# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-25-207639
**Filing Date:** 2025-8
**Character Count:** 592319
**Document Hash:** 3b1373fdd11390ee15d030238a6e509e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207639.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207639

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 251261730

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

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

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

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

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

## Series and Classes Contracts Data

### AST MULTI-ASSET DIVERSIFIED PLUS PORTFOLIO (Series ID: S000006792)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000018400 | AST MULTI-ASSET DIVERSIFIED PLUS PORTFOLIO |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

- **b. EDGAR series identifier (if any):** S000006792

- **c. LEI of Series:** N5EJMO5UDFS6RTXYN111

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2337175336.60

**Total Liabilities:** $65379663.22

**Net Assets:** $2271795673.38

**Cash Not Reported:** $6602178.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 93.66746000 | **1-Year:** 3440.09810000 | **5-Year:** 15232.30382000 | **10-Year:** 306.55130000 | **30-Year:** -129.11177000

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

- **3-Month:** 91.35907000 | **1-Year:** 2132.11335000 | **5-Year:** 2926.20857000 | **10-Year:** 207.11118000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018400 | -0.05%               | 2.42%                | 2.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2948798.10             | $4204477.11                                |
| Month 2  | $1950083.45              | $45041703.32                               |
| Month 3  | $15740348.81             | $20083990.08                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                           | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                     | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31440.76     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | USD/NOK FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $37.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                  | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4960.93      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information                                  | Fidelity National Information Services Inc                            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       700 | NS      | $56987.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                         | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     21116 | NS      | $1230221.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazaki Baking Co Ltd                                         | Yamazaki Baking Co Ltd                                                | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26200 | NS      | $586488.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                              | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280797.95    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                           | CUSIP: 912797QM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3970125.23   | 0.17%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                                     | Brixmor Property Group Inc                                            | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    144387 | NS      | $3759837.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                              | NatWest Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    156095 | NS      | $1096247.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD CALL VERSUS CNH PUT                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   1834000 | NC      | $98.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                          | Schneider Electric SE                                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      7065 | NS      | $1896845.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                    | NN Group NV                                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      8064 | NS      | $536571.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                        | Rockwell Automation Inc                                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      2000 | NS      | $664340.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                       | Unipol Assicurazioni SpA                                              | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     28887 | NS      | $572100.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                             | Vodafone Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    477104 | NS      | $510716.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS CLP PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -171000 | NC      | $-558.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3585984 | PA      | $3730824.14   | 0.16%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | NASDAQ 100 E-MINI                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        30 | NC      | $614308.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd                                      | CK Hutchison Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |     35000 | NS      | $215518.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                                | Cairn Homes PLC                                                       | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |    213747 | NS      | $540625.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                          | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $105963.00    | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | LIVE CATTLE                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        51 | NC      | $59524.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                                               | Isuzu Motors Ltd                                                      | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     10800 | NS      | $136813.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                  | UniCredit SpA                                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     21908 | NS      | $1469662.76   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                | TJX Cos Inc/The                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4400 | NS      | $543356.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                        | BASF SE                                                               | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       870 | NS      | $43029.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                                   | ROCKWOOL A/S                                                          | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      8050 | NS      | $377321.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                    | ROBLOX Corp                                                           | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $357680.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                       | Bayer AG                                                              | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     17192 | NS      | $517948.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                            | Deutsche Telekom AG                                                   | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     76767 | NS      | $2809948.61   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSCYCS INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-5284.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSJPRT INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $15055.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                                        | Aon PLC                                                               | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |       200 | NS      | $71352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                         | RWE AG                                                                | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     11450 | NS      | $478474.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                          | eG Global Finance PLC                                                 | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $518547.73    | 0.02%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $217747.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Munich Re                                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen             | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      3430 | NS      | $2227217.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | SUGAR #11 (WORLD)                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        63 | NC      | $-51441.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | HKD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-850.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                                          | US Foods Holding Corp                                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      6600 | NS      | $508266.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp L                                 | Oversea-Chinese Banking Corp Ltd                                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     21500 | NS      | $275701.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                             | Smith & Nephew PLC                                                    | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     23106 | NS      | $353850.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                          | Scotts Miracle-Gro Co/The                                             | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160651.11    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                          | Tenet Healthcare Corp                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1600 | NS      | $281600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                                         | SCREEN Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |      3600 | NS      | $292721.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                         | Roper Technologies Inc                                                | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       200 | NS      | $113368.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                              | ARC Resources Ltd                                                     | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |     18601 | NS      | $392167.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS JPMSJPGA INDEX                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-113619.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                 | Transocean Inc                                                        | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     55000 | PA      | $50694.05     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                         | SAP SE                                                                | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     16298 | NS      | $4983593.69   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust                                  | First Industrial Realty Trust Inc                                     | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73722 | NS      | $3548239.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                         | Cie de Saint-Gobain SA                                                | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     15173 | NS      | $1782451.90   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                       | Kone Oyj                                                              | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      1278 | NS      | $84195.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2846.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                   | Alphabet Inc                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     28095 | NS      | $4951181.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $592744.59    | 0.03%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                   | Newmont Corp                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2300 | NS      | $133998.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC       | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $372957.05    | 0.02%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                 | Wesfarmers Ltd                                                        | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      1453 | NS      | $81088.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                 | GE Vernova Inc                                                        | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1700 | NS      | $899555.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                           | Williams Cos Inc/The                                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     12400 | NS      | $778844.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                             | Viking Cruises Ltd                                                    | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $124593.75    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | TWD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4098.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                             | Walt Disney Co/The                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     17686 | NS      | $2193240.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                      | Elisa Oyj                                                             | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      2275 | NS      | $126447.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                     | L'Oreal SA                                                            | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      3895 | NS      | $1668436.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS JPY PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -152000 | NC      | $-677.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                    | Telenor ASA                                                           | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     16540 | NS      | $257564.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-29420.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-2125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                | ASML Holding NV                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       447 | NS      | $358221.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                        | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80503.20     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AQR Diversified Arbitrage Fund                                 | AQR Diversified Arbitrage Fund                                        | CUSIP: 00203H602<br>LEI: 9SU636C3FFO5J0KHWM63 | Long             | EC               | RF                | US        |   1879660 | NS      | $23815293.70  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                      | Aviva PLC                                                             | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     19081 | NS      | $162221.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                                            | MINEBEA MITSUMI Inc                                                   | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     26600 | NS      | $388991.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                    | Netflix Inc                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1840 | NS      | $2463999.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                                       | MarketAxess Holdings Inc                                              | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       300 | NS      | $67002.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                                   | Vicinity Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    157311 | NS      | $256804.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                            | Cheniere Energy Inc                                                   | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       400 | NS      | $97408.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                                    | Telia Co AB                                                           | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    113999 | NS      | $410034.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3332.22      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS JPY PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    152000 | NC      | $0.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                                   | NiSource Inc                                                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     14600 | NS      | $588964.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                                                     | Embraer SA                                                            | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     16490 | NS      | $938445.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1377.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                                     | Carvana Co                                                            | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       900 | NS      | $303264.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                                  | TMX Group Ltd                                                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      9769 | NS      | $414075.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                                | Schlumberger NV                                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     15100 | NS      | $510380.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME PRI ALUM                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |      -108 | NC      | $-487164.06   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/NZD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calamos Market Neutral Income Fund                             | Calamos Market Neutral Income Fund                                    | CUSIP: 128120342<br>LEI: 549300V8T4Z368WZGT46 | Long             | EC               | RF                | US        |   1291521 | NS      | $19850676.09  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/DKK FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-335.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-151.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                 | ConocoPhillips                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      5800 | NS      | $520492.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-63169.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                   | Ferrovial SE                                                          | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |      8187 | NS      | $436716.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                               | Exxon Mobil Corp                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     22531 | NS      | $2428841.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | WHEAT (CBT)                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       141 | NC      | $-138878.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                                        | Global Medical REIT Inc                                               | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |    195170 | NS      | $1352528.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                           | Regency Centers Corp                                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     19624 | NS      | $1397817.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HENDERSON LAND                                                 | Henderson Land Development Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |     24000 | NS      | $84287.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                | Yum! Brands Inc                                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4600 | NS      | $681628.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $111618.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                               | Crown Castle Inc                                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      4100 | NS      | $421193.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/DKK FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                       | Accor SA                                                              | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |       935 | NS      | $49001.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                        | Procter & Gamble Co/The                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      5500 | NS      | $876260.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                     | Merck KGaA                                                            | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       575 | NS      | $74553.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                          | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $71487.50     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                  | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73783.71     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| H&R Block Inc                                                  | H&R Block Inc                                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      1400 | NS      | $76846.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                          | Applied Materials Inc                                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2100 | NS      | $384447.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                                    | Fujitsu Ltd                                                           | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     18500 | NS      | $448798.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                          | Mitsui Fudosan Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     41700 | NS      | $403701.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax Inc                                                    | Equifax Inc                                                           | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       400 | NS      | $103748.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp                                                     | FANUC Corp                                                            | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      9100 | NS      | $247040.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                                 | Mitsubishi Heavy Industries Ltd                                       | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     33500 | NS      | $838317.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                      | Tesla Inc                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10201 | NS      | $3240449.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Partners Group Holding AG                                      | Partners Group Holding AG                                             | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        72 | NS      | $94199.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                          | PennyMac Financial Services Inc                                       | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191942.10    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                     | LANXESS AG                                                            | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |     14179 | NS      | $422751.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-15562.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                                 | West Pharmaceutical Services Inc                                      | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       400 | NS      | $87520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                      | Tokio Marine Holdings Inc                                             | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     11500 | NS      | $487382.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                 | Park Avenue Institutional Advisers CLO Ltd 2019-2                     | CUSIP: 70018AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002144.20   | 0.09%             | 2034-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | BRL/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3636.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona                                 | Terna - Rete Elettrica Nazionale                                      | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     36788 | NS      | $378216.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                    | Investor AB                                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     16279 | NS      | $482401.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $124883.70    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                              | Allstate Corp/The                                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3500 | NS      | $704585.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                                              | Swire Pacific Ltd                                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      5000 | NS      | $42860.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                                 | Kansai Electric Power Co Inc/The                                      | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     34700 | NS      | $411535.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | BRL/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $61229.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                    | Swisscom AG                                                           | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         3 | NS      | $2130.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                  | Automatic Data Processing Inc                                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      3300 | NS      | $1017720.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                                       | Telefonaktiebolaget LM Ericsson                                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     69462 | NS      | $593575.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    331000 | NC      | $43.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                      | United Parcel Service Inc                                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2400 | NS      | $242256.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                             | USD/TRY FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                             | Cenovus Energy Inc                                                    | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     59551 | NS      | $810339.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                         | Darden Restaurants Inc                                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      3500 | NS      | $762895.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Market Neutral Income Fund                             | Victory Market Neutral Income Fund                                    | CUSIP: 92647P654<br>LEI: 549300K0CUZCEEMBX789 | Long             | EC               | RF                | US        |   4282577 | NS      | $37472549.26  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    133000 | NC      | $88.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                      | Danone SA                                                             | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      3912 | NS      | $320092.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                            | American Express Co                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3975 | NS      | $1267945.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20036.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                                  | Welltower Inc                                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     99167 | NS      | $15244942.91  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                   | Chevron Corp                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $1217115.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                               | ASR Nederland NV                                                      | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     15595 | NS      | $1036218.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Piedmont Realty Trust Inc                                      | Piedmont Realty Trust Inc                                             | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167266 | NS      | $1219369.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Ltd                                     | Hongkong Land Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |      9700 | NS      | $56000.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS CLP PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    170000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | CHF/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-198.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4516485 | PA      | $4446620.92   | 0.20%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3812766 | PA      | $3201383.43   | 0.14%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifi                                 | Grupo Aeroportuario del Pacifico SAB de CV                            | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       568 | NS      | $130424.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $40159.54     | 0.00%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                            | Henkel AG & Co KGaA                                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      5079 | NS      | $399126.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                               | Boyd Gaming Corp                                                      | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186945.17    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| D'ieteren Group                                                | D'ieteren Group                                                       | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       550 | NS      | $118442.