.06    | 0.14%             | 2035-09-17      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| CPUK Finance Ltd.                                      | CPUK Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |     1000000 | PA      | $1346746.67    | 0.04%             | 2032-08-28      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Softbank Group Corp.                                   | Softbank Group Corp.                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      813000 | PA      | $879594.96     | 0.02%             | 2062-10-29      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Fortune Star BVI Ltd.                                  | Fortune Star BVI Ltd.                                                            | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     2080000 | PA      | $2410651.33    | 0.06%             | 2030-11-20      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Global Markets Ltd.                          | PING AN INSURANCE GROUP .875 07/22/29                                            | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DCR              |  | CN        |      300000 | OU      | $-1868.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Commodities Exchange Center                            | GOLD 100 OZ FUTR  Feb26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         116 | NC      | $1227644.26    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | GOLD 100 OZ FUTR  Feb26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $32248.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | TTF NATURAL GAS (720) APR 26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |          12 | NC      | $-115529.12    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | TTF NATURAL GAS (720) JUN 26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |          12 | NC      | $-119468.76    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | TTF NATURAL GAS (720) SEP 26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |          47 | NC      | $-456108.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | GAS OIL (ICE) JUN 26                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -38 | NC      | $3850.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT  Jun30                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -4 | NC      | $475.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 30                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -19 | NC      | $2225.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 JAN 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $44220.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 FEB 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $28765.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 MAR 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-3630.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 APR 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-28105.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 MAY 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-29480.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 JUN 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-21010.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 JUL 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-12155.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 AUG 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-9295.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 SEP 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-10395.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 OCT 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-6215.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 NOV 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $5335.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 DEC 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $29260.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COCOA MAR 26                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -11 | NC      | $23538.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | GASOIL CRACK - LOW SULPHUR GASOIL 1ST LINE VS BREN                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -30 | NC      | $-3850.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | GASOIL CRACK - LOW SULPHUR GASOIL 1ST LINE VS BREN                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -30 | NC      | $9533.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | GASOIL CRACK - LOW SULPHUR GASOIL 1ST LINE VS BREN                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -30 | NC      | $15893.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE APR 26                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -682 | NC      | $-554367.58    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE DEC 27                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         200 | NC      | $-193940.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE DEC 27                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -10 | NC      | $37020.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | GASOIL CRACK - LOW SULPHUR GASOIL 1ST LINE VS BREN                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          20 | NC      | $-48756.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | GASOIL CRACK - LOW SULPHUR GASOIL 1ST LINE VS BREN                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          20 | NC      | $-61124.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | GASOIL CRACK - LOW SULPHUR GASOIL 1ST LINE VS BREN                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          20 | NC      | $-46820.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER FUTURE Dec26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -17 | NC      | $135190.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Low Su Gasoil G   Jan26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          62 | NC      | $-640400.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LEAN HOGS FUTURE  Feb26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        -271 | NC      | $-167900.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | PLATINUM FUTURE   Apr26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $-36562.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COFFEE 'C' FUTURE Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          16 | NC      | $-198730.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | COPPER FUTURE MAR 26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          74 | NC      | $864433.87     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | COPPER FUTURE MAR 26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -315 | NC      | $-2586496.29   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COTTON NO.2 FUTR  Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         655 | NC      | $-53330.35     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COTTON NO.2 FUTR  Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -354 | NC      | $187031.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NY Harb ULSD Fut  Jun26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -421 | NC      | $1916611.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  May26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -15 | NC      | $14428.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COCOA FUTURE      May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          11 | NC      | $-23372.16     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE       Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         606 | NC      | $-80590.53     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE       May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -215 | NC      | $21175.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | WHEAT FUTURE(CBT) Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        2409 | NC      | $-2324663.22   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NY Harb ULSD Fut  Feb26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -115 | NC      | $95189.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NY Harb ULSD Fut  Mar26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         137 | NC      | $-55449.57     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Mar26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -391 | NC      | $542520.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronext Paris Matif                                   | RAPESEED  EURO    Feb26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |        -183 | NC      | $-3055.52      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Low Su Gasoil G   Feb26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         190 | NC      | $-230350.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Low Su Gasoil G   Feb26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -139 | NC      | $227960.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  Jul26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -265 | NC      | $-65559.78     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Apr26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          55 | NC      | $24041.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN MEAL FUTR Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         491 | NC      | $-148392.75    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN MEAL FUTR Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -44 | NC      | $44250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  May26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -8 | NC      | $7180.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Feb26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         800 | NC      | $-720279.25    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Feb26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -29 | NC      | $44751.21      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT  Sep30                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -3 | NC      | $500.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Low Su Gasoil G   Mar26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         114 | NC      | $-77562.30     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | WHEAT FUTURE(CBT) May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -2602 | NC      | $2046214.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LIVE CATTLE FUTR  Apr26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         152 | NC      | $309265.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME PRI ALUM FUTR Jan26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         188 | NC      | $427566.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME PRI ALUM FUTR Jan26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -26 | NC      | $-59059.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  Aug26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -31 | NC      | $-10228.41     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Jul26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -88 | NC      | $-63569.38     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Low Su Gasoil G   May26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          14 | NC      | $4095.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | PALLADIUM FUTURE  Mar26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $18630.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | WTI CRUDE FUTURE  Mar26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         579 | NC      | $-53230.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        1523 | NC      | $-524329.26    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -175 | NC      | $392700.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Low Su Gasoil G   Apr26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          72 | NC      | $32367.86      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Feb26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         724 | NC      | $1445882.93    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Feb26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -1061 | NC      | $1521537.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  Sep26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |       -1583 | NC      | $1494910.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | COPPER FUTURE     May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         323 | NC      | $2740235.95    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LEAN HOGS FUTURE  Apr26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         298 | NC      | $192671.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LEAN HOGS FUTURE  Apr26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         -67 | NC      | $-35216.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COTTON NO.2 FUTR  May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -763 | NC      | $-7886.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN FUTURE    May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -232 | NC      | $165724.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  Jul26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          11 | NC      | $-5520.24      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Sep26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        2036 | NC      | $-1477210.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Jun26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         411 | NC      | $-1015572.60   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER FUTURE Jan26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          32 | NC      | $695792.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | SILVER FUTURE     Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          14 | NC      | $1481773.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | SILVER FUTURE     Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $31000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Apr26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          45 | NC      | $-186223.80    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Apr26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -262 | NC      | $-225939.16    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   Jan26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          34 | NC      | $-68772.05     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HSC BASIS         Mar26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          31 | NC      | $-12206.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HSC BASIS         Feb26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          28 | NC      | $-30100.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HSC BASIS         Jan26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          31 | NC      | $-30031.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -1547 | NC      | $511325.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NY Harb ULSD Fut  May26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -41 | NC      | $1873.58       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN FUTURE    Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         186 | NC      | $-158599.51    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN FUTURE    Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -26 | NC      | $25112.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT May26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         111 | NC      | $54144.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | BRENT FIN LAST DA JUN 26                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $-11250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NY Harb ULSD Fut  Apr26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -48 | NC      | $362268.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | COFF ROBUSTA 10tn Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -34 | NC      | $-62170.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   Feb26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         164 | NC      | $-120790.82    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   Mar26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         -50 | NC      | $-12810.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CATTLE FEB 26                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         -30 | NC      | $-66110.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) DEC 26                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |        5395 | NC      | $3945027.67    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Dec26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $-1003.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME ZINC FUTURE   Jan26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          99 | NC      | $-27076.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME ZINC FUTURE   Jan26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -50 | NC      | $6598.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | VSTOXX Future     Jan26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -178 | NC      | $26089.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           2 | NC      | $-578.13       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -117 | NC      | $166172.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         438 | NC      | $-49243.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -330 | NC      | $92562.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   Apr26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         120 | NC      | $-58395.07     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          17 | NC      | $-44734.39     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -47 | NC      | $44013.39      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-SCHATZ FUT   Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        1725 | NC      | $-273674.70    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-SCHATZ FUT   Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -2277 | NC      | $164919.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Aug26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $21600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $22000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Sep26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $21800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Oct26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $23520.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Nov26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $23720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Dec26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $23920.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | LONG GILT FUTURE  Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         196 | NC      | $114993.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | LONG GILT FUTURE  Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -11 | NC      | $-10972.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 10yr Ultra Fut Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         221 | NC      | $-171023.48    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TETCO M3 BASIS    Mar26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         124 | NC      | $-14143.75     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CRUDE DIFF - BRENT 1ST LINE VS DUBAI 1ST LINE JAN                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           1 | NC      | $1157.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE  Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -129 | NC      | $36447.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | Euro-BTP Future   Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         114 | NC      | $-51900.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) Mar26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -66 | NC      | $390321.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   May26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          48 | NC      | $13809.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | CAN 10YR BOND FUT Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         197 | NC      | $-251473.55    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUXL 30Y BND Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -21 | NC      | $-31840.09     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         125 | NC      | $-11601.89     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1918 | NC      | $1468336.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         542 | NC      | $-36275.56     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -572 | NC      | $41687.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | RBOB GASOLINE FT  Feb26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         106 | NC      | $-620453.40    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | IODEX IO FUT      Feb26                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         899 | NC      | $135223.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | Short Euro-BTP Fu Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -489 | NC      | $-64236.93     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-BOBL FUTURE  Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         141 | NC      | $-87468.26     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-BOBL FUTURE  Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -97 | NC      | $-1625.74      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME NICKEL FUTURE Apr26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          44 | NC      | $565707.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME NICKEL FUTURE Apr26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -44 | NC      | $-549867.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | NASDAQ 100 E-MINI Mar26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          29 | NC      | $27956.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | NASDAQ 100 E-MINI Mar26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -28 | NC      | $6076.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | Euro-OAT Future   Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          22 | NC      | $-12727.04     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | Euro-OAT Future   Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -3 | NC      | $-1621.78      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                        | KOSPI2 INX FUT    Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |         -11 | NC      | $-49009.06     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 10Y BOND FUT Mar26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          63 | NC      | $13556.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | TOPIX MAR 26                                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          38 | NC      | $94611.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | TOPIX MAR 26                                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          -6 | NC      | $204.29        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | EURO FX CURR FUT  Mar26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          56 | NC      | $-18520.75     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | EURO FX CURR FUT  Mar26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -46 | NC      | $12792.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | BP CURRENCY FUT   Mar26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         288 | NC      | $104892.49     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | JPN YEN CURR FUT  Mar26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -419 | NC      | $200465.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | NIKKEI (OSAKA 225) 1000 MAR 26                                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          13 | NC      | $-30126.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | NIKKEI (OSAKA 225) 1000 MAR 26                                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          -1 | NC      | $1021.45       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | AUDUSD Crncy Fut  Mar26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         408 | NC      | $90151.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN MEAL FUTR May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -589 | NC      | $119838.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                        | KOREA 3YR BND FUT Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |         247 | NC      | $54867.93      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CHF/USD (CME) MAR 26                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           2 | NC      | $-466.75       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CHF/USD (CME) MAR 26                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -31 | NC      | $3950.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | MEXICAN PESO (M/L 500000) MAR 26                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        1017 | NC      | $335965.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                        | KOREA 10YR BND FU Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          17 | NC      | $3470.89       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | S&P500 EMINI FUT  Mar26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         182 | NC      | $-46240.59     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | SPI 200 FUTURES   Mar26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          51 | NC      | $36036.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | C$ CURRENCY FUT   Mar26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -181 | NC      | $-35448.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO STOXX BANK   Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -46 | NC      | $-19947.85     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | NEW ZEALAND $ FUT (100000) MAR 26                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DFE              |  | US        |          51 | NC      | $-23847.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | NEW ZEALAND $ FUT (100000) MAR 26                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DFE              |  | US        |         -70 | NC      | $42730.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO STOXX 50     Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         187 | NC      | $99536.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | E-Mini Russ 2000  Mar26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               |  | US        |          98 | NC      | $-302843.18    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | S&P/TSX 60 IX FUT Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          24 | NC      | $29201.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | DAX INDEX FUTURE  Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          13 | NC      | $132610.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | DAX INDEX FUTURE  Mar26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          -1 | NC      | $-12383.67     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                        | HANG SENG IDX FUT Jan26                                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          40 | NC      | $-63409.87     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Italian Derivatives Market                             | FTSE/MIB IDX FUT  Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |          19 | NC      | $68402.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Life                                     | MSCI EmgMkt       Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          60 | NC      | $124800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | FTSE 100 IDX FUT  Mar26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         144 | NC      | $284900.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | DJIA MINI e-CBOT  Mar26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |          87 | NC      | $-197332.29    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Stockholm AB                                    | OMXS30 IND FUTURE Jan26                                                          | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         188 | NC      | $143858.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronext Paris Matif                                   | CAC40 10 EURO FUT Jan26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |          53 | NC      | $3612.56       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | S&P MID 400 EMINI Mar26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           2 | NC      | $-10260.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| European Energy Exchange AG                            | Phelix DE Base M  Feb26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | DE        |          -5 | NC      | $4039.49       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   Jun26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         235 | NC      | $6768.06       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE Taiwan Index Jan26                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         -29 | NC      | $-19430.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | BRAZILIAN REAL FUTURE (100000) FEB 26                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         522 | NC      | $78404.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) MAR 26                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -425 | NC      | $-19567.39     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) JUN 26                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -285 | NC      | $-19153.05     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT JUN 26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -129 | NC      | $14987.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT DEC 25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -19 | NC      | $2731.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | ICE 3MTH SONIA DEC 26                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | US        |          26 | NC      | $1651.23       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT DEC 26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -150 | NC      | $-28360.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) MAR 27                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          24 | NC      | $514.16        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          79 | NC      | $2806.45       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -111 | NC      | $6100.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT SEP 26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -215 | NC      | $-18575.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 27                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -87 | NC      | $-28831.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | ICE 3MTH SONIA SEP 26                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | US        |         -37 | NC      | $-8879.63      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | ICE 3MTH SONIA JUN 26                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | US        |          19 | NC      | $-370.68       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | ICE 3MTH SONIA MAR 27                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | US        |         -16 | NC      | $-3875.36      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) SEP 26                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          15 | NC      | $117.52        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JUL 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         228 | NC      | $-130633.29    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JUL 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -38 | NC      | $180096.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS MAR 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          22 | NC      | $-32720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS MAR 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -149 | NC      | $85584.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS OCT 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         157 | NC      | $-67179.05     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS OCT 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -134 | NC      | $410270.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JUN 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $91065.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS DEC 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $-19651.83     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS DEC 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -25 | NC      | $-11485.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS APR 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -216 | NC      | $238278.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS NOV 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $-6440.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS NOV 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -74 | NC      | $23379.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS FEB 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         247 | NC      | $33974.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS FEB 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -214 | NC      | $197720.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS SEP 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -254 | NC      | $111247.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS AUG 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -61 | NC      | $295163.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS MAY 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          17 | NC      | $-38374.23     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS MAY 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -45 | NC      | $158800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT JAN27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -76 | NC      | $-53585.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT FEB26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         700 | NC      | $-408749.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT FEB27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -73 | NC      | $26190.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         744 | NC      | $-1567413.06   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT MAR27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -45 | NC      | $75895.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT APR26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         660 | NC      | $-1248576.30   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT APR27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          58 | NC      | $-73205.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT APR27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $17745.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT MAY26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         682 | NC      | $-1158910.56   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT MAY27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          30 | NC      | $-47625.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT MAY27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $17550.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         660 | NC      | $-789876.30    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT JUN27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          28 | NC      | $-35000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT JUN27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $13162.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT JUL26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         682 | NC      | $-407005.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT JUL27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          30 | NC      | $-24975.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT JUL27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $7735.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT AUG26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         682 | NC      | $-287655.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT AUG27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          30 | NC      | $-21075.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT AUG27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $6045.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT SEP26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         660 | NC      | $-321276.30    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT SEP27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          28 | NC      | $-21140.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT SEP27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $6727.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT OCT26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         682 | NC      | $-253555.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT OCT27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          61 | NC      | $-15602.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT OCT27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $4745.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT NOV26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         600 | NC      | $31298.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT NOV27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          28 | NC      | $-3920.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT NOV27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $-1267.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT DEC26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         620 | NC      | $756191.94     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT DEC27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          30 | NC      | $30375.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT DEC27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $-16250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  JAN27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $504387.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  FEB26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -149 | NC      | $11315.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  FEB27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $271647.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  MAR26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -148 | NC      | $736872.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  MAR27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $-36692.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  APR26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -138 | NC      | $684622.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  APR27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $-193832.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  MAY26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -138 | NC      | $578362.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  MAY27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $-190592.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  JUN26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -138 | NC      | $300982.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  JUN27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $-117692.88    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  726                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -138 | NC      | $-30217.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  727                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $-27512.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  AUG26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -138 | NC      | $-126817.36    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  AUG27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $567.12        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  SEP26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -138 | NC      | $-90937.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  OCT26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -138 | NC      | $-154417.36    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  NOV26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -138 | NC      | $-473197.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY  DEC26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -138 | NC      | $-1117657.36   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY DEC 27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $371007.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY NOV 27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $122067.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY OCT 27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $22167.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS LAST DAY SEP 27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $-10772.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT JUN 27                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |           6 | NC      | $-300.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT JUN 27                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -40 | NC      | $5375.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS DEC 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $9750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS SEP 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $384460.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JAN 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          72 | NC      | $-208260.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS NOV 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $254080.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS OCT 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -60 | NC      | $334700.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JUL 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $400890.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS APR 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -60 | NC      | $548310.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS MAR 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $-7760.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS MAR 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -38 | NC      | $186490.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS FEB 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $48870.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JUN 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $489400.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS MAY 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $560950.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS AUG 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $373330.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS FUTR  Jan27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -52 | NC      | $18665.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS FUTR  Feb27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $-7240.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) JUN 27                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -50 | NC      | $-9930.44      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | TTF NATURAL GAS (672) FEB 26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |         135 | NC      | $152562.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | TTF NATURAL GAS (672) FEB 26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |        -245 | NC      | $-150065.37    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT Sep27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          12 | NC      | $-1625.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT Sep27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -56 | NC      | $-17637.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) SEP 27                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -19 | NC      | $-3349.32      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) DEC 27                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          57 | NC      | $2556.06       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | ICE 3MTH SONIA FU Sep27                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | US        |          27 | NC      | $3841.64       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | ICE 3MTH SONIA JUN 27                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | US        |          39 | NC      | $1718.64       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT Dec27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          96 | NC      | $-3325.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT Dec27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -36 | NC      | $-21312.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL (NY) DEC 26                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         228 | NC      | $-449620.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL (NY) DEC 26                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $-3060.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | ICE 3MTH SONIA FU Dec27                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | US        |          93 | NC      | $21377.59      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) DEC 26                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -682 | NC      | $-67902.41     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT JUN 28                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -36 | NC      | $-14437.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 28                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -18 | NC      | $-4487.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 29                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -30 | NC      | $-3312.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT SEP 28                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -45 | NC      | $-16812.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE JUN 26                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         754 | NC      | $-634450.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE JUN 26                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -99 | NC      | $99972.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          53 | NC      | $-186880.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -246 | NC      | $269238.59     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN AUG 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $8970.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN MAY 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $24300.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN JUN 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $18270.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN JUL 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $11070.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN FEB 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           8 | NC      | $-45680.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN MAR 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           7 | NC      | $-14680.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN APR 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $26610.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN SEP 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $9750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN OCT 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $8370.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN NOV 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $1440.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS HH PENULT FIN DEC 26                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $-12570.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL (NY) MAR 26                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          20 | NC      | $13450.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL (NY) MAR 26                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -1862 | NC      | $-565227.49    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE MAR 26                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        1024 | NC      | $1000179.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE MAR 26                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -221 | NC      | $166950.01     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT FEB 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $3300.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT MAR 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $45000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT APR 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $43275.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT MAY 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $37500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT JUN 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $22425.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT JUL 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $4425.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT AUG 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $-825.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT SEP 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $1125.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT OCT 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $-2325.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT NOV 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $-19650.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | HENRY HUB PENULT DEC 26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $-54675.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | TTF NATURAL GAS (744) MAY 26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |          12 | NC      | $-123493.02    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | TTF NATURAL GAS (744) JUL 26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |          47 | NC      | $-483023.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | TTF NATURAL GAS (744) AUG 26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |          47 | NC      | $-480968.78    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | TTF NATURAL GAS (743) MAR 26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |        -177 | NC      | $742165.27     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT DEC 28                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -40 | NC      | $-3800.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER (LISTED) MAR 26                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          10 | NC      | $660780.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER (LISTED) MAR 26                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -10 | NC      | $-671212.50    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT JUN 29                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -23 | NC      | $1050.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER (LISTED) JUN 26                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         166 | NC      | $4632330.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER (LISTED) JUN 26                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -182 | NC      | $-5890404.00   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION (ICE) DEC 26                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         186 | NC      | $299499.71     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION (ICE) DEC 26                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -55 | NC      | $-78349.18     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT SEP 29                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -19 | NC      | $1900.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT DEC 29                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -15 | NC      | $2750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  Dec26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -185 | NC      | $134300.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | SUGAR (112000) MAR 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        1303 | NC      | $-1292724.83   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | SUGAR (112000) MAR 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -67 | NC      | $-42742.78     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | BRENT FIN LAST DA DEC 26                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -10 | NC      | $52770.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | SUGAR (112000) MAY 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -1454 | NC      | $1372482.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Activate Energy Acquisition Corp                       | Activate Energy Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       33230 | NS      | $332300.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Adient PLC                                             | Adient PLC                                                                       | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |         600 | NS      | $11502.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Accelerant Holdings                                    | Accelerant Holdings                                                              | CUSIP: 000000000<br>LEI: 213800VS4CX9ZONTD965 | Long             | EC               | CORP              | KY        |       18966 | NS      | $310094.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Accelerant Holdings                                    | Accelerant Holdings                                                              | CUSIP: 000000000<br>LEI: 213800VS4CX9ZONTD965 | Short            | EC               | CORP              | KY        |        -700 | NS      | $-11445.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Afya Ltd                                               | Afya Ltd                                                                         | CUSIP: 000000000<br>LEI: 54930008Y7J8Z1BSDT57 | Long             | EC               | CORP              | KY        |        2700 | NS      | $41607.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yueda Digital Holding                                  | Yueda Digital Holding                                                            | CUSIP: 000000000<br>LEI: 529900PGDUDB8WCIAX18 | Short            | EC               | CORP              | KY        |       -1400 | NS      | $-1294.29      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alkermes PLC                                           | Alkermes PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        3200 | NS      | $89536.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegion plc                                           | Allegion plc                                                                     | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Short            | EC               | CORP              | IE        |        -387 | NS      | $-61618.14     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amcor PLC                                              | Amcor PLC                                                                        | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Short            | EC               | CORP              | JE        |      -71500 | NS      | $-596310.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Amdocs Ltd                                             | Amdocs Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |        1600 | NS      | $128816.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amer Sports Inc                                        | Amer Sports Inc                                                                  | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Short            | EC               | CORP              | KY        |       -1700 | NS      | $-63495.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Anglogold Ashanti Plc                                  | Anglogold Ashanti Plc                                                            | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Short            | EC               | CORP              | GB        |       -7900 | NS      | $-673712.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ambarella Inc                                          | Ambarella Inc                                                                    | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Short            | EC               | CORP              | KY        |       -1100 | NS      | $-77924.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                                | Aon PLC                                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Short            | EC               | CORP              | IE        |        -120 | NS      | $-42345.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arch Capital Group Ltd                                 | Arch Capital Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      114000 | NS      | $10934880.00   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcos Dorados Holdings Inc                             | Arcos Dorados Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Short            | EC               | CORP              | VG        |         -37 | NS      | $-271.58       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arthur US Finco Inc                                    | Arthur US Finco Inc Term Loan B                                                  | CUSIP: 000000000<br>LEI: 254900YJ1VCSP18B5452 | Long             | LON              | CORP              | US        |     2859614 | PA      | $2587950.58    | 0.07%             | 2029-12-14      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| Arqit Quantum Inc                                      | Arqit Quantum Inc                                                                | CUSIP: 000000000<br>LEI: 254900G93Z1SN49J9J68 | Short            | EC               | CORP              | KY        |        -110 | NS      | $-2406.