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                     | Samsung Electronics Co Ltd                                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     14264 | NS      | $630777.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3716.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                        | Zebra Technologies Corp                                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2000 | NS      | $616720.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP CDS CDX.NA.IG.44.V1                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -2470000 | OU      | $-189.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | IDR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $656.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                       | Xero Ltd                                                              | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |      7228 | NS      | $855283.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                 | Dcli Bidco LLC                                                        | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60760.97     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                                 | Bank of New York Mellon Corp/The                                      | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     10200 | NS      | $929322.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/BRL FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3777.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                  | Boeing Co/The                                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      4000 | NS      | $838120.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                                    | Gap Inc/The                                                           | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      2800 | NS      | $61068.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/AUD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $278.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                            | Cardinal Health Inc                                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4200 | NS      | $705600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS THB                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $118168.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                       | Lloyds Banking Group PLC                                              | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    875425 | NS      | $920525.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                         | Yokogawa Electric Corp                                                | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      3200 | NS      | $85484.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    150000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                        | CRH PLC                                                               | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      6700 | NS      | $615060.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                                                    | TENNECO INC                                                           | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     74789 | PA      | $73012.59     | 0.00%             | 2028-11-17      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -3500000 | OU      | $-5475.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp                                     | Nippon Sanso Holdings Corp                                            | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |      2800 | NS      | $105956.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                            | Avery Dennison Corp                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       300 | NS      | $52641.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-17366.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Hedged Equity Fund                                    | JPMorgan Hedged Equity Fund                                           | CUSIP: 46637K281<br>LEI: 549300S6PTD170LF2O94 | Long             | EC               | RF                | US        |    721564 | NS      | $23883763.17  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                             | BRENT CRUDE                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       128 | NC      | $838182.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                                     | MasTec Inc                                                            | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      1100 | NS      | $187473.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSDEFN INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-6845.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International A                                 | Kuehne + Nagel International AG                                       | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |         8 | NS      | $1732.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29803.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                          | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474557.16    | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kyocera Corp                                                   | Kyocera Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15300 | NS      | $183758.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                              | Galderma Group AG                                                     | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      8425 | NS      | $1224621.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                      | Shell PLC                                                             | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    155334 | NS      | $5419533.94   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                               | Vmed O2 UK Financing I PLC                                            | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $127203.48    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                          | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9888.34      | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                         | Sempra                                                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1500 | NS      | $113655.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3538.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                   | Ares Loan Funding IX Ltd                                              | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500116.70   | 0.07%             | 2038-03-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                           | Dassault Systemes SE                                                  | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      2531 | NS      | $91727.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-87.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO                                               | Carlyle Euro CLO 2021-2 DAC                                           | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2351223.30   | 0.10%             | 2035-10-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                     | Daiwa Securities Group Inc                                            | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     27100 | NS      | $192464.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                | Sandoz Group AG                                                       | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      4284 | NS      | $234777.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                         | TRS M1CXBRV INDEX                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |         1 | NC      | $1501.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $938.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -150000 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28575.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME LEAD                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        25 | NC      | $43221.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | S&P 500 INDEX                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |        16 | NC      | $2370666.31   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56882.47     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $83.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                                              | Konami Group Corp                                                     | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |      5000 | NS      | $790508.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                                     | Twilio Inc                                                            | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1300 | NS      | $161668.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                            | American Tower Corp                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1000 | NS      | $221020.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                     | Skanska AB                                                            | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     13347 | NS      | $310913.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                          | Novonesis Novozymes B                                                 | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      3929 | NS      | $282089.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $39281.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34784.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | MSCI INDONESIA                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       116 | NC      | $-46342.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $160.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development                                  | Sumitomo Realty & Development Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |      3600 | NS      | $139029.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA INC                                                     | Phinia Inc                                                            | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61871.08     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    177000 | NC      | $0.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/HKD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                              | Lithia Motors Inc                                                     | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167015.18    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CHF FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34198.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                 | Merck & Co Inc                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     15500 | NS      | $1226980.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | JPY/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3166.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In                                 | Philip Morris International Inc                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      8500 | NS      | $1548105.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                              | Shionogi & Co Ltd                                                     | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      4000 | NS      | $72009.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                 | Eaton Corp PLC                                                        | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      4008 | NS      | $1430815.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                            | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    375000 | PA      | $394359.32    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                          | eG Global Finance PLC                                                 | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $220250.00    | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1614.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/ZAR FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                               | Nitto Denko Corp                                                      | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     13400 | NS      | $258773.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp          | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198614.09    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                       | Hermes International SCA                                              | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       572 | NS      | $1550615.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                            | Carrier Global Corp                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     18846 | NS      | $1379338.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -75000 | NC      | $-3.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                 | Public Storage                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |     11407 | NS      | $3347041.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                      | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3155000 | PA      | $1662783.59   | 0.07%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| iShares Gold Trust                                             | iShares Gold Trust                                                    | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |    152800 | NS      | $9528608.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Dai-ichi Life Holdings Inc                                     | Dai-ichi Life Holdings Inc                                            | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     43900 | NS      | $333754.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1043.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                             | Sompo Holdings Inc                                                    | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     13000 | NS      | $391752.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -77000 | NC      | $-552.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                            | General Electric Co                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3400 | NS      | $875126.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    130000 | PA      | $129737.40    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                            | Synchrony Financial                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      9000 | NS      | $600660.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Arista Networks Inc                                            | Arista Networks Inc                                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      7400 | NS      | $757094.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                             | Ally Financial Inc                                                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2700 | NS      | $105165.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                           | Banca Mediolanum SpA                                                  | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     11256 | NS      | $193976.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                          | Uber Technologies Inc                                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     12500 | NS      | $1166250.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                     | Eiffage SA                                                            | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      4131 | NS      | $580460.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                 | Wynn Macau Ltd                                                        | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199537.50    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                              | Oracle Corp Japan                                                     | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       900 | NS      | $107271.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                          | Encompass Health Corp                                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1400 | NS      | $171682.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   3500000 | OU      | $3843.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                    | Northern Star Resources Ltd                                           | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     21543 | NS      | $266102.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XXIX Funding Ltd.                                      | Regatta XXIX Funding Ltd                                              | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3263296.73   | 0.14%             | 2037-09-06      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                            | Emerson Electric Co                                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1900 | NS      | $253327.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CAD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-557.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Five Below Inc                                                 | Five Below Inc                                                        | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       500 | NS      | $65590.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13963502 | PA      | $13842957.51  | 0.61%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                            | United Airlines Inc                                                   | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14564.30     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                         | UnitedHealth Group Inc                                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1700 | NS      | $530349.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                                  | DTE Energy Co                                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1300 | NS      | $172198.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         5 | NC      | $31.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                             | Rithm Capital Corp                                                    | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     10200 | NS      | $115158.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS IFS USD                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $12268.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                              | Cisco Systems Inc                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     22100 | NS      | $1533298.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                         | Diamondback Energy Inc                                                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       400 | NS      | $54960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -85000 | NC      | $-28.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/CHF FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7794.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | USD/TRY FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1131.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                        | Marathon Petroleum Corp                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       600 | NS      | $99666.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                                            | Griffon Corp                                                          | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199796.31    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                | Caterpillar Inc                                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       200 | NS      | $77642.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Metro Co Ltd                                             | Tokyo Metro Co Ltd                                                    | CUSIP: 000000000<br>LEI: 35380049N9IQPZ74JY58 | Long             | EC               | CORP              | JP        |     30655 | NS      | $356722.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                             | Meta Platforms Inc                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11110 | NS      | $8200179.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                  | Marriott International Inc/MD                                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2024 | NS      | $552977.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | ILS/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-157.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                          | American Homes 4 Rent                                                 | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     35747 | NS      | $1289394.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional US Real Estate ETF                                 | Dimensional US Real Estate ETF                                        | CUSIP: 25434V823<br>LEI: 5493008O3YXC72K1RO63 | Long             | EC               | RF                | US        |   1882700 | NS      | $44168142.00  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                | CDS CDX.NA.IG.44.V1                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-199608.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                             | NATURAL GAS                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       283 | NC      | $-734147.42   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AB Global Bond Fund Inc                                        | AB Global Bond Fund Inc                                               | CUSIP: 01853W709<br>LEI: U218ZJTWJ6O77RCA8603 | Long             | EC               | RF                | US        |   9060324 | NS      | $63059854.53  | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES                                            | Century Communities Inc                                               | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5012.43      | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                | Danske Bank A/S                                                       | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     11884 | NS      | $485387.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                | Coles Group Ltd                                                       | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     47098 | NS      | $645813.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                         | S&P/TSX 60 IX                                                         | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |         1 | NC      | $3060.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD CALL VERSUS JPY PUT                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |    170000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                              | Japan Tobacco Inc                                                     | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     11600 | NS      | $341729.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                           | ASM International NV                                                  | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       328 | NS      | $210404.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                          | GFL Environmental Inc                                                 | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52247.00     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | U.S. TREASURY BOND                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       142 | NC      | $536480.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wise PLC                                                       | Wise PLC                                                              | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |     16967 | NS      | $242380.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                    | Alnylam Pharmaceuticals Inc                                           | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       900 | NS      | $293481.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                      | Nokia Oyj                                                             | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    141547 | NS      | $734434.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7553.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | S&P500 EMINI                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -16 | NC      | $-177138.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional International Core Equity Market ETF               | Dimensional International Core Equity Market ETF                      | CUSIP: 25434V203<br>LEI: 54930095KJRG74HDT020 | Long             | EC               | RF                | US        |   1482500 | NS      | $51250025.00  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                      | Argenx SE                                                             | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      1136 | NS      | $626185.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $36107.72     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                             | Home Depot Inc/The                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3400 | NS      | $1246576.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSVQD INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-866.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8852.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                         | ANZ Group Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     55857 | NS      | $1071157.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                                       | Snam SpA                                                              | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     38583 | NS      | $233569.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spru                                 | Chocoladefabriken Lindt & Spruengli AG                                | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         7 | NS      | $117975.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                          | JD Sports Fashion PLC                                                 | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    360815 | NS      | $440004.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2452122 | PA      | $1790049.06   | 0.08%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME ZINC                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        85 | NC      | $105670.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | SOYBEAN OIL                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        74 | NC      | $232698.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                           | Labcorp Holdings Inc                                                  | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $236259.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | NOK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-434.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                 | American Electric Power Co Inc                                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      6300 | NS      | $653688.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellfleet CLO Ltd                                              | Wellfleet CLO 2020-1 Ltd                                              | CUSIP: 94949GAN1<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003658.80   | 0.09%             | 2033-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                       | Volvo AB                                                              | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     12719 | NS      | $357882.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                           | Ryanair Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      4025 | NS      | $114171.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $91.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                      | Fresenius Medical Care AG                                             | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     11501 | NS      | $660791.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | PLN/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-207.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                          | Maxim Crane Works Holdings Capital LLC                                | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105557.48    | 0.00%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                                 | SITC International Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |    118000 | NS      | $378307.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CNH FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $417.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                    | Reckitt Benckiser Group PLC                                           | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     13394 | NS      | $912493.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                          | Freedom Mortgage Corp                                                 | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26883.32     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2433.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | ZAR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                          | Robinhood Markets Inc                                                 | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      3300 | NS      | $308979.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | PHP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $219.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                             | Voyager Parent LLC                                                    | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99014.30     | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                            | Vulcan Materials Co                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      3236 | NS      | $844013.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14179.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IBM                                                            | International Business Machines Corp                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1400 | NS      | $412692.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39542.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $105471.08    | 0.00%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                             | Hang Seng Bank Ltd                                                    | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |      7800 | NS      | $117048.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial In                                 | Fidelity National Financial Inc                                       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      1900 | NS      | $106514.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                               | Pernod Ricard SA                                                      | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       838 | NS      | $83591.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4970.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                                           | SL Green Realty Corp                                                  | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     66892 | NS      | $4140614.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Woodside Energy Group Ltd                                      | Woodside Energy Group Ltd                                             | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      7240 | NS      | $111835.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $12887.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                         | Singapore Airlines Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     46800 | NS      | $256686.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $59881.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5185.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                            | Astellas Pharma Inc                                                   | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     38400 | NS      | $375972.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP CDS CDX.NA.HY.44.V1                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -490000 | OU      | $-178.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                 | BNP Paribas SA                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     32727 | NS      | $2935667.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $10475.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/TRY FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $682.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                           | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4994760.40   | 0.22%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                   | Broadcom Inc                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     24132 | NS      | $6651985.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                         | Vanguard Short-Term Corporate Bond ETF                                | CUSIP: 92206C409<br>LEI: N/A                  | Long             | EC               | RF                | US        |     47300 | NS      | $3760350.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| TALLGRASS NRG PRTNR/FIN                                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp          | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170359.10    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                      | Axis Capital Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       900 | NS      | $93438.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                                  | McKesson Corp                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       600 | NS      | $439668.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/PEN FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4208.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                  | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51617.58     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                              | General Mills Inc                                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3500 | NS      | $181335.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSUS1 INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-2306.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS IFS USD                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $14252.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                               | Novo Nordisk A/S                                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     32711 | NS      | $2266677.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                    | Aena SME SA                                                           | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     26183 | NS      | $698923.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc                                     | Howard Hughes Holdings Inc                                            | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |      1100 | NS      | $74250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                                  | National Health Investors Inc                                         | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     29050 | NS      | $2036986.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                                      | Ball Corp                                                             | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154017.17    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                      | Nestle SA                                                             | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     33891 | NS      | $3369659.22   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSEU2 INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-10713.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                     | Geberit AG                                                            | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |       850 | NS      | $669413.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS M2CXBRV INDEX                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-36567.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                          | Micron Technology Inc                                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      5071 | NS      | $625000.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                                              | CLARIOS GLOBAL LP                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     75000 | PA      | $74882.85     | 0.00%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8827.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                        | QBE Insurance Group Ltd                                               | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    120590 | NS      | $1856980.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                               | Bank Hapoalim BM                                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     35195 | NS      | $676028.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                           | Jacobs Solutions Inc                                                  | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $65725.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                             | Ford Motor Co                                                         | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    455000 | PA      | $350002.97    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Genmab A/S                                                     | Genmab A/S                                                            | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      2185 | NS      | $453755.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | IDR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12181.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                     | Asics Corp                                                            | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     54400 | NS      | $1387220.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/CZK FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3406.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                         | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3970.87      | 0.00%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                               | MercadoLibre Inc                                                      | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       654 | NS      | $1709314.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | YEN DENOM NIKKEI                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         3 | NC      | $21770.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                      | Adobe Inc                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       500 | NS      | $193440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                                            | BlueScope Steel Ltd                                                   | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     30600 | NS      | $466299.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                 | NU Holdings Ltd/Cayman Islands                                        | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |     37704 | NS      | $517298.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO III Ltd                                            | Elmwood CLO III Ltd                                                   | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3260092.55   | 0.14%             | 2037-07-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         2 | NC      | $1250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                                       | United Overseas Bank Ltd                                              | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      4700 | NS      | $133027.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                                       | iShares Core S&P 500 ETF                                              | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |     42000 | NS      | $26077800.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                                   | Sartorius AG                                                          | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |      1752 | NS      | $446230.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo Inc                                                   | Duolingo Inc                                                          | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $41002.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | COTTON NO.2                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        34 | NC      | $5704.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL CORP                                            | Select Medical Corp                                                   | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90543.42     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Citibank, National Association                                 | PLN/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1017.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                    | Bouygues SA                                                           | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      8435 | NS      | $381470.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $3832.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $292807.40    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WW Grainger Inc                                                | WW Grainger Inc                                                       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       330 | NS      | $343279.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                     | Scout24 SE                                                            | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      4241 | NS      | $585465.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                          | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30037.50     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                | AstraZeneca PLC                                                       | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     22854 | NS      | $3180572.15   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9773061 | PA      | $8856454.50   | 0.39%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                    | Swiss Re AG                                                           | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      3258 | NS      | $563591.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                              | Iron Mountain Inc                                                     | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     62353 | NS      | $6395547.21   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $605.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                                    | ITOCHU Corp                                                           | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     24700 | NS      | $1293415.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                          | CyberArk Software Ltd                                                 | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      4203 | NS      | $1710116.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                             | USD/HKD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                    | National Australia Bank Ltd                                           | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     20020 | NS      | $518874.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                             | Toyota Tsusho Corp                                                    | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     39200 | NS      | $887928.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                     | Legrand SA                                                            | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      2901 | NS      | $388816.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                                    | Target Corp                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      6700 | NS      | $660955.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares S&P 500 Growth ETF                                     | iShares S&P 500 Growth ETF                                            | CUSIP: 464287309<br>LEI: 549300RYFG0B8O3DPR13 | Long             | EC               | RF                | US        |     34110 | NS      | $3755511.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Travelers Cos Inc/The                                          | Travelers Cos Inc/The                                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1775 | NS      | $474883.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $397824.00    | 0.02%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                 | Lowe's Cos Inc                                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      8637 | NS      | $1916291.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                              | Siemens Energy AG                                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     17626 | NS      | $2060143.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS KRW PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -430000 | NC      | $-4134.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                               | Coca-Cola HBC AG                                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     10716 | NS      | $559832.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $68899.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                               | Beazer Homes USA Inc                                                  | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4029.57      | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                  | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31965.25     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                 | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51257.43     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                         | Trane Technologies PLC                                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1615 | NS      | $706417.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                                   | Insulet Corp                                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       700 | NS      | $219926.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                           | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53750000 | PA      | $53706679.11  | 2.36%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                         | DIAMOND SPORTS NET LLC                                                | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     21407 | PA      | $19213.05     | 0.00%             | 2028-01-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                  | Industria de Diseno Textil SA                                         | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     15006 | NS      | $782814.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    166000 | PA      | $219315.15    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS IFS USD                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-761.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO                                               | Carlyle Euro CLO 2017-1 DAC                                           | CUSIP: 000000000<br>LEI: 635400PVBNAP8EJWQD44 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2943399.62   | 0.13%             | 2034-07-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                | Mitsubishi Corp                                                       | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    108700 | NS      | $2172030.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52456 | PA      | $51753.57     | 0.00%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| XP Inc                                                         | XP Inc                                                                | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | BR        |     20443 | NS      | $412948.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                       | Alcon AG                                                              | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      1949 | NS      | $172843.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Total Bond Market ETF                                 | Vanguard Total Bond Market ETF                                        | CUSIP: 921937835<br>LEI: N/A                  | Long             | EC               | RF                | US        |     86325 | NS      | $6356109.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $44040.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                      | Airbus SE                                                             | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     10546 | NS      | $2206231.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4467670 | PA      | $4473079.57   | 0.20%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                 | NCR Atleos Corp                                                       | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     79000 | PA      | $86472.94     | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                     | DIAMOND SPORTS GRP LLC- CS                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3228 | NS      | $44385.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPM8EMV INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $169458.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-3125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS ZAR PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     85000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                         | Penn Entertainment Inc                                                | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149539.42    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/PEN FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6020.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                     | Siemens AG                                                            | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     13897 | NS      | $3569558.38   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSUS1 INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-11533.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                             | Publicis Groupe SA                                                    | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      4077 | NS      | $460475.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                            | Resona Holdings Inc                                                   | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     80300 | NS      | $741636.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | NZD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                         | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $201897.92    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                            | Sprint Capital Corp                                                   | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4852.71      | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                       | Western Midstream Operating LP                                        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33677.31     | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS JPMSJPVA INDEX                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $78352.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR CALL VERSUS MXN PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -132000 | NC      | $-1306.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                              | Devon Energy Corp                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      9200 | NS      | $292652.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional US Equity Market ETF                               | Dimensional US Equity Market ETF                                      | CUSIP: 25434V401<br>LEI: 549300TG4GW6UKRIBD35 | Long             | EC               | RF                | US        |    956200 | NS      | $64084524.00  | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                    | Royal Caribbean Cruises Ltd                                           | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |       800 | NS      | $250512.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Medibank Pvt Ltd                                               | Medibank Pvt Ltd                                                      | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     51869 | NS      | $172251.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                        | Bristol-Myers Squibb Co                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     18000 | NS      | $833220.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6215.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                              | Johnson & Johnson                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5600 | NS      | $855400.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                        | GSK PLC                                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     60015 | NS      | $1144274.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                | Gen Digital Inc                                                       | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41120.23     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | KC HRW WHEAT                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        79 | NC      | $-108448.38   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                              | DISH Network Corp                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283138.73    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1737346 | PA      | $946242.57    | 0.04%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                  | M/I Homes Inc                                                         | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124186.49    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                               | Delivery Hero SE                                                      | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      1665 | NS      | $45191.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                         | WESCO Distribution Inc                                                | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66925.49     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                          | 3M Co                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4800 | NS      | $730752.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                     | Vonovia SE                                                            | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      7559 | NS      | $267992.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | TRY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8657.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $572.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                         | AP Moller - Maersk A/S                                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       139 | NS      | $258498.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | MXN/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10279.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                                   | Olympus Corp                                                          | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     12900 | NS      | $153230.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                                    | Corning Inc                                                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      4400 | NS      | $231396.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                    | Givaudan SA                                                           | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        25 | NS      | $121238.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                       | CTS Eventim AG & Co KGaA                                              | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |      2277 | NS      | $283146.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                       | Ipsen SA                                                              | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       454 | NS      | $54079.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                       | AT&T Inc                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     43100 | NS      | $1247314.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group                                 | Mitsubishi UFJ Financial Group Inc                                    | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    227300 | NS      | $3098915.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                  | Intercontinental Exchange Inc                                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3500 | NS      | $642145.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS CLP PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    171000 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | PLN/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3310.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                         | Nationstar Mortgage Holdings Inc                                      | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303177.66    | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS BRL PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     92000 | NC      | $6.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                    | LUKOIL PJSC                                                           | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      7425 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wilmar International Ltd                                       | Wilmar International Ltd                                              | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    182500 | NS      | $411953.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                      | Tesco PLC                                                             | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    304251 | NS      | $1677494.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                               | CVC Cordatus Loan Fund XV DAC                                         | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-CBDO         | CORP              | IE        |   1742007 | PA      | $2048582.87   | 0.09%             | 2032-08-26      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                                  | Scentre Group                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    162672 | NS      | $382070.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                      | Palantir Technologies Inc                                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      5900 | NS      | $804288.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                                     | Americold Realty Trust Inc                                            | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |      6200 | NS      | $103106.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                             | Banco Santander SA                                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    195620 | NS      | $1619905.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                                           | Hayward Holdings Inc                                                  | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13800 | NS      | $190440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                                           | Kyndryl Holdings Inc                                                  | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      3100 | NS      | $130076.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                     | US Bancorp                                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     26007 | NS      | $1176816.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                     | Ventas Inc                                                            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      3500 | NS      | $221025.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                | Nordea Bank Abp                                                       | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     64060 | NS      | $950503.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                     | iShares Core MSCI EAFE ETF                                            | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |    338300 | NS      | $28241284.00  | 1.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Crown Holdings Inc                                             | Crown Holdings Inc                                                    | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      3500 | NS      | $360430.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS JPMSEMSA INDEX                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-221350.