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aura Minerals Inc                                      | Aura Minerals Inc                                                                | CUSIP: 000000000<br>LEI: 549300YIRI8PSDM2FV20 | Long             | EC               | CORP              | VG        |        3000 | NS      | $151245.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                   | Bank of NT Butterfield & Son Ltd/The                                             | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |         100 | NS      | $4982.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BBB Foods Inc                                          | BBB Foods Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -3100 | NS      | $-103509.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Biohaven Ltd                                           | Biohaven Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |        4100 | NS      | $46289.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bioceres Crop Solutions Corp                           | Bioceres Crop Solutions Corp                                                     | CUSIP: 000000000<br>LEI: 549300SBSSIZUVSY4U27 | Short            | EC               | CORP              | KY        |        -400 | NS      | $-524.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bitdeer Technologies Group                             | Bitdeer Technologies Group                                                       | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Short            | EC               | CORP              | KY        |       -1000 | NS      | $-11210.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bit Digital Inc                                        | Bit Digital Inc                                                                  | CUSIP: 000000000<br>LEI: 2549005XLPRWS7HWCM31 | Short            | EC               | CORP              | KY        |      -11300 | NS      | $-21357.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                          | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Short            | EC               | CORP              | IE        |       -4598 | NS      | $-1233643.40   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Blue Hat Interactive Entertainment Technology          | Blue Hat Interactive Entertainment Technology                                    | CUSIP: 000000000<br>LEI: 549300PUYYMT986Z6J05 | Short            | EC               | CORP              | KY        |         -42 | NS      | $-48.72        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brera Holdings PLC                                     | Brera Holdings PLC                                                               | CUSIP: 000000000<br>LEI: 984500EE55766B5O3803 | Short            | EC               | CORP              | IE        |       -1327 | NS      | $-2481.49      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Borr Drilling Ltd                                      | Borr Drilling Ltd                                                                | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Short            | EC               | CORP              | BM        |      -17200 | NS      | $-69316.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bullish                                                | Bullish                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        5535 | NS      | $209610.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bullish                                                | Bullish                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -300 | NS      | $-11361.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Burford Capital Ltd                                    | Burford Capital Ltd                                                              | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Short            | EC               | CORP              | GG        |       -1000 | NS      | $-8920.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cango Inc/KY                                           | Cango Inc/KY                                                                     | CUSIP: 000000000<br>LEI: 5299003TQHBB4QUSZB86 | Short            | EC               | CORP              | KY        |       -7599 | NS      | $-11398.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd                                     | Capri Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Short            | EC               | CORP              | VG        |        -400 | NS      | $-9760.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CASI Pharmaceuticals Holdings Inc                      | CASI Pharmaceuticals Holdings Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -47 | NS      | $-39.95        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CCSC Technology International Holdings Ltd             | CCSC Technology International Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2000 | NS      | $-305.80       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| China Yuchai International Ltd                         | China Yuchai International Ltd                                                   | CUSIP: 000000000<br>LEI: 529900DHISUGAY2ARU76 | Long             | EC               | CORP              | BM        |         400 | NS      | $14200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cimpress PLC                                           | Cimpress PLC                                                                     | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Short            | EC               | CORP              | IE        |       -2100 | NS      | $-139839.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bit Origin Ltd                                         | Bit Origin Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300MXMBF4HBZ76I76 | Short            | EC               | CORP              | KY        |      -17300 | NS      | $-2975.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clarivate PLC                                          | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Short            | EC               | CORP              | JE        |      -34800 | NS      | $-116232.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CN Energy Group Inc                                    | CN Energy Group Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |           2 | NS      | $1.18          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zeta Network Group                                     | Zeta Network Group                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2900 | NS      | $-1679.39      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Credo Technology Group Holding Ltd                     | Credo Technology Group Holding Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        7801 | NS      | $1122485.89    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Credo Technology Group Holding Ltd                     | Credo Technology Group Holding Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -65 | NS      | $-9352.85      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Biopharma Inc                                 | Crescent Biopharma Inc                                                           | CUSIP: 000000000<br>LEI: 549300TZ84FFU2J2J459 | Long             | EC               | CORP              | KY        |         200 | NS      | $2372.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                                | CRH PLC                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Short            | EC               | CORP              | IE        |      -14400 | NS      | $-1797120.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Creative Global Technology Holdings Ltd                | Creative Global Technology Holdings Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |          -6 | NS      | $-7.14         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Critical Metals Corp                                   | Critical Metals Corp                                                             | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Short            | EC               | CORP              | VG        |      -37100 | NS      | $-257474.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Davis Commodities Ltd                                  | Davis Commodities Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2694 | NS      | $-817.63       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cushman & Wakefield Ltd                                | Cushman & Wakefield Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -8000 | NS      | $-129520.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dole PLC                                               | Dole PLC                                                                         | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |       11100 | NS      | $166389.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dlocal Ltd/Uruguay                                     | Dlocal Ltd/Uruguay                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        2900 | NS      | $41006.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp PLC                                         | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |          20 | NS      | $6370.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp PLC                                         | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Short            | EC               | CORP              | IE        |        -569 | NS      | $-181232.19    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cre8 Enterprise Ltd                                    | Cre8 Enterprise Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |         100 | NS      | $23.07         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EPWK Holdings Ltd                                      | EPWK Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -86 | NS      | $-10.75        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Establishment Labs Holdings Inc                        | Establishment Labs Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 549300BCBQ714JNJ7V58 | Long             | EC               | CORP              | VG        |        2600 | NS      | $189488.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Everbright Digital Holding Ltd                         | Everbright Digital Holding Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1200 | NS      | $-450.12       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Everest Group Ltd                                      | Everest Group Ltd                                                                | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Short            | EC               | CORP              | BM        |        -200 | NS      | $-67870.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                              | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JE        |      -22900 | NS      | $-1742461.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Fabrinet                                               | Fabrinet                                                                         | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Short            | EC               | CORP              | KY        |         -90 | NS      | $-40975.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FBS Global Ltd                                         | FBS Global Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -100 | NS      | $-95.51        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ferroglobe PLC                                         | Ferroglobe PLC                                                                   | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Short            | EC               | CORP              | GB        |       -4300 | NS      | $-19952.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FLEX LNG Ltd                                           | FLEX LNG Ltd                                                                     | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |         700 | NS      | $17465.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flutter Entertainment PLC                              | Flutter Entertainment PLC                                                        | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Short            | EC               | CORP              | IE        |      -20760 | NS      | $-4464230.40   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Garden Stage Ltd                                       | Garden Stage Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -27 | NS      | $-3.49         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FTAI Aviation Ltd                                      | FTAI Aviation Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -4631 | NS      | $-911612.35    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Generation Essentials Group/The                        | Generation Essentials Group/The                                                  | CUSIP: 000000000<br>LEI: 391200FAICBNPOIFB794 | Long             | EC               | CORP              | KY        |          24 | NS      | $24.72         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Geopark Ltd                                            | Geopark Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900ZR5QI19AH4KZ07 | Short            | EC               | CORP              | BM        |        -500 | NS      | $-3705.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GH Research PLC                                        | GH Research PLC                                                                  | CUSIP: 000000000<br>LEI: 875500HKJS7QQG6EWH62 | Short            | EC               | CORP              | IE        |        -300 | NS      | $-3810.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GigaCloud Technology Inc                               | GigaCloud Technology Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -9400 | NS      | $-369232.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sunrise New Energy Co Ltd                              | Sunrise New Energy Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          27 | NS      | $26.46         | 0.00%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Genius Sports Ltd                                      | Genius Sports Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | GG        |       -3700 | NS      | $-40774.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GLOBALFOUNDRIES Inc                                    | GLOBALFOUNDRIES Inc                                                              | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |       10100 | NS      | $352692.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GLOBALFOUNDRIES Inc                                    | GLOBALFOUNDRIES Inc                                                              | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Short            | EC               | CORP              | KY        |        -181 | NS      | $-6320.52      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Golden Heaven Group Holdings Ltd                       | Golden Heaven Group Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |           7 | NS      | $12.81         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gambling.com Group Ltd                                 | Gambling.com Group Ltd                                                           | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Short            | EC               | CORP              | JE        |       -1400 | NS      | $-7644.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fusion Fuel Green PLC                                  | Fusion Fuel Green PLC                                                            | CUSIP: 000000000<br>LEI: 635400GWH5YE1XNIVG85 | Short            | EC               | CORP              | IE        |         -11 | NS      | $-36.63        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gorilla Technology Group Inc                           | Gorilla Technology Group Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -3900 | NS      | $-42588.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Greenland Technologies Holding Corp                    | Greenland Technologies Holding Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |         100 | NS      | $61.29         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Grab Holdings Ltd                                      | Grab Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Short            | EC               | CORP              | KY        |      -29600 | NS      | $-147704.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Guardforce AI Co Ltd                                   | Guardforce AI Co Ltd                                                             | CUSIP: 000000000<br>LEI: 25490014E64X3SIYL889 | Short            | EC               | CORP              | KY        |       -1300 | NS      | $-717.21       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| James Hardie Industries PLC                            | James Hardie Industries PLC                                                      | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Short            | EC               | CORP              | IE        |         -22 | NS      | $-456.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Haoxi Health Technology Ltd                            | Haoxi Health Technology Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -200 | NS      | $-214.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Helen of Troy Ltd                                      | Helen of Troy Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        1200 | NS      | $25500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Herbalife Ltd                                          | Herbalife Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |       10000 | NS      | $128900.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus Henderson Group PLC                              | Janus Henderson Group PLC                                                        | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       36413 | NS      | $1732166.41    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus Henderson Group PLC                              | Janus Henderson Group PLC                                                        | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Short            | EC               | CORP              | JE        |        -900 | NS      | $-42813.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IBEX Holdings Ltd                                      | IBEX Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |        1600 | NS      | $61088.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IHS Holding Ltd                                        | IHS Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | EC               | CORP              | KY        |       12100 | NS      | $90266.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICON PLC                                               | ICON PLC                                                                         | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Short            | EC               | CORP              | IE        |      -16100 | NS      | $-2933742.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Insilico Medicine Cayman TopCo                         | INSILICO MEDICINE CAYMAN TOP                                                     | CUSIP: 000000000<br>LEI: 254900MQK3C1TR58H275 | Long             | EC               | CORP              | KY        |       50210 | NS      | $239608.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Weatherford International PLC                          | Weatherford International PLC                                                    | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |        5425 | NS      | $424560.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Weatherford International PLC                          | Weatherford International PLC                                                    | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Short            | EC               | CORP              | IE        |       -4300 | NS      | $-336518.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals PLC                               | Jazz Pharmaceuticals PLC                                                         | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |        -200 | NS      | $-34000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J-Long Group Ltd                                       | J-Long Group Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          45 | NS      | $268.20        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kestra Medical Technologies Ltd                        | Kestra Medical Technologies Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       12328 | NS      | $326938.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kestra Medical Technologies Ltd                        | Kestra Medical Technologies Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |        -100 | NS      | $-2652.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kiniksa Pharmaceuticals International Plc              | Kiniksa Pharmaceuticals International Plc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        1200 | NS      | $49500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Klarna Group PLC                                       | Klarna Group PLC                                                                 | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |       10827 | NS      | $313008.57     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Leishen Energy Holding Co Ltd                          | Leishen Energy Holding Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          29 | NS      | $127.02        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lianhe Sowell International Group Ltd                  | Lianhe Sowell International Group Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -56 | NS      | $-28.60        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                              | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       32500 | NS      | $13857675.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| MicroCloud Hologram Inc                                | MicroCloud Hologram Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -167 | NS      | $-440.88       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lifezone Metals Ltd                                    | Lifezone Metals Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IM        |        -500 | NS      | $-2135.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chaince Digital Holdings Inc                           | Chaince Digital Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2100 | NS      | $-10437.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Marex Group PLC                                        | Marex Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |       55226 | NS      | $2118469.36    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Mega Matrix Inc                                        | Mega Matrix Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -800 | NS      | $-728.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BTC Digital Ltd                                        | BTC Digital Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -36 | NS      | $-46.80        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| mF International Ltd                                   | mF International Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -100 | NS      | $-1858.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MicroAlgo Inc                                          | MicroAlgo Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1363 | NS      | $-6024.46      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MMTEC Inc                                              | MMTEC Inc                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -2595 | NS      | $-8874.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                        | Alpha & Omega Semiconductor Ltd                                                  | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |        1600 | NS      | $31696.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Iterum Therapeutics plc                                | Iterum Therapeutics plc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |      -10413 | NS      | $-3488.41      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Industries Ltd                                  | Nabors Industries Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         400 | NS      | $21720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NIQ Global Intelligence Plc                            | NIQ Global Intelligence Plc                                                      | CUSIP: 000000000<br>LEI: 529900Z0P0XAM4O3H416 | Long             | EC               | CORP              | IE        |       41962 | NS      | $691953.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NIQ Global Intelligence Plc                            | NIQ Global Intelligence Plc                                                      | CUSIP: 000000000<br>LEI: 529900Z0P0XAM4O3H416 | Short            | EC               | CORP              | IE        |       -1100 | NS      | $-18139.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NEO-CONCEPT INTL GROUP HLD-A                           | Neo-Concept International Group Holdings Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |          -7 | NS      | $-7.91         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Newegg Commerce Inc                                    | Newegg Commerce Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |           5 | NS      | $253.80        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Joby Aviation Inc                                      | Joby Aviation Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -89600 | NS      | $-1182720.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Noble Corp PLC                                         | Noble Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Short            | EC               | CORP              | GB        |       -9848 | NS      | $-278107.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                     | Norwegian Cruise Line Holdings Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         300 | NS      | $6696.00       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Novocure Ltd                                           | Novocure Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |        1300 | NS      | $16809.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                         | NU Holdings Ltd/Cayman Islands                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |      162800 | NS      | $2725272.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| OMS Energy Technologies Inc                            | OMS Energy Technologies Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         500 | NS      | $2200.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oriental Rise Holdings Ltd                             | Oriental Rise Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -17 | NS      | $-25.33        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orangekloud Technology Inc                             | Orangekloud Technology Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -400 | NS      | $-272.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pagseguro Digital Ltd                                  | Pagseguro Digital Ltd                                                            | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |         700 | NS      | $6748.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Patria Investments Ltd                                 | Patria Investments Ltd                                                           | CUSIP: 000000000<br>LEI: 254900MZMZN2NNVXYO82 | Short            | EC               | CORP              | KY        |       -7600 | NS      | $-120764.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paysafe Ltd                                            | Paysafe Ltd                                                                      | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |         675 | NS      | $5460.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pershing Square Holdings Ltd/Fund                      | Pershing Square Holdings Ltd/Fund                                                | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | EC               | RF                | GG        |      717214 | NS      | $46258566.20   | 1.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Phaos Technology Holdings Cayman Ltd.                  | PHAOS TECHNOLOGY HOLDINGS-A                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1900 | NS      | $-6517.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pop Culture Group Co Ltd                               | Pop Culture Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          40 | NS      | $16.80         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| X3 Holdings Co Ltd                                     | X3 Holdings Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -125 | NS      | $-45.66        | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Aurelion Inc                                           | Aurelion Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          20 | NS      | $5.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PTL Ltd                                                | PTL Ltd                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |           7 | NS      | $0.70          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jiade Ltd                                              | Jiade Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |           1 | NS      | $0.81          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Reitar Logtech Holdings Ltd                            | Reitar Logtech Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -100 | NS      | $-115.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ReNew Energy Global PLC                                | ReNew Energy Global PLC                                                          | CUSIP: 000000000<br>LEI: 254900SL77LA2KAG7R65 | Short            | EC               | CORP              | GB        |        -100 | NS      | $-565.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rezolve AI PLC                                         | Rezolve AI PLC                                                                   | CUSIP: 000000000<br>LEI: 2138007EPO6C1AEMWX44 | Short            | EC               | CORP              | GB        |      -53400 | NS      | $-137238.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Roivant Sciences Ltd                                   | Roivant Sciences Ltd                                                             | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Short            | EC               | CORP              | BM        |      -31300 | NS      | $-679210.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| SFL Corp Ltd                                           | SFL Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Short            | EC               | CORP              | BM        |       -8000 | NS      | $-62480.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seagate Technology Holdings PLC                        | Seagate Technology Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |        -100 | NS      | $-27539.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seadrill Ltd                                           | Seadrill Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Short            | EC               | CORP              | BM        |      -19100 | NS      | $-660860.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Pentair PLC                                            | Pentair PLC                                                                      | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Short            | EC               | CORP              | IE        |        -147 | NS      | $-15308.58     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sensata Technologies Holding PLC                       | Sensata Technologies Holding PLC                                                 | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Short            | EC               | CORP              | GB        |        -600 | NS      | $-19974.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SharkNinja Inc                                         | SharkNinja Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -700 | NS      | $-78330.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       38128 | NS      | $1412415.55    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Signet Jewelers Ltd                                    | Signet Jewelers Ltd                                                              | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Short            | EC               | CORP              | BM        |      -11900 | NS      | $-986272.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Social Commerce Partners Corp                          | Social Commerce Partners Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       22848 | NS      | $228480.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Smurfit WestRock PLC                                   | Smurfit WestRock PLC                                                             | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Short            | EC               | CORP              | IE        |      -57500 | NS      | $-2223525.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Solowin Holdings                                       | Solowin Holdings                                                                 | CUSIP: 000000000<br>LEI: 391200NQUBGZZ1Y0SD27 | Long             | EC               | CORP              | KY        |          11 | NS      | $45.21         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneCo Ltd                                            | StoneCo Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Short            | EC               | CORP              | KY        |      -10700 | NS      | $-158253.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tantech Holdings Ltd                                   | Tantech Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |         -40 | NS      | $-40.40        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity PLC                                    | TE Connectivity PLC                                                              | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        2927 | NS      | $665921.77     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TechnipFMC PLC                                         | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Short            | EC               | CORP              | GB        |        -500 | NS      | $-22280.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Tankers Ltd                                     | Teekay Tankers Ltd                                                               | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Short            | EC               | CORP              | BM        |         -37 | NS      | $-1976.54      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Theravance Biopharma Inc                               | Theravance Biopharma Inc                                                         | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |        4400 | NS      | $82324.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tiziana Life Sciences Ltd                              | Tiziana Life Sciences Ltd                                                        | CUSIP: 000000000<br>LEI: 984500769407C5E46F42 | Short            | EC               | CORP              | BM        |       -1200 | NS      | $-1788.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trinseo PLC                                            | Trinseo PLC                                                                      | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Short            | EC               | CORP              | IE        |        -500 | NS      | $-248.51       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tronox Holdings PLC                                    | Tronox Holdings PLC                                                              | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |         500 | NS      | $2085.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| U-BX Technology Ltd                                    | U-BX Technology Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -100 | NS      | $-198.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VivoPower International PLC                            | VivoPower International PLC                                                      | CUSIP: 000000000<br>LEI: 549300ODRTEH2PFA0F45 | Short            | EC               | CORP              | GB        |       -1139 | NS      | $-2579.91      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UTime Ltd                                              | UTime Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -399 | NS      | $-406.98       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wah Fu Education Group Ltd                             | Wah Fu Education Group Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |         800 | NS      | $1232.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vinci Compass Investments Ltd                          | Vinci Compass Investments Ltd                                                    | CUSIP: 000000000<br>LEI: 254900WV6Y7P21PJ5B49 | Long             | EC               | CORP              | KY        |         200 | NS      | $2608.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Valaris Ltd                                            | Valaris Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |      -19700 | NS      | $-992880.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertical Aerospace Ltd                                 | Vertical Aerospace Ltd                                                           | CUSIP: 000000000<br>LEI: 9845002F3CF4E56DA491 | Short            | EC               | CORP              | KY        |       -1400 | NS      | $-7462.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Virax Biolabs Group Ltd                                | Virax Biolabs Group Ltd                                                          | CUSIP: 000000000<br>LEI: 25490017YHIJPOXAXI93 | Long             | EC               | CORP              | KY        |          24 | NS      | $8.30          | 0.00%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Waton Financial Ltd                                    | Waton Financial Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -463 | NS      | $-1527.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Webull Corp                                            | Webull Corp                                                                      | CUSIP: 000000000<br>LEI: 213800YKAMJ8BY75D995 | Short            | EC               | CORP              | KY        |       -8000 | NS      | $-62160.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Meiwu Technology Co Ltd                                | Meiwu Technology Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |          50 | NS      | $69.75         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Whitefiber Inc                                         | Whitefiber Inc                                                                   | CUSIP: 000000000<br>LEI: 254900VTG8XTRF3IQN65 | Short            | EC               | CORP              | KY        |        -300 | NS      | $-4740.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson PLC                               | Willis Towers Watson PLC                                                         | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Short            | EC               | CORP              | IE        |       -2760 | NS      | $-906936.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| WiMi Hologram Cloud Inc                                | WiMi Hologram Cloud Inc                                                          | CUSIP: 000000000<br>LEI: 25490023IKJN5F1FKH37 | Short            | EC               | CORP              | KY        |         -10 | NS      | $-23.70        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Perrigo Co PLC                                         | Perrigo Co PLC                                                                   | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |         800 | NS      | $11136.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VCI Global Ltd                                         | VCI Global Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900ZXN2V35FXINY45 | Short            | EC               | CORP              | VG        |          -9 | NS      | $-4.76         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Youxin Technology Ltd                                  | Youxin Technology Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -100 | NS      | $-160.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ABB Ltd                                                | ABB Ltd                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Short            | EC               | CORP              | CH        |       -3419 | NS      | $-252040.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ADC Therapeutics SA                                    | ADC Therapeutics SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        1191 | NS      | $4204.23       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aebi Schmidt Holding AG                                | Aebi Schmidt Holding AG                                                          | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Short            | EC               | CORP              | CH        |        -800 | NS      | $-10120.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bunge Global SA                                        | Bunge Global SA                                                                  | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Short            | EC               | CORP              | CH        |       -9000 | NS      | $-801720.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                              | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |          70 | NS      | $21848.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CRISPR Therapeutics AG                                 | CRISPR Therapeutics AG                                                           | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |         500 | NS      | $26220.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie Financiere Richemont SA                            | Cie Financiere Richemont SA                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        1174 | NS      | $253174.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amrize Ltd                                             | Amrize Ltd                                                                       | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |        1200 | NS      | $64896.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amrize Ltd                                             | Amrize Ltd                                                                       | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Short            | EC               | CORP              | CH        |        -489 | NS      | $-26445.12     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Galderma Group AG                                      | Galderma Group AG                                                                | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |        1671 | NS      | $340270.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       28027 | NS      | $1294366.68    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Short            | EC               | CORP              | CH        |      -28765 | NS      | $-1332107.15   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd                                  | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Short            | EC               | CORP              | CH        |       -1002 | NS      | $-78287.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Logitech International SA                              | Logitech International SA                                                        | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Short            | EC               | CORP              | CH        |        -525 | NS      | $-52619.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| On Holding AG                                          | On Holding AG                                                                    | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Short            | EC               | CORP              | CH        |        -766 | NS      | $-35603.68     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Partners Group Holding AG                              | Partners Group Holding AG                                                        | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Short            | EC               | CORP              | CH        |         -33 | NS      | $-40490.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Transocean Ltd                                         | Transocean Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |      242233 | NS      | $1000422.29    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Advantest Corp                                         | Advantest Corp                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Short            | EC               | CORP              | JP        |       -1300 | NS      | $-164382.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Disco Corp                                             | Disco Corp                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |        -300 | NS      | $-91398.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fujikura Ltd.                                          | FUJIKURA LIMITED                                                                 | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |        3000 | NS      | $332686.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Furukawa Co. Ltd.                                      | FURUKAWA CO LTD                                                                  | CUSIP: 000000000<br>LEI: 353800PX0BWY7U1VKE72 | Short            | EC               | CORP              | JP        |        -200 | NS      | $-4912.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ibiden Co Ltd                                          | Ibiden Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Short            | EC               | CORP              | JP        |        -100 | NS      | $-4297.11      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Japan Exchange Group Inc                               | Japan Exchange Group Inc                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |       19000 | NS      | $202798.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Tobacco Inc                                      | Japan Tobacco Inc                                                                | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |        4900 | NS      | $176117.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lasertec Corp.                                         | LASERTEC CORPORATION                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |        -600 | NS      | $-114325.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |        9600 | NS      | $152361.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc                             | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |        1400 | NS      | $51092.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Renesas Electronics Corp                               | Renesas Electronics Corp                                                         | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Short            | EC               | CORP              | JP        |        -300 | NS      | $-4109.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nintendo Co Ltd                                        | Nintendo Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |        3800 | NS      | $256555.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Group Corp                                    | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |         300 | NS      | $8415.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Group Corp                                    | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Short            | EC               | CORP              | JP        |        -600 | NS      | $-16831.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUMCO Corp.                                            | SUMCO CORP                                                                       | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Short            | EC               | CORP              | JP        |        -500 | NS      | $-4574.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                    | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |        2400 | NS      | $77187.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Short            | EC               | CORP              | DK        |         -40 | NS      | $-91782.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vestas Wind Systems A/S                                | Vestas Wind Systems A/S                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Short            | EC               | CORP              | DK        |       -4278 | NS      | $-115707.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Adecoagro SA                                           | Adecoagro SA                                                                     | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | LU        |         500 | NS      | $3965.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alvotech SA                                            | Alvotech SA                                                                      | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Short            | EC               | CORP              | LU        |        -100 | NS      | $-513.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ardagh Metal Packaging SA                              | Ardagh Metal Packaging SA                                                        | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |         100 | NS      | $410.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Globant SA                                             | Globant SA                                                                       | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |        1600 | NS      | $104592.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Millicom International Cellular SA                     | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Short            | EC               | CORP              | LU        |       -2800 | NS      | $-155232.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nexa Resources SA                                      | Nexa Resources SA                                                                | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | LU        |        3700 | NS      | $32745.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion SA                                               | Orion SA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |         400 | NS      | $2112.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     5520000 | PA      | $4209000.00    | 0.11%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Spotify Technology SA                                  | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |          20 | NS      | $11614.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LEARFIELD COMMUNICATIONS EQUITY                        | LEARFIELD COMMUNICATIONS EQUITY                                                  | CUSIP: 000000000<br>LEI: 549300177GK4LMS8T214 | Long             | EC               | CORP              | US        |       91802 | NS      | $10281824.00   | 0.27%             |  |  |  | No            | 3                  | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corporation EUR Term Loan                                      | CUSIP: 14852DAD3<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |           0 | PA      | $-0.01         | -0.00%            | 2027-01-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| AudioCodes Ltd                                         | AudioCodes Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900TA48138NEVR854 | Long             | EC               | CORP              | IL        |        1400 | NS      | $12222.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbe Robotics Ltd                                      | Arbe Robotics Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -4000 | NS      | $-4720.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Birkenstock Holding Plc                                | Birkenstock Holding Plc                                                          | CUSIP: 000000000<br>LEI: 529900CQ8LQKQ7LIT631 | Short            | EC               | CORP              | JE        |       -4600 | NS      | $-188140.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Camtek Ltd/Israel                                      | Camtek Ltd/Israel                                                                | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |        3000 | NS      | $319035.03     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cellebrite DI Ltd                                      | Cellebrite DI Ltd                                                                | CUSIP: 000000000<br>LEI: 254900G03462YGP1IO36 | Short            | EC               | CORP              | IL        |       -2100 | NS      | $-37863.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Check Point Software Technologies Ltd                  | Check Point Software Technologies Ltd                                            | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Short            | EC               | CORP              | IL        |        -131 | NS      | $-24308.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cognyte Software Ltd                                   | Cognyte Software Ltd                                                             | CUSIP: 000000000<br>LEI: 2549006L803IRJC67B33 | Long             | EC               | CORP              | IL        |        1000 | NS      | $9400.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Compugen Ltd                                           | Compugen Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        4900 | NS      | $7497.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CyberArk Software Ltd                                  | CyberArk Software Ltd                                                            | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Short            | EC               | CORP              | IL        |         -20 | NS      | $-8921.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brenmiller Energy Ltd                                  | Brenmiller Energy Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |          -2 | NS      | $-0.98         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Galmed Pharmaceuticals Ltd                             | Galmed Pharmaceuticals Ltd                                                       | CUSIP: 000000000<br>LEI: 549300FL07PJ8ICSMD04 | Long             | EC               | CORP              | IL        |         272 | NS      | $204.14        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gauzy Ltd                                              | Gauzy Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -490 | NS      | $-632.10       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fiverr International Ltd                               | Fiverr International Ltd                                                         | CUSIP: 000000000<br>LEI: 549300Z8OREY6THCPF67 | Long             | EC               | CORP              | IL        |        4800 | NS      | $94848.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Global-e Online Ltd                                    | Global-e Online Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |      -14600 | NS      | $-573926.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Hub Cyber Security Ltd                                 | Hub Cyber Security Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |          40 | NS      | $15.52         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JFrog Ltd                                              | JFrog Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |        1400 | NS      | $87444.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kamada Ltd                                             | Kamada Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         700 | NS      | $4942.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kornit Digital Ltd                                     | Kornit Digital Ltd                                                               | CUSIP: 000000000<br>LEI: 5299006DPCQWP3VTFK34 | Short            | EC               | CORP              | IL        |        -500 | NS      | $-7190.