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                             | NY HARB ULSD                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        41 | NC      | $302820.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19131.22     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21454.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CHF FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $115314.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson &                                  | Washington H Soul Pattinson & Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |     10653 | NS      | $294508.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | NZD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e                                  | Recordati Industria Chimica e Farmaceutica SpA                        | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       728 | NS      | $45758.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                              | National Grid PLC                                                     | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     91901 | NS      | $1348983.84   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                   | Capgemini SE                                                          | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      1430 | NS      | $244868.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd                                                    | Wix.com Ltd                                                           | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |       700 | NS      | $110922.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                         | AP Moller - Maersk A/S                                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        50 | NS      | $92248.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                      | Amgen Inc                                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3500 | NS      | $977235.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CREDIT AGRICOLE SECURITIES (USA) INC.                          | TWD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-35859.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                                       | Nova Ltd                                                              | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |      1365 | NS      | $386955.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                 | NRG Energy Inc                                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      5300 | NS      | $851074.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                 | Microsoft Corp                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     36732 | NS      | $18270864.12  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                              | Toyota Motor Corp                                                     | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     94500 | NS      | $1627572.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD CALL VERSUS CNH PUT                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |  -1834000 | NC      | $-4222.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                    | BioMarin Pharmaceutical Inc                                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2100 | NS      | $115437.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                      | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4553.03      | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                            | United Airlines Inc                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223400.55    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                             | Tokyo Electron Ltd                                                    | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      5100 | NS      | $976698.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                               | ABN AMRO Bank NV                                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     16633 | NS      | $454179.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                     | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52653.13     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                      | Orange SA                                                             | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     58821 | NS      | $895737.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners                                 | Coca-Cola Europacific Partners PLC                                    | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     10025 | NS      | $929518.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                             | nVent Electric PLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3500 | NS      | $256375.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                                 | Mid-America Apartment Communities Inc                                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      9772 | NS      | $1446353.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS CLP PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -170000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis Inc                                                   | Exelixis Inc                                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     11400 | NS      | $502455.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                         | Fresenius SE & Co KGaA                                                | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      3043 | NS      | $153132.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                  | Kroger Co/The                                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3800 | NS      | $272574.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                                 | Advantest Corp                                                        | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      9400 | NS      | $696831.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                | Baker Hughes Co                                                       | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29373 | NS      | $1126160.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                | Gen Digital Inc                                                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      9000 | NS      | $264600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                              | Admiral Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     12263 | NS      | $550689.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    300000 | OU      | $0.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                    | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125543.95    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VeriSign Inc                                                   | VeriSign Inc                                                          | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       200 | NS      | $57760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                 | Atlas Copco AB                                                        | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     20582 | NS      | $292935.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                                    | Daiwa House Industry Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      7200 | NS      | $247412.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                        | Heidelberg Materials AG                                               | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      2632 | NS      | $619827.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27476297 | PA      | $26958970.15  | 1.19%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                                   | Fujikura Ltd                                                          | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      7000 | NS      | $368238.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4560000 | PA      | $2003543.33   | 0.09%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Fund                             | AST PGIM Fixed Income Central Fund                                    | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |  14835821 | NS      | $170760296.60 | 7.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR CALL VERSUS MXN PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    132000 | NC      | $13.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                             | Sage Group PLC/The                                                    | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      8752 | NS      | $150296.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | NZD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6549.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                        | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72537.50     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                  | Parkland Corp                                                         | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71565.20     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         2 | NC      | $850.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/NOK FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-41.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                                 | EPR Properties                                                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     80804 | NS      | $4707641.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                           | Schindler Holding AG                                                  | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       400 | NS      | $145314.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                     | Pfizer Inc                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     24500 | NS      | $593880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/CHF FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6443.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | USD/CNY FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                     | Advanced Micro Devices Inc                                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1100 | NS      | $156090.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                                   | Klepierre SA                                                          | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      4386 | NS      | $173419.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                         | Intuitive Surgical Inc                                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1100 | NS      | $597751.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                   | TRY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $808.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $7742.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7562760 | PA      | $7687722.79   | 0.34%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                      | Seven & i Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     14100 | NS      | $226944.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                       | NEC Corp                                                              | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     39200 | NS      | $1143662.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                     | Capital One Financial Corp                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4800 | NS      | $1021248.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                 | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25374.45     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                                            | Clearway Energy Inc                                                   | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      2700 | NS      | $86400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                          | USD/MXN FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3117.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | BRL CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -76000 | NC      | $-1089.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                                 | Cognizant Technology Solutions Corp                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      9900 | NS      | $772497.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                        | WPP PLC                                                               | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     68295 | NS      | $480864.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6536980 | PA      | $4854984.78   | 0.21%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                    | Pandora A/S                                                           | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      1838 | NS      | $323847.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 2YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       137 | NC      | $110369.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                       | Universal Music Group NV                                              | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |      5961 | NS      | $193378.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                     | Ecolab Inc                                                            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2500 | NS      | $673600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                 | ServiceNow Inc                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1130 | NS      | $1161730.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                                        | TIS Inc                                                               | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      7800 | NS      | $261375.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSEVM INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $3511.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-21664.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                         | IDEXX Laboratories Inc                                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       300 | NS      | $160902.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                      | Zurich Insurance Group AG                                             | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      2052 | NS      | $1435831.98   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | SOYBEAN                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       148 | NC      | $7758.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                                   | Sunstone Hotel Investors Inc                                          | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    191351 | NS      | $1660926.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                            | EssilorLuxottica SA                                                   | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      3538 | NS      | $971508.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS BRL PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -92000 | NC      | $-298.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                    | Walmart Inc                                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     21630 | NS      | $2114981.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-451537.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                     | Garmin Ltd                                                            | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1000 | NS      | $208720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                   | Alphabet Inc                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     17800 | NS      | $3157542.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-81894.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                   | Carrefour SA                                                          | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      5373 | NS      | $75792.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                           | Colgate-Palmolive Co                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7600 | NS      | $690840.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                      | Safran SA                                                             | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      8048 | NS      | $2624647.62   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                     | AddTech AB                                                            | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |      4492 | NS      | $153139.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                               | JFE Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |     16700 | NS      | $194265.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2931.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $57841.14     | 0.00%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | AUD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3370.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | S&P500 EMINI                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        69 | NC      | $763206.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | SEK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $0.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                             | AerCap Holdings NV                                                    | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |      4400 | NS      | $514800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                                        | United Rentals North America Inc                                      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    186000 | PA      | $185324.85    | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                                        | BXP Inc                                                               | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      7752 | NS      | $523027.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9306.68      | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSJPD INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $5449.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                | ASML Holding NV                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      5156 | NS      | $4131692.72   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -2990000 | OU      | $-961.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                                 | Monday.com Ltd                                                        | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       800 | NS      | $251584.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7868427 | PA      | $7287823.19   | 0.32%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                          | PennyMac Financial Services Inc                                       | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106312.21    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/ILS FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-993.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                      | Arkema SA                                                             | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |       682 | NS      | $50361.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                       | Essex Property Trust Inc                                              | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     26709 | NS      | $7569330.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co Ltd                                                  | Capcom Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      4700 | NS      | $160512.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc                                   | American Healthcare REIT Inc                                          | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |    133286 | NS      | $4896927.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Curbline Properties Corp                                       | Curbline Properties Corp                                              | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     70916 | NS      | $1619012.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                            | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363772.16    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT In                                 | Smartstop Self Storage REIT Inc                                       | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |    140272 | NS      | $5082054.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferrari NV                                                     | Ferrari NV                                                            | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      3176 | NS      | $1555957.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | DKK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $289.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amer Sports Inc                                                | Amer Sports Inc                                                       | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | FI        |      9800 | NS      | $379848.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                      | Holcim AG                                                             | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     10003 | NS      | $742814.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                                      | Janus Henderson Group PLC                                             | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     14700 | NS      | $570948.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                                      | Kawasaki Kisen Kaisha Ltd                                             | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |      9300 | NS      | $131707.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                             | Analog Devices Inc                                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4300 | NS      | $1023486.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC CORP                                                     | NIDEC CORP                                                            | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      9200 | NS      | $178784.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF              | iShares J.P. Morgan USD Emerging Markets Bond ETF                     | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |     17011 | NS      | $1575558.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| KE Holdings Inc                                                | KE Holdings Inc                                                       | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | CN        |     17287 | NS      | $306671.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6566871 | PA      | $5203475.83   | 0.23%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                 | Salesforce Inc                                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      5500 | NS      | $1499795.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23755.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                    | Equinor ASA                                                           | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     23841 | NS      | $602081.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                                    | Chubu Electric Power Co Inc                                           | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     25400 | NS      | $314310.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                          | Valterra Platinum Ltd                                                 | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       912 | NS      | $40059.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                          | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2755.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS KRW PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    430000 | NC      | $5.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                        | Sberbank of Russia PJSC                                               | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    151076 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR NOTE (CBT)                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       368 | NC      | $749542.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                                  | Stellantis NV                                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     51536 | NS      | $516191.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                    | Vistra Corp                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1600 | NS      | $310096.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $41950.00     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                        | Crescent Energy Finance LLC                                           | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78139.99     | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSJPRT INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $49028.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                               | MGM Resorts International                                             | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345478.50    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                             | FTSE 100 INDEX                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |         3 | NC      | $-5044.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                                | Nintendo Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     13857 | NS      | $1330685.51   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                            | Global Payments Inc                                                   | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      4100 | NS      | $328164.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO TRENDS Managed Futures Strategy Fund                     | PIMCO TRENDS Managed Futures Strategy Fund                            | CUSIP: 72201U455<br>LEI: 549300S81G7J3BKSIV79 | Long             | EC               | RF                | US        |    832430 | NS      | $7991329.21   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                   | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1932.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | KRW CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    430000 | NC      | $6445.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                     | United Utilities Group PLC                                            | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     40460 | NS      | $635333.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                         | Agnico Eagle Mines Ltd                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      4052 | NS      | $481904.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                                            | Nomura Holdings Inc                                                   | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    126100 | NS      | $830961.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtus AlphaSimplex Managed Futures Strategy Fund              | Virtus AlphaSimplex Managed Futures Strategy Fund                     | CUSIP: 92835M422<br>LEI: 5493000L5NBK9FMRPQ24 | Long             | EC               | RF                | US        |   1097871 | NS      | $7904672.51   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                                | Mitsui & Co Ltd                                                       | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     24800 | NS      | $505423.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                         | SPI 200                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |         1 | NC      | $119.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                               | TotalEnergies SE                                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     37704 | NS      | $2304568.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                             | Credit Agricole SA                                                    | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     17005 | NS      | $321705.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                      | Sofina SA                                                             | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |       336 | NS      | $111131.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSJPRT INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $28386.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                                         | Paylocity Holding Corp                                                | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       600 | NS      | $108714.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                                    | Makita Corp                                                           | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      9100 | NS      | $280261.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                 | Commerzbank AG                                                        | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      4480 | NS      | $141178.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                         | Venture Global LNG Inc                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    425000 | PA      | $414225.67    | 0.02%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                        | Allied Universal Holdco LLC                                           | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156810.72    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                           | Dassault Aviation SA                                                  | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       176 | NS      | $62228.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -2990000 | OU      | $-6748.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                  | CoreWeave Inc                                                         | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40895.08     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1330.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                                     | Dover Corp                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2500 | NS      | $458075.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                           | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404814.59    | 0.02%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSEU2 INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-8770.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                       | Renesas Electronics Corp                                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     21300 | NS      | $263511.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                    | Nutanix Inc                                                           | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      1400 | NS      | $107016.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     16698 | NS      | $1019201.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                       | SILVER                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        39 | NC      | $102152.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71024.28     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                  | Amphenol Corp                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1500 | NS      | $148125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                                    | South32 Ltd                                                           | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     52260 | NS      | $99863.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                                 | Mitsubishi Chemical Group Corp                                        | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     23700 | NS      | $124567.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/AUD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $128.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                                 | LVMH Moet Hennessy Louis Vuitton SE                                   | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      2910 | NS      | $1523035.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                               | SBI Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     15500 | NS      | $540099.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                                  | Lasertec Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $147466.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                                 | ICICI Bank Ltd                                                        | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     16176 | NS      | $544160.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Novartis AG                                                    | Novartis AG                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     29066 | NS      | $3527947.04   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                          | Julius Baer Group Ltd                                                 | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      2911 | NS      | $197467.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                            | PayPal Holdings Inc                                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      9600 | NS      | $713472.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    864127 | PA      | $835806.59    | 0.04%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                       | Rockies Express Pipeline LLC                                          | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57436.97     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6654.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                                     | Grand Canyon Education Inc                                            | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       600 | NS      | $113400.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                     | FedEx Corp                                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2900 | NS      | $659199.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME LEAD                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -25 | NC      | $-41051.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                              | Sonova Holding AG                                                     | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |         6 | NS      | $1789.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                                    | BlackRock Liquidity FedFund                                           | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  51881730 | NS      | $51881729.71  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | BRL CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -511000 | NC      | $-53105.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                     | Zalando SE                                                            | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |      3883 | NS      | $128128.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -760000 | NC      | $-13196.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                               | Trinitas CLO XXIV Ltd                                                 | CUSIP: 89642XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1007938.10   | 0.04%             | 2037-04-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L                                 | Sumitomo Electric Industries Ltd                                      | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     20100 | NS      | $431012.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                                 | Yangzijiang Shipbuilding Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |    149400 | NS      | $260717.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                       | Asahi Group Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     45100 | NS      | $602857.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                      | Edwards Lifesciences Corp                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      5741 | NS      | $449003.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                                   | Carlsberg AS                                                          | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       312 | NS      | $44205.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                     | AbbVie Inc                                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     10471 | NS      | $1943627.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                               | Wartsila OYJ Abp                                                      | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     27628 | NS      | $652970.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                       | Windstream Services LLC / Windstream Escrow Finance Corp              | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47130.28     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                      | Prosus NV                                                             | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     25991 | NS      | $1458264.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | HKD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7726.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                   | UBS Group AG                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     45810 | NS      | $1555330.59   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | SEK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $36.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp                                                  | Teradata Corp                                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      3800 | NS      | $84778.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                                     | Natera Inc                                                            | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $50682.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Ltd                                                        | ASX Ltd                                                               | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      1499 | NS      | $68827.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                      | Orion Oyj                                                             | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      9172 | NS      | $690041.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | IDR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                 | Atlassian Corp                                                        | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      1300 | NS      | $264017.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS KRW PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    152000 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/AUD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-642.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                 | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    275000 | PA      | $311712.09    | 0.01%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                                 | Check Point Software Technologies Ltd                                 | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       900 | NS      | $199125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                       | Ashton Woods USA LLC / Ashton Woods Finance Co                        | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4015.68      | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                   | DoorDash Inc                                                          | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       300 | NS      | $73953.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                         | Webster Financial Corp                                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2400 | NS      | $131040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                       | Clarios Global LP / Clarios US Finance Co                             | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     25000 | PA      | $25942.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3482.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/IDR FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1595.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                         | Singapore Exchange Ltd                                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     37000 | NS      | $433241.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                      | Alstom SA                                                             | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     41854 | NS      | $976911.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | HKD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd                                                      | Orica Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     31860 | NS      | $409097.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                          | NXP Semiconductors NV                                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      4541 | NS      | $992163.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Suncorp Group Ltd                                              | Suncorp Group Ltd                                                     | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      3301 | NS      | $47044.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                   | Evolution AB                                                          | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      2718 | NS      | $215871.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                   | Securitas AB                                                          | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     12090 | NS      | $181015.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                            | TOPPAN Holdings Inc                                                   | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      5800 | NS      | $157568.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                        | CSL Ltd                                                               | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      5297 | NS      | $836717.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $772.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    154000 | NC      | $12.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | HUF/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                   | Enbridge Inc                                                          | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     12129 | NS      | $550002.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                                          | iShares MSCI EAFE ETF                                                 | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |     22441 | NS      | $2006000.99   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Logitech International SA                                      | Logitech International SA                                             | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      2231 | NS      | $202317.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39095.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | S&P 500 INDEX                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |        14 | NC      | $2074333.02   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                      | Canon Inc                                                             | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      4000 | NS      | $116014.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                              | Trimaran Cavu 2019-1 Ltd                                              | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1749071.80   | 0.08%             | 2037-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $70764.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                      | Chubb Ltd                                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3000 | NS      | $869160.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                    | Moncler SpA                                                           | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     17360 | NS      | $990240.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18655.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                   | Thermo Fisher Scientific Inc                                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2200 | NS      | $892012.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-384.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                       | Ferguson Enterprises Inc                                              | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2692 | NS      | $589475.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                                | Pro Medicus Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1747 | NS      | $326924.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/ZAR FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-0.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | MSCI EAFE                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       219 | NC      | $222295.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                               | Tokyo Gas Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     13200 | NS      | $439059.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                       | Vinci SA                                                              | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     12004 | NS      | $1770234.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System Inc                                    | Columbia Banking System Inc                                           | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $135604.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                                  | Clarivate PLC                                                         | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |     25800 | NS      | $110940.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSUS1 INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-10419.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/THB FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4115.63      | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                       | Engie SA                                                              | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     53544 | NS      | $1258434.11   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                       | 1011778 BC ULC / New Red Finance Inc                                  | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4868.85      | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                                        | Sembcorp Industries Ltd                                               | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |     51900 | NS      | $279590.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $42356.00     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1788724 | PA      | $1315061.32   | 0.06%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                            | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     85942 | PA      | $88191.07     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                | Southern Co/The                                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      7174 | NS      | $658788.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                              | Elbit Systems Ltd                                                     | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       418 | NS      | $186191.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                    | Raymond James Financial Inc                                           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      4200 | NS      | $644154.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                     | Inpex Corp                                                            | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     14400 | NS      | $202135.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                                   | Entergy Corp                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2920 | NS      | $242710.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                                                    | Komatsu Ltd                                                           | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     24100 | NS      | $795144.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2082570 | PA      | $2214032.23   | 0.10%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | NZD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2960054 | PA      | $2297972.90   | 0.10%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $101610.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ST Engineering                                                 | Singapore Technologies Engineering Ltd                                | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |    116500 | NS      | $714341.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6309.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS MXN PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    171000 | NC      | $0.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                           | Mitsui OSK Lines Ltd                                                  | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      8000 | NS      | $267197.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                        | ABB Ltd                                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     32547 | NS      | $1950503.95   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                            | Meridian Energy Ltd                                                   | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     20076 | NS      | $72256.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                            | Elevance Health Inc                                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       200 | NS      | $77792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                       | Mitsubishi Estate Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      9600 | NS      | $179972.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                      | PG&E Corp                                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     15025 | NS      | $209448.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                          | USD/PHP FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4939.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Urban Edge Properties                                          | Urban Edge Properties                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68929 | NS      | $1286215.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                                   | 3i Group PLC                                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     18327 | NS      | $1037165.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                     | Oriental Land Co Ltd/Japan                                            | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |     19600 | NS      | $451422.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -133000 | NC      | $-1536.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                            | VICI Properties Inc                                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     77629 | NS      | $2530705.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                                    | Cie Financiere Richemont SA                                           | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      8089 | NS      | $1530704.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | COFFEE 'C'                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        21 | NC      | $-424999.24   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1975000 | PA      | $807893.16    | 0.04%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                          | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     10128 | NS      | $619529.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSUS1 INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-4555.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS BRL PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -170000 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                             | Valero Energy Corp                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2300 | NS      | $309166.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $768.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co Ltd                                         | Zensho Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |      1200 | NS      | $72631.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9248871 | PA      | $9364120.40   | 0.41%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                | McDonald's Corp                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4047 | NS      | $1182411.99   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                        | UDR Inc                                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      9714 | NS      | $396622.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSJPD INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $70192.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                       | RHP Hotel Properties LP / RHP Finance Corp                            | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154245.17    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                              | Hormel Foods Corp                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      2600 | NS      | $78650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                      | Constellation Energy Corp                                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1000 | NS      | $322760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                      | Argenx SE                                                             | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      1405 | NS      | $777784.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                                    | Shopify Inc                                                           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      7712 | NS      | $889579.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentrix Corp                                                | Concentrix Corp                                                       | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      1200 | NS      | $63426.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/ILS FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $412.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                             | Poste Italiane SpA                                                    | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     15206 | NS      | $326714.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/MYR FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | MSCI EMGMKT                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       -32 | NC      | $-30720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                       | Ashton Woods USA LLC / Ashton Woods Finance Co                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $166374.59    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                  | AppLovin Corp                                                         | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1600 | NS      | $560128.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                                        | Recruit Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     17200 | NS      | $1011474.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                         | Standard Chartered PLC                                                | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     31864 | NS      | $527302.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS BRL                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $84040.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                       | Enel SpA                                                              | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    153381 | NS      | $1455693.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/THB FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9302.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $16174.50     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                            | Amadeus IT Group SA                                                   | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      6118 | NS      | $516867.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                  | Regeneron Pharmaceuticals Inc                                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       539 | NS      | $282975.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                           | CUSIP: 912797QJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58750000 | PA      | $58455142.56  | 2.57%             | 2025-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                           | Woolworths Group Ltd                                                  | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      6044 | NS      | $123804.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/TRY FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $196508.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp                                                 | Flowserve Corp                                                        | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      4100 | NS      | $214635.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                       | COPPER                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        44 | NC      | $92065.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                        | M&G PLC                                                               | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    119819 | NS      | $423526.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                      | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2645000 | PA      | $2423894.53   | 0.11%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS PLN PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    132000 | NC      | $0.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | CNH/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $776.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                        | Eni SpA                                                               | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     12004 | NS      | $193914.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3388.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/BRL FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1741.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                            | JPMorgan Chase & Co                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8300 | NS      | $2406253.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                     | Biogen Inc                                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1600 | NS      | $200944.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS COP PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -151000 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                 | Mastercard Inc                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6114 | NS      | $3435701.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSJPRT INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $22459.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CNH CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   1834000 | NC      | $5928.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                      | Shell PLC                                                             | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     10684 | NS      | $752260.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC              | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $763.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                     | Dai Nippon Printing Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     12000 | NS      | $182158.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                        | E.ON SE                                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     89975 | NS      | $1657846.85   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                      | Apple Inc                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     68481 | NS      | $14050246.77  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                                  | AIB Group PLC                                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    192737 | NS      | $1590629.94   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                             | Anglo American PLC                                                    | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      7706 | NS      | $227156.