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NeuroSense Therapeutics Ltd                            | NeuroSense Therapeutics Ltd                                                      | CUSIP: 000000000<br>LEI: 254900UWMHXRH1IZPT20 | Short            | EC               | CORP              | IL        |        -226 | NS      | $-173.80       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oddity Tech Ltd                                        | Oddity Tech Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900QH12XZS53G0V57 | Long             | EC               | CORP              | IL        |        1200 | NS      | $48216.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PainReform Ltd                                         | PainReform Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -100 | NS      | $-64.18        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ParaZero Technologies Ltd                              | ParaZero Technologies Ltd                                                        | CUSIP: 000000000<br>LEI: 529900BS3UB6DVZH4968 | Short            | EC               | CORP              | IL        |       -6250 | NS      | $-5093.78      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Monday.com Ltd                                         | Monday.com Ltd                                                                   | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |        1700 | NS      | $250852.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pagaya Technologies Ltd                                | Pagaya Technologies Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       13600 | NS      | $284240.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rail Vision Ltd                                        | Rail Vision Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -9600 | NS      | $-3110.39      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Radware Ltd                                            | Radware Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900LYRZOTBQ99ZG59 | Long             | EC               | CORP              | IL        |         109 | NS      | $2625.81       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifeward Ltd                                           | Lifeward Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900YOD61G7ECPV281 | Short            | EC               | CORP              | IL        |        -600 | NS      | $-345.96       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Riskified Ltd                                          | Riskified Ltd                                                                    | CUSIP: 000000000<br>LEI: 894500GU19M0O0BYWM49 | Long             | EC               | CORP              | IL        |         800 | NS      | $3976.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REE Automotive Ltd                                     | REE Automotive Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -1057 | NS      | $-776.28       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Taboola.com Ltd                                        | Taboola.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500F5945AFAFFCB30 | Long             | EC               | CORP              | IL        |       24300 | NS      | $112023.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexxen International Ltd                               | Nexxen International Ltd                                                         | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Short            | EC               | CORP              | IL        |        -300 | NS      | $-1962.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Valens Semiconductor Ltd                               | Valens Semiconductor Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        2700 | NS      | $3834.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wearable Devices Ltd                                   | Wearable Devices Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -100 | NS      | $-114.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wix.com Ltd                                            | Wix.com Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |        2700 | NS      | $280503.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wix.com Ltd                                            | Wix.com Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |        -588 | NS      | $-61087.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                   | ZIM Integrated Shipping Services Ltd                                             | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Short            | EC               | CORP              | IL        |      -30300 | NS      | $-643269.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Holdings NV                                     | AerCap Holdings NV                                                               | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |        7400 | NS      | $1063824.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |          40 | NS      | $42794.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atai Beckley NV                                        | Atai Beckley NV                                                                  | CUSIP: 000000000<br>LEI: 391200Z8UWPJSNBNCA11 | Long             | EC               | CORP              | NL        |         900 | NS      | $3681.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elastic NV                                             | Elastic NV                                                                       | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |        8100 | NS      | $611064.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Elastic NV                                             | Elastic NV                                                                       | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Short            | EC               | CORP              | NL        |        -924 | NS      | $-69706.56     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Coincheck Group NV                                     | Coincheck Group NV                                                               | CUSIP: 000000000<br>LEI: 5299004Z2A5SO6LXBB37 | Long             | EC               | CORP              | NL        |          22 | NS      | $55.44         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cuppa Bidco BV                                         | Cuppa Bidco BV EUR Term Loan B1                                                  | CUSIP: 000000000<br>LEI: 254900C8AU9XL3CHKB72 | Long             | LON              | CORP              | NL        |     1854029 | PA      | $1570409.41    | 0.04%             | 2029-06-29      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Cuppa Bidco BV                                         | Cuppa Bidco BV GBP Term Loan B2                                                  | CUSIP: 000000000<br>LEI: 254900C8AU9XL3CHKB72 | Long             | LON              | CORP              | NL        |     2600970 | PA      | $2515539.04    | 0.07%             | 2029-07-30      | Floating      | 9.59%                 | No            | 2                  | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                                | Expro Group Holdings NV                                                          | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Short            | EC               | CORP              | NL        |      -19200 | NS      | $-256320.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ferrari NV                                             | Ferrari NV                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Short            | EC               | CORP              | NL        |       -1680 | NS      | $-620860.80    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ferrovial SE                                           | Ferrovial SE                                                                     | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Short            | EC               | CORP              | NL        |       -1207 | NS      | $-77984.27     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Immatics NV                                            | Immatics NV                                                                      | CUSIP: 000000000<br>LEI: 984500DC691EZ96AF394 | Short            | EC               | CORP              | NL        |       -3300 | NS      | $-34650.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JBS NV                                                 | JBS NV                                                                           | CUSIP: 000000000<br>LEI: 254900JSFON4WL81TW77 | Long             | EC               | CORP              | NL        |       40813 | NS      | $588523.46     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV                           | LyondellBasell Industries NV                                                     | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Short            | EC               | CORP              | NL        |       -1403 | NS      | $-60749.90     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mainz Biomed NV                                        | Mainz Biomed NV                                                                  | CUSIP: 000000000<br>LEI: 894500XWJE7LIJNYQ547 | Short            | EC               | CORP              | NL        |       -2200 | NS      | $-2464.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Newamsterdam Pharma Co NV                              | Newamsterdam Pharma Co NV                                                        | CUSIP: 000000000<br>LEI: 984500B6549TF6E14D36 | Short            | EC               | CORP              | NL        |       -3100 | NS      | $-108748.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                                  | NXP Semiconductors NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |         800 | NS      | $173648.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                                  | NXP Semiconductors NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Short            | EC               | CORP              | NL        |      -12000 | NS      | $-2604720.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| ProQR Therapeutics NV                                  | ProQR Therapeutics NV                                                            | CUSIP: 000000000<br>LEI: 549300NGS2FJGGDBGS06 | Long             | EC               | CORP              | NL        |        7400 | NS      | $14948.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Short            | EC               | CORP              | NL        |      -17798 | NS      | $-800376.06    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Stellantis NV                                          | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | EC               | CORP              | NL        |      -76700 | NS      | $-835263.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Terra Innovatum Global NV                              | Terra Innovatum Global NV                                                        | CUSIP: 000000000<br>LEI: 529900QPG0ZHWQHK1O95 | Short            | EC               | CORP              | NL        |        -200 | NS      | $-924.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| uniQure NV                                             | uniQure NV                                                                       | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |       13700 | NS      | $327841.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wallbox NV                                             | Wallbox NV                                                                       | CUSIP: 000000000<br>LEI: 894500JI9CLUTQ0H9V68 | Short            | EC               | CORP              | NL        |        -155 | NS      | $-362.70       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE 743 (FUT STYLE ) MAR 26 50C                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          55 | NC      | $4610.36       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE LOAD (FSM) 672 FEB 26 50C                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          55 | NC      | $1389.93       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                            | LME COPPER 03/04/26 12500C                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |        1342 | NC      | $734173.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | LME COPPER GS 03/04/26 12500C                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |        2917 | NC      | $1595815.83    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LME COPPER MS 03/04/26 12500C                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |        2992 | NC      | $1636846.40    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER DEC 26 8500P                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          40 | NC      | $72620.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER DEC 26 11500C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          40 | NC      | $1498190.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE 743 (FUT STYLE ) MAR 26 40C                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          67 | NC      | $12344.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 12/01/26 80C                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           2 | NC      | $-2980.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 12/01/26 80C                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          43 | NC      | $-49020.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 12/01/26 50P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          43 | NC      | $-24510.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS MAR 26 55C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |          63 | NC      | $10395.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS MAR 26 75C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |         -97 | NC      | $-873.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | S&P 500 INDEX DEC 26 10000C                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -4382 | NC      | $-560896.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JUN 26 8500P                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          22 | NC      | $3971.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL FUT DEC 26 75C                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $6250.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL FUT DEC 26 75C                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          43 | NC      | $53750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL FUT DEC 26 50P                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          43 | NC      | $138460.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | S&P 500 INDEX DEC 26 9000C                                                       | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        4382 | NC      | $4009530.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 55P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          -1 | NC      | $950.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 65P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           1 | NC      | $-240.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LME COPPER MS 06/03/26 12000C                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |        2398 | NC      | $2400985.69    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | LME COPPER CITI 06/03/26 12000C                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |        2639 | NC      | $2642285.75    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% DEC 25 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |          84 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JUN 26 11000C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          22 | NC      | $890202.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION EUA (FUTION) 12/01/26 80C                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         105 | NC      | $494200.99     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 5.25C                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -150 | NC      | $-49350.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 03/01/26 50P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -215 | NC      | $165900.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 03/01/26 60P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         215 | NC      | $-401450.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 03/01/26 60P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         250 | NC      | $-152590.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION EUA (FUTION) 12/01/26 100C                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         105 | NC      | $86377.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-XAUUSD(USD) 01/28/26 3300P                                                    | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DCO              |  | US        |        4000 | NC      | $121.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) DEC 26 30P                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |        -500 | NC      | $-916500.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) DEC 26 40C                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |        -750 | NC      | $-600000.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) DEC 26 20P                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         750 | NC      | $237000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE LOAD (FSM) 672 FEB 26 34C                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         264 | NC      | $43991.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE LOAD (FSM) 672 FEB 26 29P                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         264 | NC      | $337336.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JUN 26 12000C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          22 | NC      | $543449.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JUN 26 9000P                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          22 | NC      | $10235.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS MAY 26 55C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |          60 | NC      | $32400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS MAY 26 70C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |          32 | NC      | $2208.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS MAY 26 75C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |         -92 | NC      | $-3864.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JUN 26 11000C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          43 | NC      | $1752462.34    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION EUA (FUTION) 03/01/26 85C                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          54 | NC      | $56797.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 03/01/26 65C                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          -8 | NC      | $9280.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LME COPPER CITI - KI 06/01/26 12000C                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |         -43 | NC      | $-1043719.72   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SPXW US 12/31/25 6050P                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1075 | NC      | $-5375.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SPXW US 12/31/25 6400P                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1075 | NC      | $16125.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) MAR 26 25P                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |        1500 | NC      | $189000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT JUL 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-111800.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT AUG 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-111400.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT SEP 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-112400.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT OCT 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-120600.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT NOV 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-123800.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT DEC 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-125200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT JUL 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $53800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT AUG 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $55800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT SEP 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $56400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT OCT 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $65200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT NOV 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $68600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT DEC 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $72400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT JUL 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $800.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT AUG 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $1600.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT SEP 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $1800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT OCT 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $1800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT NOV 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $3200.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT DEC 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $3400.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPXW US 12/31/25 6550P                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1100 | NC      | $22000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPXW US 12/31/25 6200P                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1100 | NC      | $-8800.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 05/01/26 95C                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -108 | NC      | $10800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 05/01/26 85C                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         108 | NC      | $-25920.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 50P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -250 | NC      | $32500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 60P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         250 | NC      | $50000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                     | NVIDIA CORP OTC 08/21/26 175P                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |          18 | NC      | $33052.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS MAR 26 70C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |          34 | NC      | $510.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL FUT APR 26 50P                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         200 | NC      | $160000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS JUL 26 55C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |          65 | NC      | $55965.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS JUL 26 70C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |         -65 | NC      | $-9360.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BCOM COMMODITY INDEX 06/30/26 132C                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |      -59092 | NC      | $-14772.88     | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BCOM COMMODITY INDEX 06/30/26 115.5C                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |       59092 | NC      | $141819.60     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-USDCNH(USD) 04/29/27 6.9C                                                     | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    10750000 | OU      | $138838.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-USDCNH(USD) 04/29/27 6.9P                                                     | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    10750000 | OU      | $273536.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-USDCNH(USD) 04/29/27 7.1C                                                     | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    10750000 | OU      | $63076.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-USDCNH(USD) 04/29/27 6.75P                                                    | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    10750000 | OU      | $156474.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE 743 (FUT STYLE ) MAR 26 80C                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         430 | NC      | $9011.16       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE 743 (FUT STYLE ) MAR 26 100C                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -430 | NC      | $-4881.06      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% JAN 26 75P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% JAN 26 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -215 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% JAN 26 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% FEB 26 75P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% FEB 26 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -215 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% FEB 26 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $2592.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAR 26 75P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAR 26 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -215 | NC      | $-860.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAR 26 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $7236.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% APR 26 75P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% APR 26 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -215 | NC      | $-2580.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% APR 26 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $11772.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAY 26 75P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $108.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAY 26 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -215 | NC      | $-5160.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAY 26 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $15876.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% JUN 26 75P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $324.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% JUN 26 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -215 | NC      | $-8600.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% JUN 26 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $20628.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION EUA (FUTION) 03/01/26 95C                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -108 | NC      | $19038.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) MAR 26 30P                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         575 | NC      | $374900.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO FEB 26 -0.5P                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -215 | NC      | $-2150.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO FEB 26 0P                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         215 | NC      | $8600.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO MAR 26 -0.5P                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -215 | NC      | $-4300.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO MAR 26 0P                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         215 | NC      | $17200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JAN 26 10800C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -32 | NC      | $-1442416.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JAN 26 11300C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          32 | NC      | $1043936.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JAN 26 10300P                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          32 | NC      | $8.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JAN 26 10800P                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -32 | NC      | $-16.00        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 10C                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $44.