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPM8EMV INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $23364.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2696564 | PA      | $2768612.82   | 0.12%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                 | VOC Escrow Ltd                                                        | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $148641.00    | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties Inc                                  | Hudson Pacific Properties Inc                                         | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    320524 | NS      | $878235.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1830000 | PA      | $1513753.13   | 0.07%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                          | Kongsberg Gruppen ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |     17316 | NS      | $671548.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                                       | SMC Corp                                                              | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       600 | NS      | $215017.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                          | Swiss Life Holding AG                                                 | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |         4 | NS      | $4049.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                  | AIA Group Ltd                                                         | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    150600 | NS      | $1364201.62   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                       | Infineon Technologies AG                                              | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     17852 | NS      | $761781.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                       | Microchip Technology Inc                                              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1400 | NS      | $98518.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1394496 | PA      | $1056930.22   | 0.05%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                            | Intesa Sanpaolo SpA                                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    242941 | NS      | $1399439.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | COP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-58.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                                | Contego Clo V DAC                                                     | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1759408.50   | 0.08%             | 2037-10-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME PRI ALUM                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       108 | NC      | $396015.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | SEK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16065.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1199000 | NC      | $158.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSEGM INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-14750.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | S&P 500 INDEX                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |        20 | NC      | $3478247.22   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                       | RELX PLC                                                              | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     10060 | NS      | $545228.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macerich Co/The                                                | Macerich Co/The                                                       | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     25845 | NS      | $418172.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1591.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AST Small-Cap Equity Portfolio                                 | AST Small-Cap Equity Portfolio                                        | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |    164656 | NS      | $12895833.64  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                       | Next PLC                                                              | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      5532 | NS      | $944832.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                                       | MSCI Inc                                                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       300 | NS      | $173022.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                      | Epiroc AB                                                             | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      4994 | NS      | $95747.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                   | QUALCOMM Inc                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5200 | NS      | $828152.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                       | Visa Inc                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6500 | NS      | $2307825.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1032740 | PA      | $1010592.96   | 0.04%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TWD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -307000 | NC      | $-2491.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                          | Northrop Grumman Corp                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2612 | NS      | $1305947.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| THE LONDON METAL EXCHANGE                                      | LME LEAD                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        23 | NC      | $34084.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                       | Standard Industries Inc/NY                                            | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $165630.69    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $43152.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                          | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4954.46      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                            | Gilead Sciences Inc                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5100 | NS      | $565437.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5275.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     75000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/THB FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-311607.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                       | Lifco AB                                                              | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |      4207 | NS      | $170496.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                             | Koninklijke KPN NV                                                    | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    139985 | NS      | $682873.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS JPMSUSGS INDEX                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-22303.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS MXN PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -171000 | NC      | $-92.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                 | PulteGroup Inc                                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $63276.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -77000 | NC      | $-232.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                               | Wells Fargo & Co                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     26509 | NS      | $2123901.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                       | Rolls-Royce Holdings PLC                                              | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    127972 | NS      | $1695967.81   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                | OGE Energy Corp                                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      8300 | NS      | $368354.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                     | Intuit Inc                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2589 | NS      | $2039174.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                               | DIAMOND SPORTS GRP LLC- WARRANTS                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6037 | NS      | $1340.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | INR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1818.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | SEK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1270.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                      | Hikma Pharmaceuticals PLC                                             | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |     12883 | NS      | $351564.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                        | United Rentals North America Inc                                      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9400.85      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1000 | NS      | $707750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                                     | Edenred SE                                                            | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      8060 | NS      | $250347.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                             | United Rentals Inc                                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       421 | NS      | $317181.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                                      | Solvay SA                                                             | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      1540 | NS      | $53340.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                            | Alliant Energy Corp                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2400 | NS      | $145128.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                           | Evolution Mining Ltd                                                  | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     24432 | NS      | $127200.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                                  | GPT Group/The                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     38491 | NS      | $122885.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | TRS TRSBENCH21 INDEX                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $10875.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                  | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45296.78     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                   | Barclays PLC                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    538170 | NS      | $2486760.28   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                     | Phoenix Group Holdings PLC                                            | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     51024 | NS      | $461620.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                               | Altria Group Inc                                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4200 | NS      | $246246.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                               | MGM Resorts International                                             | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137310.77    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/TWD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1146.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                   | Autodesk Inc                                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2400 | NS      | $742968.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                               | Osaka Gas Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      9500 | NS      | $243674.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-5425.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                 | Fairfax Financial Holdings Ltd                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       249 | NS      | $449452.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                              | Telstra Group Ltd                                                     | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    386320 | NS      | $1231828.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                             | Deutsche Boerse AG                                                    | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       539 | NS      | $176085.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US ULTRA BOND CBT                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -40 | NC      | $-168439.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                                      | Bandai Namco Holdings Inc                                             | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      3400 | NS      | $121853.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                      | Alibaba Group Holding Ltd                                             | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |      7136 | NS      | $809293.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                        | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7655.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1590.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                        | Panasonic Holdings Corp                                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     50300 | NS      | $538175.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp                                                      | SCSK Corp                                                             | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |     24700 | NS      | $744153.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                                       | RTX Corp                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1200 | NS      | $175224.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                               | Roche Holding AG                                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     12524 | NS      | $4088082.68   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1964.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                             | Equity Residential                                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     68667 | NS      | $4634335.83   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                              | Agree Realty Corp                                                     | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85088 | NS      | $6216529.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Danaher Corp                                                   | Danaher Corp                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2200 | NS      | $434588.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                                                  | REA Group Ltd                                                         | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |      1939 | NS      | $307057.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/TRY FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6026.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                      | Kesko Oyj                                                             | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     12457 | NS      | $307241.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                        | DSV A/S                                                               | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      2392 | NS      | $573731.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-80596.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                      | Hoya Corp                                                             | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     10600 | NS      | $1258878.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSCYCS INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-26228.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5843288 | PA      | $5763171.04   | 0.25%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                               | Smiths Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     16581 | NS      | $511430.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PSF PGIM High Yield Bond Portfolio                             | PSF PGIM High Yield Bond Portfolio                                    | CUSIP: 74437G672<br>LEI: N/A                  | Long             | EC               | RF                | US        |    231030 | NS      | $1739655.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $8388.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                        | Bank Leumi Le-Israel BM                                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     18545 | NS      | $345039.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                                    | Kajima Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $78245.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/AUD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6545.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS JPMSEML2 INDEX                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $191405.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                     | Haleon PLC                                                            | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     22270 | NS      | $114459.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -77000 | NC      | $-552.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                              | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $262913.32    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $35851.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                            | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-211007.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39237.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                      | Sanofi SA                                                             | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     11810 | NS      | $570541.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                                     | Japan Post Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     51600 | NS      | $477930.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                         | Jones Lang LaSalle Inc                                                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2500 | NS      | $639450.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co Ltd                                                     | BYD Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     71044 | NS      | $1106157.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10004773 | PA      | $9557684.32   | 0.42%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Terumo Corp                                                    | Terumo Corp                                                           | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      6300 | NS      | $115616.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                             | Howard Hughes Corp/The                                                | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546317.24    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                            | Abbott Laboratories                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      9800 | NS      | $1332898.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                   | AutoZone Inc                                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        40 | NS      | $148489.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | LEAN HOGS                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        27 | NC      | $4168.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                             | Union Pacific Corp                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      4200 | NS      | $966336.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CZK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12388.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                   | New Gold Inc                                                          | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30820.50     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                          | Daiichi Sankyo Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     10600 | NS      | $245581.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                        | Frontier Communications Holdings LLC                                  | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $349785.96    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                           | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210542.79    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D                       | PGIM Institutional Money Market Fund - D                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  57777377 | NS      | $57736932.96  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                                      | Amundi SA                                                             | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      6830 | NS      | $553611.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1361.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                    | Hitachi Ltd                                                           | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     45500 | NS      | $1322428.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -77000 | NC      | $-232.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                   | WH Group Ltd                                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    621000 | NS      | $598514.91    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                     | Vertex Pharmaceuticals Inc                                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       792 | NS      | $352598.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                | T-Mobile US Inc                                                       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      3200 | NS      | $762432.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                         | BP PLC                                                                | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    110801 | NS      | $552043.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                                   | MediaTek Inc                                                          | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     10054 | NS      | $430800.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3967909 | PA      | $2302936.95   | 0.10%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                                          | Euronet Worldwide Inc                                                 | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       600 | NS      | $60828.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                                 | Air Liquide SA                                                        | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      5964 | NS      | $1229783.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                   | British American Tobacco PLC                                          | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     12823 | NS      | $609687.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                              | Hannover Rueck SE                                                     | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       374 | NS      | $117852.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                     | Mizuho Financial Group Inc                                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     23200 | NS      | $644030.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio                                 | ACS Actividades de Construccion y Servicios SA                        | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      4107 | NS      | $285467.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/TRY FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $59562.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                 | Rheinmetall AG                                                        | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      1420 | NS      | $3007132.07   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $355328.37    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                        | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55391.04     | 0.00%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Experian PLC                                                   | Experian PLC                                                          | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |     12347 | NS      | $636688.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                                 | iShares Russell 1000 Value ETF                                        | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |     52150 | NS      | $10129094.50  | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Veolia Environnement SA                                        | Veolia Environnement SA                                               | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     26487 | NS      | $945635.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3683326 | PA      | $3709512.40   | 0.16%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                       | eBay Inc                                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1400 | NS      | $104244.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                  | Koninklijke Ahold Delhaize NV                                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     15784 | NS      | $659241.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4251467 | PA      | $4081408.13   | 0.18%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                  | Clue Opco LLC                                                         | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    668000 | PA      | $708036.38    | 0.03%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | DKK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11499.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS COP PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    151000 | NC      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                                | Vibrant CLO XIV Ltd                                                   | CUSIP: 92557EAA1<br>LEI: 5493000EYXFKXA2VRV24 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2752618.55   | 0.12%             | 2034-10-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                   | Veralto Corp                                                          | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      6600 | NS      | $666270.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5742.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                          | Daikin Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       400 | NS      | $46953.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                       | Ameriprise Financial Inc                                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1520 | NS      | $811269.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                                   | Mirvac Group                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    277103 | NS      | $402065.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System Inc                                               | Ryder System Inc                                                      | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      2100 | NS      | $333900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                          | DuPont de Nemours Inc                                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      6500 | NS      | $445835.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -131000 | NC      | $-1291.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/CHF FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-572.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                  | Rio Tinto Ltd                                                         | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      4956 | NS      | $350836.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                  | Owens Corning                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      3600 | NS      | $495072.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                 | Eli Lilly & Co                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3111 | NS      | $2425117.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | NZD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                              | Lam Research Corp                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      7200 | NS      | $700848.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20928.26     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME ZINC                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -85 | NC      | $-205182.45   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                     | Unum Group                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1000 | NS      | $80760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                    | Phillips 66                                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1800 | NS      | $214740.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | ZAR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -92000 | NC      | $-1075.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                              | Sekisui House Ltd                                                     | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     17200 | NS      | $378560.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                               | Deutsche Bank AG                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     28523 | NS      | $845576.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME NICKEL                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -49 | NC      | $77561.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro PLC                                                      | Segro PLC                                                             | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     58082 | NS      | $543714.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                              | Computershare Ltd                                                     | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     20386 | NS      | $534808.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crane Co                                                       | Crane Co                                                              | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      1300 | NS      | $246857.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                                                    | Tenneco Inc                                                           | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420251.72    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                  | Citigroup Inc                                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      7300 | NS      | $621376.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                                  | Ingredion Inc                                                         | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3600 | NS      | $488232.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Select Sector SPDR Fund                                 | Energy Select Sector SPDR Fund                                        | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Long             | EC               | RF                | US        |     25000 | NS      | $2120250.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ORGANON & CO/ORGANON FOR                                       | Organon & Co / Organon Foreign Debt Co-Issuer BV                      | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173632.28    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| West Japan Railway Co                                          | West Japan Railway Co                                                 | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |     17884 | NS      | $408847.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Storage Affiliates Tr                                 | National Storage Affiliates Trust                                     | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |     61054 | NS      | $1953117.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                    | Cintas Corp                                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $245157.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                            | Otis Worldwide Corp                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1500 | NS      | $148530.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                                 | Continental AG                                                        | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      2735 | NS      | $238704.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                      | Essity AB                                                             | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     23795 | NS      | $658856.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                  | Snowflake Inc                                                         | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      4400 | NS      | $984588.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                       | Baxter International Inc                                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      2900 | NS      | $87812.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                 | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51576.46     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BOBL                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $1169.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8706.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                                      | ORIX Corp                                                             | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     28000 | NS      | $631866.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1878.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                      | Sodexo SA                                                             | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      3152 | NS      | $193994.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSCYCS INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1193.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                     | Chipotle Mexican Grill Inc                                            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8699 | NS      | $488448.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                   | CaixaBank SA                                                          | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    219729 | NS      | $1903910.15   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                           | Tencent Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |      4952 | NS      | $319085.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                             | Conagra Brands Inc                                                    | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     24000 | NS      | $491280.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                      | Lear Corp                                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1500 | NS      | $142470.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | USD/CHF FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $509.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSUS1 INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-7795.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                   | JELD-WEN Inc                                                          | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139604.07    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSEU2 INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-9399.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS JPMSEMSA INDEX                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-32552.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                              | Industrivarden AB                                                     | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      2167 | NS      | $78777.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                       | Adyen NV                                                              | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       595 | NS      | $1092739.69   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                        | Sekisui Chemical Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     21200 | NS      | $383946.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                               | Ajinomoto Co Inc                                                      | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     20400 | NS      | $553312.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                    | PepsiCo Inc                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1100 | NS      | $145244.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                                  | Goodman Group                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10865 | NS      | $244947.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                    | Bayerische Motoren Werke AG                                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       972 | NS      | $80720.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7804.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | USD/TRY FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37113.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                     | Entain PLC                                                            | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | GB        |     14747 | NS      | $182650.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/MXN FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1095.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $51.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                         | Berkshire Hathaway Inc                                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5900 | NS      | $2866043.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    921904 | PA      | $492354.36    | 0.02%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                           | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271099.35    | 0.01%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                          | Camden Property Trust                                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       500 | NS      | $56345.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                             | AUD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $175.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                                        | AGC Inc                                                               | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      8300 | NS      | $243486.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding LIX Ltd                                          | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506033.15   | 0.07%             | 2037-04-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME NICKEL                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        46 | NC      | $-84705.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                      | Aptiv PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4100 | NS      | $279702.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                       | Svenska Handelsbanken AB                                              | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     36170 | NS      | $484218.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide C                                 | Marriott Vacations Worldwide Corp                                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      3300 | NS      | $238623.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                                                | MonotaRO Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $149612.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                        | Saab AB                                                               | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      4815 | NS      | $269222.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6673154 | PA      | $6783939.09   | 0.30%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -3500000 | OU      | $-1422.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | TRY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-51284.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                    | American Water Works Co Inc                                           | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1700 | NS      | $236487.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                  | Alfa Laval AB                                                         | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |      1713 | NS      | $72149.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7021.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMRIZE LTD                                                     | AMRIZE LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8478 | NS      | $422911.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                            | Imperial Brands PLC                                                   | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     30477 | NS      | $1204151.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                 | Amazon.com Inc                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     42105 | NS      | $9237415.95   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                              | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23836.47     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/CZK FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24707.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares 0-3 Month Treasury Bond ETF                            | iShares 0-3 Month Treasury Bond ETF                                   | CUSIP: 46436E718<br>LEI: 549300L2T50TTT4U6186 | Long             | EC               | RF                | US        |    393846 | NS      | $39656353.74  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9876.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                                     | Aisin Corp                                                            | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     17000 | NS      | $217470.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                  | BHP Group Ltd                                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     73000 | NS      | $1756204.59   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                           | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307093.26    | 0.01%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | ZAR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     92000 | NC      | $1.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                             | J M Smucker Co/The                                                    | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1400 | NS      | $137480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund                 | Goldman Sachs Financial Square Government Fund                        | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  51881731 | NS      | $51881731.34  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                                      | Olin Corp                                                             | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      7300 | NS      | $146657.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                             | Teleperformance SE                                                    | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      2205 | NS      | $214165.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First American Financial Corp                                  | First American Financial Corp                                         | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      1700 | NS      | $104363.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                                  | Principal Financial Group Inc                                         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      2000 | NS      | $158860.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                        | Siemens Healthineers AG                                               | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      2618 | NS      | $145336.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                      | USD/SEK FORWARD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $209.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                              | Toro European CLO 2 DAC                                               | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-CBDO         | CORP              | IE        |   1250000 | PA      | $1470489.47   | 0.06%             | 2034-07-25      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                       | Mitsubishi Electric Corp                                              | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     24100 | NS      | $518366.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                      | Sampo Oyj                                                             | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     20154 | NS      | $216907.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-41048.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                               | Zillow Group Inc                                                      | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      1400 | NS      | $98070.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group In                                 | Sumitomo Mitsui Trust Group Inc                                       | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      4500 | NS      | $119688.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8047.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow PLC                                             | Barratt Redrow PLC                                                    | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |     22353 | NS      | $139974.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                              | Futu Holdings Ltd                                                     | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |      4476 | NS      | $553188.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings Inc                                             | ENEOS Holdings Inc                                                    | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     80500 | NS      | $399025.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | SWOP IRS USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -600000 | OU      | $-1886.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | SOYBEAN MEAL                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       137 | NC      | $-269427.73   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS TREASURY BOND                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $26149.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSUS1 INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-559.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                                    | Xiaomi Corp                                                           | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | CN        |    188352 | NS      | $1449884.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                 | Lonza Group AG                                                        | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      1251 | NS      | $894669.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                   | Brambles Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     33773 | NS      | $521583.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                   | Glencore PLC                                                          | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |    224167 | NS      | $873498.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                   | Keyence Corp                                                          | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      3069 | NS      | $1227073.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                  | Sumitomo Corp                                                         | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     32300 | NS      | $833557.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                         | Yara International ASA                                                | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      8752 | NS      | $322972.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                            | DENTSPLY SIRONA Inc                                                   | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      3800 | NS      | $60344.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Air                                 | International Consolidated Airlines Group SA                          | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |    153463 | NS      | $722998.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merger Fund/The                                                | Merger Fund/The                                                       | CUSIP: 589509207<br>LEI: 549300TXJCENVSEMYP88 | Long             | EC               | RF                | US        |   2125110 | NS      | $37699449.36  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                                                  | Proximus SADP                                                         | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     36774 | NS      | $358715.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Hold                                 | Pan Pacific International Holdings Corp                               | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |      9700 | NS      | $333632.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                | Cigna Group/The                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2600 | NS      | $859508.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                       | Sartorius Stedim Biotech                                              | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       955 | NS      | $228495.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                            | Swiss Prime Site AG                                                   | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |       746 | NS      | $111992.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                                            | Nassau Euro CLO IV DAC                                                | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2966576.08   | 0.13%             | 2038-07-20      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                            | Medline Borrower LP                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192027.81    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                   | ING Groep NV                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    127299 | NS      | $2790099.92   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13682.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30409.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                   | Iberdrola SA                                                          | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     89069 | NS      | $1713512.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                    | Swedbank AB                                                           | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     21225 | NS      | $562172.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                          | Spotify Technology SA                                                 | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |      3745 | NS      | $2873688.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                                  | Insurance Australia Group Ltd                                         | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |     22054 | NS      | $131111.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                     | Anheuser-Busch InBev SA/NV                                            | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     17756 | NS      | $1221619.52   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Real Estate ETF                                       | Vanguard Real Estate ETF                                              | CUSIP: 922908553<br>LEI: N/A                  | Long             | EC               | RF                | US        |    156775 | NS      | $13962381.50  | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| S&P Global Inc                                                 | S&P Global Inc                                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2400 | NS      | $1265496.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                                 | PNC Financial Services Group Inc/The                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      4300 | NS      | $801606.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                  | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73853.58     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties I                                 | Ryman Hospitality Properties Inc                                      | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     15007 | NS      | $1480740.69   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Deere & Co                                                     | Deere & Co                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1893 | NS      | $962571.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                            | STAG Industrial Inc                                                   | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     78340 | NS      | $2842175.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | ZAR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1795.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                   | Takeda Pharmaceutical Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     32700 | NS      | $1009547.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                                 | Fisher & Paykel Healthcare Corp Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     25867 | NS      | $568161.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSJPRT INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $14987.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 5YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       354 | NC      | $439740.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                              | Expedia Group Inc                                                     | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $421700.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4251262 | PA      | $4243125.32   | 0.19%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-101.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                           | Sonic Healthcare Ltd                                                  | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     26701 | NS      | $471304.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                           | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $12582432.80  | 0.55%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                           | Fuji Electric Co Ltd                                                  | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |      7738 | NS      | $356349.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                       | Elanco Animal Health Inc                                              | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     33900 | NS      | $484092.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                | Sony Group Corp                                                       | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     98700 | NS      | $2566232.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS KRW PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -152000 | NC      | $-92.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                 | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81396.01     | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                           | Howmet Aerospace Inc                                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      5796 | NS      | $1078809.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                  | Volkswagen AG                                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      2025 | NS      | $214069.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-154.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                      | Avolta AG                                                             | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      7095 | NS      | $386472.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                     | Allianz SE                                                            | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      4608 | NS      | $1870080.98   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                          | Freedom Mortgage Holdings LLC                                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60550.04     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                    | Sun Hung Kai Properties Ltd                                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      5000 | NS      | $57615.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                     | Getlink SE                                                            | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     14749 | NS      | $284715.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc    | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143802.79    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                        | Sea Ltd                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |     12687 | NS      | $2029158.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                           | Booking Holdings Inc                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       250 | NS      | $1447310.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US ULTRA BOND CBT                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        81 | NC      | $409928.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/CLP FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-274.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                   | Comcast Corp                                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     19200 | NS      | $685248.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                                        | KBR Inc                                                               | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      1700 | NS      | $81498.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                                                    | TENNECO INC                                                           | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     98237 | PA      | $95633.50     | 0.00%             | 2028-11-17      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                         | Brunello Cucinelli SpA                                                | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      7737 | NS      | $939294.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                         | TRS M1CXBRV INDEX                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |         1 | NC      | $4378.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/AUD FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5264.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | CORN                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       408 | NC      | $-393666.51   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                         | Marvell Technology Inc                                                | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $332820.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF                  | iShares iBoxx $ High Yield Corporate Bond ETF                         | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |      8674 | NS      | $699558.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Essential Properties Realty Tr                                 | Essential Properties Realty Trust Inc                                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    113968 | NS      | $3636718.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| CARVANA CO                                                     | Carvana Co                                                            | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    107000 | PA      | $126697.80    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                            | Kimberly-Clark Corp                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2000 | NS      | $257840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                      | QIAGEN NV                                                             | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      9126 | NS      | $439687.