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                     | NVIDIA CORP OTC 08/21/26 180P                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |          18 | NC      | $36938.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 11.5C                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $5.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL FUT APR 26 43P                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -150 | NC      | $-34500.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 7C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          91 | NC      | $6370.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | SILVER 03/01/26 72C                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          44 | NC      | $1264560.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | GOLD FUTURE FEB 26 4150P                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          11 | NC      | $35860.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 6.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          23 | NC      | $2254.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EO-XAGUSD(USD) 03/05/26 68.5C                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |           0 | NC      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EO-XAGUSD(USD) 03/05/26 78.5C                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |           0 | NC      | $0.00          | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL FUT FEB 26 64C                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          50 | NC      | $4500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 6.25C                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          58 | NC      | $6902.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | S&P 500 INDEX 01/01/26 6150P                                                     | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -1065 | NC      | $-814725.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | S&P 500 INDEX 01/01/26 6500P                                                     | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        1065 | NC      | $2412225.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | SILVER 03/01/26 80C                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -44 | NC      | $-761420.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EO-XAUUSD(USD) 01/22/26 5050C                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |       -2150 | NC      | $-1886.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EO-XAUUSD(USD) 01/22/26 4550C                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |        2150 | NC      | $46960.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EO-XAGUSD(USD) 03/05/26 90C                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |     -225000 | NC      | $-392115.32    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EO-XAGUSD(USD) 03/05/26 80C                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |      225000 | NC      | $715934.26     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| London Metal Exchange                                  | LME NICKEL APR 26 17500C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          22 | NC      | $74296.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LIVE CATTLE FEB 26 228C                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          26 | NC      | $71760.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LIVE CATTLE FEB 26 228P                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          26 | NC      | $34320.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $152.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-1900.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $3700.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $444.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAR 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-1650.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAR 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $2450.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAR 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $98.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT APR 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-800.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT APR 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $1475.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-700.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $1775.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUN 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-1100.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUN 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $2625.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUL 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-1650.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUL 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $4900.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT AUG 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-2600.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT AUG 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $6875.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT SEP 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-3400.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT SEP 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $8675.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT OCT 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-5100.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT OCT 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $11850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT NOV 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-9900.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT NOV 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $20200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT DEC 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -50 | NC      | $-27000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT DEC 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $46525.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT FEB 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         150 | NC      | $135000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAR 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $10350.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT APR 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $10075.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $14025.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUN 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $21750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUL 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $35850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT AUG 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $46225.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT SEP 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $49825.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT OCT 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $57000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT NOV 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $80275.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT DEC 26 4.5C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $138800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% DEC 25 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -168 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OneSpaWorld Holdings Ltd                               | OneSpaWorld Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Short            | EC               | CORP              | BS        |       -1800 | NS      | $-37332.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Innovation Beverage Group Ltd                          | Innovation Beverage Group Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |         -40 | NS      | $-76.80        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IREN Ltd                                               | IREN Ltd                                                                         | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |      -13800 | NS      | $-521226.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Equinor ASA                                            | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |        7832 | NS      | $184692.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | XX        |     2430053 | PA      | $2855798.86    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |     1109890 | PA      | $1109889.69    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |     1925319 | PA      | $1925318.85    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      941204 | PA      | $941204.45     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      542577 | PA      | $542576.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     2103454 | PA      | $2103453.54    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1227015 | PA      | $1227014.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1233853 | PA      | $1233853.37    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      717492 | PA      | $717491.53     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     2940668 | PA      | $2940667.87    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1720648 | PA      | $1720648.29    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      541607 | PA      | $541607.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      933587 | PA      | $933587.34     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1059138 | PA      | $1059137.58    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      618089 | PA      | $618089.08     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      529562 | PA      | $529561.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      309861 | PA      | $309860.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1065909 | PA      | $1065909.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      622041 | PA      | $622040.91     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      562884 | PA      | $562884.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      617173 | PA      | $617173.16     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      494368 | PA      | $494367.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     3653020 | PA      | $3653019.76    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     2133817 | PA      | $2133817.41    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1853014 | PA      | $1853014.17    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     3172021 | PA      | $3172021.47    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      964306 | PA      | $964306.42     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1655580 | PA      | $1655580.17    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      415698 | PA      | $415697.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      242234 | PA      | $242233.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     4689295 | PA      | $4689294.51    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     2737913 | PA      | $2737913.00    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      556143 | PA      | $556143.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      536313 | PA      | $536313.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      467992 | PA      | $467991.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      272514 | PA      | $272513.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      767616 | PA      | $767615.85     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |     1319016 | PA      | $1319016.45    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      697594 | PA      | $697594.44     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      386754 | PA      | $386753.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      663163 | PA      | $663162.68     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |     1122738 | PA      | $1122737.83    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      381545 | PA      | $381544.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     2862720 | PA      | $2862719.69    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1635840 | PA      | $1635839.82    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      818386 | PA      | $818385.76     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      447124 | PA      | $447123.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     3260309 | PA      | $3260309.07    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1892354 | PA      | $1892353.72    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SELL CMBX.NA.A.8                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |      432000 | OU      | $-13013.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 4.2125% 04/18/2026 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      500000 | OU      | $-497.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.187% 12/01/2037 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $220956.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.8694% 02/23/2029 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4000000 | OU      | $-48409.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.7155% 09/08/2028 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1000000 | OU      | $16678.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.3895% 11/16/2028 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4000000 | OU      | $141373.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.6735% 09/13/2028 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2500000 | OU      | $44340.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.434% 10/11/2026 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $43251.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.882% 01/24/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1500000 | OU      | $28012.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.317% 02/28/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5000000 | OU      | $129158.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.613% 03/23/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7000000 | OU      | $146023.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.619% 03/24/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7000000 | OU      | $145275.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 0.797% 01/13/2026 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       80000 | OU      | $532.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 0.948% 01/13/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      940000 | OU      | $30695.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 0.708% 01/22/2026 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12000000 | OU      | $84760.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.719% 08/08/2028 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $50493.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.833% 07/29/2029 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $67159.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 0.9775% 03/25/2030 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -3000000 | OU      | $-310805.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.396% 01/25/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2900000 | OU      | $21921.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.5583% 09/26/2026 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1800000 | OU      | $19510.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.268% 01/25/2026 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2000000 | OU      | $-3247.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.2397% 04/19/2028 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      700000 | OU      | $35878.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.62% 07/25/2026 CMD                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1900000 | OU      | $21209.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.899% 08/27/2029 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1650000 | OU      | $78574.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.1665% 05/04/2032 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6500000 | OU      | $190220.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 0.65935% 03/11/2035 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1500000 | OU      | $361493.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.487% 06/30/2038 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8000000 | OU      | $427616.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS JPY 0.6933% 09/29/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   429000000 | OU      | $17208.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.96% 09/29/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2100000 | OU      | $22243.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS JPY 0.71% 09/29/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   725000000 | OU      | $27555.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | SELL CMBX.NA.BBB-.10 GSCO                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     5052000 | OU      | $-1107927.42   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.684% 02/01/2034 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5000000 | OU      | $24281.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.673% 03/28/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -600000 | OU      | $-21401.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.65475% 04/04/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -600000 | OU      | $-22986.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.582% 04/03/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-1159.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.60575% 04/04/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-9020.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.8289% 04/03/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-2291.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.719% 03/28/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-13611.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.449% 04/03/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      600000 | OU      | $-14201.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.4841% 04/03/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-7680.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.58075% 04/04/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-1172.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.61% 04/04/2039 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-8903.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9415% 04/04/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-4959.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.597% 04/03/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-9546.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.718005% 04/04/2039 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-13635.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.71075% 04/05/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-6166.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.618% 04/04/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-9874.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.5525% 04/06/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $13184.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.68095% 04/11/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $1591.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.692% 04/12/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-6766.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9702% 04/10/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-5652.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.815005% 04/04/2039 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-10781.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.5435% 04/08/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $13419.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.556% 04/10/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-8821.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.711% 04/12/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-6240.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.02445% 04/10/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-6936.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.0245% 04/11/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-893.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.608% 04/10/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-9680.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.733% 04/12/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-5630.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.5499% 04/13/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $13285.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.717% 04/15/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-6075.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.709% 04/12/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-11320.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.764% 04/18/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-4849.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.9635% 04/12/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-6403.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.75975% 04/18/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-4967.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.74725% 04/18/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $3301.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.615% 04/20/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $11514.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.77625% 04/22/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-4486.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.877% 05/01/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-13942.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.107% 04/29/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-2204.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.24755% 05/06/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-5854.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.611% 05/08/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-9503.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.665% 05/15/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-10331.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.78675% 05/22/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $-4145.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS AUD 4.55505% 05/23/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -200000 | OU      | $-4480.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.78525% 05/24/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $4559.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS AUD 4.415% 05/25/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -300000 | OU      | $-17616.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.83675% 05/30/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $3123.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS AUD 4.573755% 05/30/2039 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -500000 | OU      | $-10775.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.84025% 05/31/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $-5538.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.89375% 06/06/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $1609.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.07425% 06/03/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-3231.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.78375% 06/07/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $4702.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.88675% 06/08/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-12637.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.90725% 06/13/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-1725.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9119% 06/12/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $4378.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.79625% 06/19/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $-4027.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.78967% 06/17/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-14820.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.3325% 06/22/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1200000 | OU      | $17996.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.751% 06/24/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $5730.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.8149% 06/21/2036 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1500000 | OU      | $3756.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.33% 06/26/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $19543.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.8564% 06/27/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-9637.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.3255% 07/02/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $2460.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.950055% 07/01/2039 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-6916.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.046% 07/05/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $7571.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.3551% 07/03/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $2061.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 1.091% 07/06/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -100000 | OU      | $4997.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.465% 07/06/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $579.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.37% 07/13/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $19215.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.3538% 07/10/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $2086.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.92576% 07/10/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-11731.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.347% 07/29/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $2198.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.126% 07/30/2029 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $6690.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.263% 07/31/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $3333.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.0431% 08/01/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $5531.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.106% 08/10/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1200000 | OU      | $24548.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.104% 08/10/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $5486.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy QATAR SNRFOR USD 100 Jun 2029 GOLD_ISDA 1%                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | QA        |    13000000 | OU      | $-358889.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy QATAR SNRFOR USD 100 Jun 2029 GOLD_ISDA 1%                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | QA        |     7000000 | OU      | $-193248.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.1309% 08/10/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $5123.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.276% 12/17/2026 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -700000 | OU      | $-1244.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9791% 08/21/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -300000 | OU      | $-1080.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.12% 08/20/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1200000 | OU      | $24196.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.44475% 08/21/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $-6410.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.098% 12/20/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -465000 | OU      | $-312.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9018% 08/23/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -300000 | OU      | $-2437.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.45405% 08/27/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      600000 | OU      | $-981.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.473% 08/28/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $9590.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.911% 08/28/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -300000 | OU      | $-2299.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.3642% 08/28/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $-8269.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.688495% 08/28/2029 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      500000 | OU      | $-1949.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.73355% 08/28/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      500000 | OU      | $-3077.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.58875% 08/30/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $13116.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.103% 07/14/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -545000 | OU      | $-838.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.1% 06/30/2028 LCH                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1080000 | OU      | $-1609.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS AUD 4.0404% 08/30/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -300000 | OU      | $-9248.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.789% 09/01/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-14765.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.7455% 08/30/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      500000 | OU      | $-3379.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS JPY 0.689% 09/07/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  1700000000 | OU      | $156131.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.23% 09/07/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1100000 | OU      | $19641.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.57125% 09/06/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $13746.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.6445% 09/05/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      500000 | OU      | $-883.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.57775% 09/17/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-19473.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.481% 09/20/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $16317.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.584% 09/18/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-19332.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.884% 09/21/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $8468.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.5998% 09/19/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-741.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.925% 09/21/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7918.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.815% 09/25/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -300000 | OU      | $-4101.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.6955% 09/21/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-16843.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9432% 09/23/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7675.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.6293% 09/24/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-353.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9675% 09/24/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7350.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.974% 09/28/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7267.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.72725% 09/25/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-16134.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.6655% 09/27/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $134.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.02% 09/28/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $6650.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.025% 10/01/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $6585.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9663% 10/02/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7374.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.427% 10/07/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-17905.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.0414% 10/05/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $6370.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.467% 10/10/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-15730.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.0986% 10/07/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $5605.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.43205% 10/09/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-11278.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.4261% 10/09/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      100000 | OU      | $12476.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.266% 10/09/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1100000 | OU      | $19422.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.491% 10/04/2034 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -2500000 | OU      | $-44968.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.1958% 10/09/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $4305.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.4744% 10/13/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      100000 | OU      | $11640.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.193% 10/13/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $4349.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.474% 10/11/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2800000 | OU      | $-8610.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | Buy CHINA SNRFOR USD 100 Dec 2027 CITI_ISDA 1%                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | CN        |    23700000 | OU      | $-316006.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | Buy CHINA SNRFOR USD 100 Dec 2027 CITI_ISDA 1%                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | CN        |    13800000 | OU      | $-184003.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.8633% 10/16/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $2788.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.7065% 10/17/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $6126.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.462% 10/17/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2800000 | OU      | $-8970.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.50125% 10/18/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-15978.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.382% 10/18/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2800000 | OU      | $-10960.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6326% 10/18/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $7735.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.46675% 10/21/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-16940.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6183% 10/21/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $8055.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.81105% 10/17/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $11255.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.4805% 10/24/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-15452.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6968% 10/24/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $6340.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6973% 10/24/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $6329.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.208% 10/24/2029 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -5900000 | OU      | $-4764.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5315% 10/24/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-15178.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.8063% 10/24/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $3948.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5465% 10/25/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-14781.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.808% 10/25/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $3905.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.8388% 10/28/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $3239.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.425% 10/30/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -3000000 | OU      | $-10729.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.8009% 10/31/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $4067.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.499% 10/31/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-16098.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.82485% 10/31/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $3545.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.3987% 10/31/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-12430.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.86255% 10/29/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $6554.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5095% 11/04/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-15905.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.8926% 11/01/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $3098.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.0698% 10/31/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $3867.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.46% 11/07/2039 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-17267.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.04918% 11/01/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $11211.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5% 11/08/2039 LCH                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-16187.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.14065% 11/07/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $1862.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.12167% 11/06/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $7369.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.06886% 11/09/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $8541.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.753% 11/16/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -100000 | OU      | $-6835.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.403% 11/18/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-18910.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.07029% 11/21/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $3940.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.7736% 11/23/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -100000 | OU      | $-6478.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.93395% 11/26/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $8429.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.1584% 12/05/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-24588.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy ICBCAS SNRFOR USD 100 Dec 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | CN        |     2200000 | OU      | $-33319.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy ICBCAS SNRFOR USD 100 Dec 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | CN        |     3800000 | OU      | $-57551.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Buy CCB SNRFOR USD 100 Dec 2027 BARC_ISDA 1%                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | LU        |     6700000 | OU      | $-102221.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Buy CCB SNRFOR USD 100 Dec 2027 BARC_ISDA 1%                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | LU        |    11400000 | OU      | $-173928.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Buy SDBC SNRFOR USD 100 Dec 2027 MORG_ISDA 1%                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | CN        |     3600000 | OU      | $-52229.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Buy SDBC SNRFOR USD 100 Dec 2027 MORG_ISDA 1%                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | CN        |     2200000 | OU      | $-31917.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.1462% 12/06/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-24944.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.14995% 12/09/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-24884.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy BCHINA SNRFOR USD 100 Dec 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | CN        |     8500000 | OU      | $-123178.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy BCHINA SNRFOR USD 100 Dec 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | CN        |     4800000 | OU      | $-69559.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.93176% 12/07/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $11582.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Jun 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     1900000 | OU      | $-6108.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Jun 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     1100000 | OU      | $-3536.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     4800000 | OU      | $-24130.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     8300000 | OU      | $-41725.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.99% 12/11/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $10296.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Jun 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     3300000 | OU      | $-10609.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     4800000 | OU      | $-24130.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     8200000 | OU      | $-41222.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Jun 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     2000000 | OU      | $-6430.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.273% 12/19/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-22659.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.88575% 12/19/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $2320.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9425% 12/19/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $1087.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.071105% 12/18/2029 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $11901.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.793% 08/24/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -850000 | OU      | $-58199.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.753% 09/02/2059 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -550000 | OU      | $-43613.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.09355% 12/27/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-2157.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.133% 12/27/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-3012.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.09475% 01/02/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-7900.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.22% 12/29/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $5243.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     3400000 | OU      | $-17092.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     5800000 | OU      | $-29157.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.805% 01/09/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2200000 | OU      | $-2055.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.4435% 01/09/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-19675.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.09495% 01/08/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-7911.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.49% 01/09/2040 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-18350.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.53475% 01/10/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-17094.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9415% 09/02/2059 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -650000 | OU      | $-33437.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.604% 01/16/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-10228.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.2174% 01/14/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $3928.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.30145% 01/16/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-13293.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.8779% 01/17/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2200000 | OU      | $-7446.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9307% 01/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $3794.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.351425% 01/18/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $2257.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.7033% 01/24/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2200000 | OU      | $-12476.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.1724% 01/24/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-3510.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS JPY 1.833751% 02/03/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   -14700000 | OU      | $-17936.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.5941% 02/04/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-1497.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.0207% 02/04/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-6397.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.288% 02/04/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -800000 | OU      | $3955.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.033615% 02/05/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-10978.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.06615% 02/06/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-11758.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.528% 02/05/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-2531.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.0212% 02/07/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-10704.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.486505% 02/06/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-3179.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.448% 02/07/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-3781.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.587% 02/11/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-1628.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.2846% 02/21/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-6144.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.510645% 02/18/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -500000 | OU      | $-43963.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.127416% 02/19/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $54602.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.6476% 02/19/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-707.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.24838% 02/15/2075 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -720000 | OU      | $-19552.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.445229% 02/15/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      280000 | OU      | $15334.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.553047% 02/22/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-25448.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.219884% 02/22/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $16985.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.501314% 02/19/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      320000 | OU      | $15396.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.308851% 02/19/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -760000 | OU      | $-18319.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.332381% 02/22/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -700000 | OU      | $-16030.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.538148% 02/22/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      300000 | OU      | $13124.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.584% 02/26/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |      200000 | OU      | $-555.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.11037% 02/26/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $8362.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.470689% 02/26/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      300000 | OU      | $15506.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.279323% 02/25/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -800000 | OU      | $-20398.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.155529% 03/01/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $35607.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.500134% 02/26/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-17713.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.577% 02/28/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |      200000 | OU      | $-368.23       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.8859% 02/28/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $2546.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.398766% 02/26/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      600000 | OU      | $36104.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.225997% 02/26/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -1400000 | OU      | $-39382.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.22393% 02/26/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $5176.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.494394% 03/04/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -500000 | OU      | $-44465.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.433% 03/05/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $15618.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.163092% 03/05/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $53111.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.5295% 02/28/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-2567.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.79865% 03/04/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -500000 | OU      | $5704.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.842% 03/05/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $1418.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9038% 03/05/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-2832.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.15225% 02/27/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $2169.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.440934% 03/01/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      300000 | OU      | $16555.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.248227% 02/26/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -800000 | OU      | $-21622.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.427325% 03/05/2040 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $15784.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.4885% 03/05/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |      200000 | OU      | $1882.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.85915% 03/05/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-3884.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.619286% 03/08/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-15980.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.283836% 03/08/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $16122.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.30625% 03/08/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $19844.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.3603% 03/05/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-5194.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6813% 03/06/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -500000 | OU      | $2957.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.81296% 03/06/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-4971.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.421468% 03/05/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      300000 | OU      | $17233.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.239455% 03/04/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -700000 | OU      | $-19172.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.34625% 03/08/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $18900.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.53% 03/07/2035 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |      200000 | OU      | $851.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.889% 03/07/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-3181.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.7223% 03/12/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $7205.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.7924% 03/11/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -500000 | OU      | $5629.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.29255% 03/06/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $-2172.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.92825% 03/12/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-2255.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.74% 03/12/2040 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $6686.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.52925% 03/11/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $14573.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.32724% 03/08/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $2767.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.84% 03/15/2055 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |      100000 | OU      | $3014.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.892551% 03/18/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3500000 | OU      | $-210728.95    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.607269% 03/19/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1900000 | OU      | $225431.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.674748% 03/15/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $5509.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.410193% 03/15/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -600000 | OU      | $-11278.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.001115% 03/14/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $9162.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.79% 03/20/2035 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -200000 | OU      | $5606.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9724% 03/20/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $1217.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.99255% 03/19/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $8954.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.789525% 03/21/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-5659.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Buy PERU SNRFOR USD 100 Jun 2030 JPMB_ISDA 1%                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | PE        |     4215000 | OU      | $-64038.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Buy PERU SNRFOR USD 100 Jun 2030 JPMB_ISDA 1%                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | PE        |     7206000 | OU      | $-109480.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy MEXICO SNRFOR USD 100 Jun 2030 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | MX        |    11800000 | OU      | $-93091.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 3.065% 03/26/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -1900000 | OU      | $4357.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.777% 03/27/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -200000 | OU      | $5230.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.631405% 03/31/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -100000 | OU      | $-14139.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 3.074% 04/03/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -1900000 | OU      | $3452.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.7047% 04/02/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -200000 | OU      | $3371.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.0155% 04/02/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $205.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.778% 04/03/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $5719.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6453% 04/03/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -500000 | OU      | $2400.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.985005% 04/02/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $8886.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.594% 04/07/2055 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $13103.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.2934% 04/08/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -500000 | OU      | $-10912.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.5789% 04/08/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -4800000 | OU      | $-1886.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.68% 04/09/2040 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $8667.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.558% 04/09/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-4464.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5449% 04/08/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $14266.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.8938% 04/07/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $8383.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.592% 04/07/2035 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -3500000 | OU      | $-60417.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.732% 04/07/2040 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3500000 | OU      | $123146.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.8347% 04/08/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $9184.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS JPY 1.6825% 04/09/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   -13300000 | OU      | $-19295.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.6045% 04/10/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-10436.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.862005% 04/08/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $5122.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.78425% 04/10/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $5628.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9947% 04/09/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7020.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.726155% 04/12/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      100000 | OU      | $7682.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.56675% 04/11/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-11697.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.52625% 04/12/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $14723.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.797% 04/12/2055 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      100000 | OU      | $6424.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy SAUDI SNRFOR USD 100 Jun 2035 GOLD_ISDA 1%                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | SA        |    19900000 | OU      | $46953.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy SAUDI SNRFOR USD 100 Jun 2035 GOLD_ISDA 1%                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | SA        |    11600000 | OU      | $27369.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5147% 04/14/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $14986.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.549% 04/16/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -200000 | OU      | $-638.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.72% 04/16/2040 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -100000 | OU      | $-1394.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.826% 04/10/2035 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2200000 | OU      | $-6435.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5487% 04/16/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-12207.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.4863% 04/15/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $15659.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5651% 04/16/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-11716.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.43645% 04/20/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $16860.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.8645% 04/15/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      500000 | OU      | $-5285.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.41935% 04/20/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $17262.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.00585% 04/17/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-430.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.82% 04/26/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11000000 | OU      | $-81272.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.86% 04/28/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-24632.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Buy MEXICO SNRFOR USD 100 Jun 2030 MORG_ISDA 1%                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | MX        |     6900000 | OU      | $-54434.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy SAUDI SNRFOR USD 100 Jun 2035 GOLD_ISDA 1%                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | SA        |    10200000 | OU      | $24066.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy SAUDI SNRFOR USD 100 Jun 2035 GOLD_ISDA 1%                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | SA        |    17500000 | OU      | $41290.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | Buy MEXICO SNRFOR USD 100 Jun 2030 CITI_ISDA 1%                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | MX        |     4900000 | OU      | $-38656.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | Buy MEXICO SNRFOR USD 100 Jun 2030 CITI_ISDA 1%                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | MX        |     2800000 | OU      | $-22089.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Buy MEXICO SNRFOR USD 100 Jun 2030 JPMB_ISDA 1%                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | MX        |     2400000 | OU      | $-18933.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Buy MEXICO SNRFOR USD 100 Jun 2030 JPMB_ISDA 1%                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | MX        |     4000000 | OU      | $-31556.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.468% 05/22/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -3450000 | OU      | $15392.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.333% 08/24/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1300000 | OU      | $-22837.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.194% 09/02/2059 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -400000 | OU      | $-5652.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy SOAF SNRFOR USD 100 Jun 2030 GOLD_ISDA 1%                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | ZA        |    10100000 | OU      | $87744.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy SOAF SNRFOR USD 100 Jun 2030 GOLD_ISDA 1%                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | ZA        |     5900000 | OU      | $51256.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.845% 06/07/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10000000 | OU      | $-57583.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.54% 06/05/2030 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10000000 | OU      | $-49937.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Buy MEXICO SNRFOR USD 100 Jun 2030 BARC_ISDA 1%                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | MX        |     2800000 | OU      | $-22089.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Buy MEXICO SNRFOR USD 100 Jun 2030 BARC_ISDA 1%                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | MX        |     1700000 | OU      | $-13411.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CHINA SNRFOR USD 100 Jun 2030 Morgan 1%                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | CN        |    15200000 | OU      | $-375006.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CHINA SNRFOR USD 100 Jun 2030 Morgan 1%                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | CN        |     8900000 | OU      | $-219576.10    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CHINA SNRFOR USD 100 Jun 2030 Morgan 1%                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | CN        |     3000000 | OU      | $-74014.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CHINA SNRFOR USD 100 Jun 2030 Morgan 1%                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | CN        |     1800000 | OU      | $-44408.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.6065% 07/16/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21500000 | OU      | $-317320.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9775% 07/19/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    31000000 | OU      | $-239661.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.605% 07/29/2075 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   -13900000 | OU      | $-107674.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 5.1% 07/30/2055 LCH                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3700000 | OU      | $-81937.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9375% 08/23/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-61157.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.6285% 08/21/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9000000 | OU      | $-83197.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.935% 08/23/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16000000 | OU      | $-121535.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.62% 08/21/2030 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13000000 | OU      | $-114944.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.6275% 08/21/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16000000 | OU      | $-147149.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9325% 08/23/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-60378.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.945% 08/22/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20000000 | OU      | $-156809.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9425% 08/22/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-62333.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9475% 08/22/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-63113.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9875% 08/26/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16000000 | OU      | $-141839.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9975% 08/27/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9000000 | OU      | $-81978.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.73487% 07/16/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21800000 | OU      | $62486.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SO USD_R_4.3725_20550829_20350829_LCH                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |     3500000 | NC      | $-61668.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SO USD_P_4.3725_20550829_20350829_LCH                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |     3500000 | NC      | $-20388.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.07% 08/30/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9000000 | OU      | $-95563.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SO USD_SOFR_P_4.67_20450829_20350829_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2500000 | NC      | $-13782.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SO USD_SOFR_R_4.67_20450829_20350829_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2500000 | NC      | $-20723.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.67294% 07/16/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11000000 | OU      | $87305.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.67344% 07/16/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11000000 | OU      | $86844.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.0775% 09/02/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18000000 | OU      | $-196600.54    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.07375% 09/03/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17000000 | OU      | $-184614.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.025% 09/05/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4000000 | OU      | $-39714.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9275% 09/10/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3600000 | OU      | $-29105.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOUSD_SOFR_P_3.745_20540301_20340301_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |     4000000 | NC      | $97426.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOUSD_SOFR_P_5.375_20280630_20270630_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    11050000 | NC      | $-15530.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_R_3.21_20540823_20340823_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $-180785.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_R_3.21_20590831_20290831_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $-248222.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_P_3.21_20540823_20340823_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $129102.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_P_3.21_20590831_20290831_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $151206.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_P_3.22_20590831_20290831_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $148335.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_R_3.265_20540818_20340818_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $-176627.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOUSD_SOFR_P_5.375_20280714_20270714_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     5500000 | NC      | $-7779.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOUSD_SOFR_R_3.745_20540301_20340301_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |     4000000 | NC      | $-203491.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_P_3.265_20540818_20340818_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $120451.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOUSD_SOFR_P_5.375_20271218_20261218_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     5500000 | NC      | $-7392.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOUSD_SOFR_R_3.187_20540823_20340823_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2500000 | NC      | $-184302.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOUSD_SOFR_P_3.187_20540823_20340823_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2500000 | NC      | $131027.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_R_3.22_20590831_20290831_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $-247394.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_R_3.225_20540825_20340825_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $-178346.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_P_3.225_20540825_20340825_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $127895.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SO USD_SOFR_R_4.1725_20550913_20350912_LCH FWD PRE                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     3000000 | NC      | $-77303.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SO USD_SOFR_P_4.1725_20550913_20350912_LCH FWD PRE                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     3000000 | NC      | $11998.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.935% 10/04/2055 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      700000 | OU      | $47827.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.99% 03/20/2028 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -16800000 | OU      | $-22095.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.937% 10/04/2055 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1500000 | OU      | $101791.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BUY CDS CDX.NA.HY.45-V1_500BPS_20301220_ICE 5.0%                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      500000 | OU      | $-38846.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | SELLCDSITRAXX EUROPE MAIN SERIES 44-V1_100BPS_2030                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    42300000 | OU      | $1161826.45    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7600000 | OU      | $79732.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7800000 | OU      | $81830.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    18800000 | OU      | $197233.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    19600000 | OU      | $205625.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    19600000 | OU      | $205625.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    18800000 | OU      | $197233.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy iTraxx Asia ex-Japan IG Series 44 USD 100 Dec                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    10800000 | OU      | $-175013.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.NA.HY.45 USD 500 Dec 2030 Morgan 5%                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    15900000 | OU      | $-1235316.93   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.NA.HY.45 USD 500 Dec 2030 Morgan 5%                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    27400000 | OU      | $-2128785.16   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     9000000 | OU      | $94420.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    11000000 | OU      | $115402.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     9000000 | OU      | $94420.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    10000000 | OU      | $104911.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    12000000 | OU      | $125893.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    12000000 | OU      | $125893.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    19000000 | OU      | $199331.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    18000000 | OU      | $188840.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    15000000 | OU      | $157366.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    16000000 | OU      | $167857.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    12000000 | OU      | $125893.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    12000000 | OU      | $125893.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    27100000 | OU      | $284309.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    27500000 | OU      | $288505.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.74% 10/28/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    45000000 | OU      | $-256493.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.745% 10/28/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5000000 | OU      | $-28983.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS NZD 3.568% 03/19/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |   -13000000 | OU      | $-11988.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | SELL CDS CDX.EM.44-V1_100BPS_20301220_ICE1.0%                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    17000000 | OU      | $-178349.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.5325% 12/09/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12000000 | OU      | $-40638.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.531% 12/09/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6000000 | OU      | $-20146.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.525% 12/09/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10000000 | OU      | $-32422.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.96% 12/15/2035 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-9590.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SELLCDSORACLE CORPORATION 100BPS 20301220 MS 118BP                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     2000000 | OU      | $-38582.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CNY 1.632% 03/18/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -166000000 | OU      | $46798.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.7225% 03/19/2031 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -73000000 | OU      | $63887.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.715% 03/19/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -219000000 | OU      | $183271.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS NZD 3.683% 03/19/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -86500000 | OU      | $183695.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS INR 5.929% 03/18/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | -3033000000 | OU      | $-12588.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.972% 12/15/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4000000 | OU      | $-24307.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.9725% 12/15/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21000000 | OU      | $-128739.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.51875% 12/10/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-6390.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.453% 12/10/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-13719.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SELLCDSORACLE CORPORATION 100BPS 20301220 MS 115.5                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     4000000 | OU      | $-77164.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy Traxx Europe Xover Series 44 EUR 500 Dec 2030                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    27000000 | OU      | $-3555695.12   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SELL CDSORACLE CORPORATION 100BPS 20301220 BAML 11                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |     4000000 | OU      | $-77164.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CNY 1.6225% 03/18/2031 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -297000000 | OU      | $64610.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS NZD 3.8% 03/19/2031 LCH                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -128000000 | OU      | $668472.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.721% 03/19/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -65000000 | OU      | $56387.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.315% 03/20/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -344000000 | OU      | $384822.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.6775% 03/19/2031 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -24000000 | OU      | $15487.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS INR 5.998% 03/18/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -415000000 | OU      | $11560.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SGD 1.991% 03/18/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -10500000 | OU      | $9512.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.324% 09/22/2037 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1400000 | OU      | $78238.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eni SpA                                                | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |        2652 | NS      | $50271.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Moncler SpA                                            | Moncler SpA                                                                      | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |         648 | NS      | $41420.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MakeMyTrip Ltd                                         | MakeMyTrip Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Short            | EC               | CORP              | MU        |        -200 | NS      | $-16424.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Royal Caribbean Cruises Ltd                            | Royal Caribbean Cruises Ltd                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               | CORP              | LR        |      -33620 | NS      | $-9377290.40   | -0.25%            |  |  |  | No            | 1                  | On Loan: No      |
| Wartsila OYJ Abp                                       | Wartsila OYJ Abp                                                                 | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Short            | EC               | CORP              | FI        |        -596 | NS      | $-21101.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ardmore Shipping Corp                                  | Ardmore Shipping Corp                                                            | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Short            | EC               | CORP              | MH        |       -4500 | NS      | $-47655.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DHT Holdings Inc                                       | DHT Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Short            | EC               | CORP              | MH        |       -2200 | NS      | $-26862.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dorian LPG Ltd                                         | Dorian LPG Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |        1900 | NS      | $46246.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flex Ltd                                               | Flex Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Short            | EC               | CORP              | SG        |      -10802 | NS      | $-652656.84    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Global Ship Lease Inc                                  | Global Ship Lease Inc                                                            | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EC               | CORP              | MH        |        6500 | NS      | $227760.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Genius Group Ltd                                       | Genius Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 984500CX4CD4Q6N5ZC11 | Short            | EC               | CORP              | SG        |       -5592 | NS      | $-3212.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heidmar Maritime Holdings Corp                         | Heidmar Maritime Holdings Corp                                                   | CUSIP: 000000000<br>LEI: 984500497QJ544A67I48 | Long             | EC               | CORP              | MH        |          38 | NS      | $29.76         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Petroleum Inc                                 | Imperial Petroleum Inc                                                           | CUSIP: 000000000<br>LEI: 549300ZKLCVJXKUHBS50 | Long             | EC               | CORP              | MH        |          40 | NS      | $144.80        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| International Seaways Inc                              | International Seaways Inc                                                        | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Short            | EC               | CORP              | MH        |       -2300 | NS      | $-111665.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KNOT Offshore Partners LP                              | KNOT Offshore Partners LP                                                        | CUSIP: 000000000<br>LEI: 549300RM8O2QLS7ZQN07 | Long             | EC               | CORP              | MH        |        3500 | NS      | $36225.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Maxeon Solar Technologies Ltd                          | Maxeon Solar Technologies Ltd                                                    | CUSIP: 000000000<br>LEI: 5493007JPB074ITT6Y72 | Long             | EC               | CORP              | SG        |          21 | NS      | $57.75         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seanergy Maritime Holdings Corp                        | Seanergy Maritime Holdings Corp                                                  | CUSIP: 000000000<br>LEI: 213800S7JIZA8FZXF245 | Long             | EC               | CORP              | MH        |         430 | NS      | $3968.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scorpio Tankers Inc                                    | Scorpio Tankers Inc                                                              | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |         500 | NS      | $25415.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Bulk Carriers Corp                                | Star Bulk Carriers Corp                                                          | CUSIP: 000000000<br>LEI: 549300SO3FMK7H6DDY54 | Long             | EC               | CORP              | MH        |         724 | NS      | $13915.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| StealthGas Inc                                         | StealthGas Inc                                                                   | CUSIP: 000000000<br>LEI: 549300JCJUO3WBVVKJ89 | Long             | EC               | CORP              | MH        |        3300 | NS      | $23166.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THAMES WATER UTIL LTD                                  | THAMES WATER UTIL LTD 0.0 03/22/27 144.                                          | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | NUSS              | GB        |       45204 | PA      | $54056.03      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Stonegate Pub Co. Financing 2019 PLC                   | STONEGATE PUB FIN 10.75 07/31/29                                                 | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     9899000 | PA      | $13177283.79   | 0.35%             | 2029-07-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Blackstone Alternative Investment Funds

**Signature:** Tom Procida

**Name of Signer:** Tom Procida

**Title:** Treasurer