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                           | Lockheed Martin Corp                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1200 | NS      | $555768.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                   | Prologis Inc                                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    102785 | NS      | $10804759.20  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                                         | Eurofins Scientific SE                                                | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      1925 | NS      | $137185.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                                  | Endeavour Group Ltd/Australia                                         | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |     45830 | NS      | $120974.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                           | Schindler Holding AG                                                  | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       734 | NS      | $273319.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD CALL VERSUS JPY PUT                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |   -170000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                                     | Humana Inc                                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       500 | NS      | $122240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co Ltd                                                    | Obic Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $338300.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO International Inc                                        | WESCO International Inc                                               | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      3000 | NS      | $555600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/ZAR FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $461.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                   | Leonardo SpA                                                          | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      4451 | NS      | $251156.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                   | Novelis Corp                                                          | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147544.91    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                | Dollar Tree Inc                                                       | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2100 | NS      | $207984.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS JPMSUSVL INDEX                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $20764.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                         | UCB SA                                                                | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      3667 | NS      | $721510.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd                                                    | Genpact Ltd                                                           | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |      1700 | NS      | $74817.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37534.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | AUD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5347.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | BRL CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    511000 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TWD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    307000 | NC      | $6.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                           | Westpac Banking Corp                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     12765 | NS      | $284487.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/ILS FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $45961.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14243.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                                | Hecla Mining Co                                                       | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75556.27     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   2990000 | OU      | $2773.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                     | Nasdaq Inc                                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      7600 | NS      | $679592.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                                        | Zoom Communications Inc                                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      7200 | NS      | $561456.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    150000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                                  | Marubeni Corp                                                         | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     20800 | NS      | $419291.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                             | GASOLINE RBOB                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        42 | NC      | $80969.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd                                                 | MakeMyTrip Ltd                                                        | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | IN        |      5104 | NS      | $500294.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                                       | Bank Central Asia Tbk PT                                              | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    332825 | NS      | $177910.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                                | PGIM Core Ultra Short Bond Fund                                       | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        | 231015031 | NS      | $231015030.80 | 10.17%            |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                                                    | MCAFEE CORP                                                           | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    314037 | PA      | $303046.15    | 0.01%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                       | Simon Property Group Inc                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     46175 | NS      | $7423093.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                            | Henkel AG & Co KGaA                                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      1351 | NS      | $97981.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp          | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51647.32     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                             | TOPIX INDX                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        -6 | NC      | $-26052.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                            | Curtiss-Wright Corp                                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       300 | NS      | $146565.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                          | Caesars Entertainment Inc                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262478.56    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                            | Star Leasing Co LLC                                                   | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84267.70     | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                         | HP Inc                                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      4200 | NS      | $102732.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                  | Ford Motor Co                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     19700 | NS      | $213745.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                      | Shin-Etsu Chemical Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     15800 | NS      | $521747.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                     | Nucor Corp                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1400 | NS      | $181356.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | TRY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-739.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                             | NextEra Energy Inc                                                    | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     11844 | NS      | $822210.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                 | Kingfisher PLC                                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    127194 | NS      | $507961.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/KRW FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4449.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL STOCK EXCHANGE OF INDIA LIMITED                       | IFSC NIFTY 50                                                         | CUSIP: 000000000<br>LEI: 335800NLY5HYW9I7YE03 | N/A              | DE               | CORP              | IN        |        19 | NC      | $10723.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                                  | Valvoline Inc                                                         | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    111000 | PA      | $100457.35    | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Prudential Series Fund/The - Psf Pgim Jennison Blend Portfolio | Prudential Series Fund/The - Psf Pgim Jennison Blend Portfolio        | CUSIP: 74437G730<br>LEI: SI6E3LOL5OUL8Q7NIF17 | Long             | EC               | RF                | US        |    350622 | NS      | $46110263.45  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48623.58     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $359.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                       | TDK Corp                                                              | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     19300 | NS      | $225280.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                     | Dexcom Inc                                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      5400 | NS      | $471366.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | TRS TREASURY BOND                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |         1 | NC      | $79899.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-221496.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp                                                   | Vontier Corp                                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      4400 | NS      | $162360.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                                         | Aristocrat Leisure Ltd                                                | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      5302 | NS      | $227163.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSDEFN INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-5471.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | USD/NOK FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $106.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                                        | ATI Inc                                                               | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      4300 | NS      | $371262.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                      | Stockland                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     92996 | NS      | $328659.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                | Nippon Yusen KK                                                       | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      7300 | NS      | $262617.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSEU2 INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-6556.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4954.34      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                | CDS CDX.NA.HY.44.V1                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-13814.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                     | Verizon Communications Inc                                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      5700 | NS      | $246639.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-120936.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356914.51    | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                           | Parker-Hannifin Corp                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       600 | NS      | $419082.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                       | Marsh & McLennan Cos Inc                                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3300 | NS      | $721512.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                       | Digital Realty Trust Inc                                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     56775 | NS      | $9897585.75   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-35551.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                       | CSX Corp                                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     14345 | NS      | $468077.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/MXN FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4524.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                              | HSBC Holdings PLC                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    357918 | NS      | $4329444.58   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                  | Accenture PLC                                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       800 | NS      | $239112.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I                                 | American International Group Inc                                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      3800 | NS      | $325242.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $37688.40     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ASHLAND INC                                                    | Ashland Inc                                                           | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155414.72    | 0.01%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS ZAR PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -85000 | NC      | $-5.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                   | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163622.15    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $10500.00     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                 | Galaxy Entertainment Group Ltd                                        | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     69000 | NS      | $307574.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      2000 | PA      | $2000.00      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-467.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $29437.50     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Getinge AB                                                     | Getinge AB                                                            | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |      4620 | NS      | $92819.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-687.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                              | EOG Resources Inc                                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      6300 | NS      | $753543.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                                           | Taiwan Semiconductor Manufacturing Co Ltd                             | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     10842 | NS      | $2455604.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Generate CLO Ltd.                                              | Generate CLO 2 Ltd                                                    | CUSIP: 370910AC5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753000.00    | 0.03%             | 2037-10-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                        | Extra Space Storage Inc                                               | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19949 | NS      | $2941280.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co                                       | Central Japan Railway Co                                              | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     20200 | NS      | $451562.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                    | Oracle Corp                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     12325 | NS      | $2694614.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                | AdaptHealth LLC                                                       | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100061.03    | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                   | GEA Group AG                                                          | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      4015 | NS      | $281451.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8070009 | PA      | $7998766.25   | 0.35%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                   | Chugai Pharmaceutical Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      5600 | NS      | $292419.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $145085.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                                    | Equinix Inc                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     11249 | NS      | $8948242.03   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT COS INC                                                   | Hunt Cos Inc                                                          | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216931.70    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                     | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52349.84     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                              | Covivio SA/France                                                     | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      4096 | NS      | $259703.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                          | Texas Instruments Inc                                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2600 | NS      | $539812.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     76000 | NC      | $44.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                              | Veeva Systems Inc                                                     | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       600 | NS      | $172788.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                         | AXA SA                                                                | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     66596 | NS      | $3270199.34   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA                                                           | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     75545 | NS      | $1163262.19   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/BRL FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11992.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                | CMS Energy Corp                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2300 | NS      | $159344.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                            | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9583.16      | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                  | Fortescue Ltd                                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     50580 | NS      | $508441.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                             | Realty Income Corp                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     16832 | NS      | $969691.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                 | Blackstone Inc                                                        | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      1121 | NS      | $167679.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | MXN/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                             | Honda Motor Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     80800 | NS      | $779142.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                           | Signal Peak CLO 12 Ltd                                                | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2750000 | PA      | $2758933.10   | 0.12%             | 2037-07-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Coupang Inc                                                    | Coupang Inc                                                           | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      9300 | NS      | $278628.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                          | Veris Residential Inc                                                 | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |    190572 | NS      | $2837617.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    131000 | NC      | $29.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                              | Compass Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     64583 | NS      | $2187555.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                           | Bank of America Corp                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     20400 | NS      | $965328.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eternal Ltd                                                    | Eternal Ltd                                                           | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |    120749 | NS      | $371882.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                                    | Healthcare Realty Trust Inc                                           | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    130985 | NS      | $2077422.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanofi SA                                                      | Sanofi SA                                                             | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     28055 | NS      | $2716108.75   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                      | Repsol SA                                                             | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      9170 | NS      | $134124.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5244331 | PA      | $5091712.68   | 0.22%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Michelin                                                       | Cie Generale des Etablissements Michelin SCA                          | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     29706 | NS      | $1104891.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                                 | MS&AD Insurance Group Holdings Inc                                    | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      8500 | NS      | $190022.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                               | Daito Trust Construction Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      1400 | NS      | $152485.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                           | Keurig Dr Pepper Inc                                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     12600 | NS      | $416556.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    611923 | PA      | $443955.06    | 0.02%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                                      | Marble Point CLO XXI Ltd                                              | CUSIP: 56606KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3754833.38   | 0.17%             | 2034-10-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                                      | KDDI Corp                                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     56300 | NS      | $966704.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                               | Asahi Kasei Corp                                                      | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    112500 | NS      | $800861.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-332.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME PRI ALUM                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        98 | NC      | $281258.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                          | Costco Wholesale Corp                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1170 | NS      | $1158229.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1627.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                            | SoftBank Group Corp                                                   | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      7100 | NS      | $516212.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | Post Holdings Inc                                                     | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139358.59    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Can                                 | Constellation Software Inc/Canada                                     | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       189 | NS      | $693016.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                                  | Celanese Corp                                                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      4200 | NS      | $232386.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                               | Deutsche Post AG                                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     18188 | NS      | $842465.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | DKK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-99.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                    | Euronext NV                                                           | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |      5768 | NS      | $988300.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | BRL CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     76000 | NC      | $0.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                     | Boliden AB                                                            | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      7110 | NS      | $222183.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | TRS MLBC                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |         1 | NC      | $-1400303.87  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                     | BOC Hong Kong Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    170500 | NS      | $742227.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -150000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                   | DNB Bank ASA                                                          | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     29034 | NS      | $802923.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                   | Tapestry Inc                                                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3200 | NS      | $280992.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                       | GOLD 100 OZ                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        65 | NC      | $-405756.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                 | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176928.64    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DANA INC                                                       | Dana Inc                                                              | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75187.50     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                         | Boston Scientific Corp                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      4300 | NS      | $461863.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                           | Freeport-McMoRan Inc                                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     14300 | NS      | $619905.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                     | Hasbro Inc                                                            | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1500 | NS      | $110730.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                              | Ashtead Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      5256 | NS      | $337046.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                        | SBA Communications Corp                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141676.34    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| ArcelorMittal SA                                               | ArcelorMittal SA                                                      | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     11298 | NS      | $358760.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | DKK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-105.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSJPRT INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $10142.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                            | Societe Generale SA                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     13034 | NS      | $745599.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26178.52     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2097790 | PA      | $1956435.01   | 0.09%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                              | Suzuki Motor Corp                                                     | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     39600 | NS      | $477426.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                             | LOW SU GASOIL G                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        50 | NC      | $218946.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    154000 | NC      | $12.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                          | STMicroelectronics NV                                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |     22228 | NS      | $681554.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | INR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $618.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | TRS BNPMSGQD INDEX                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-19304.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                    | Swedish Orphan Biovitrum AB                                           | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      7700 | NS      | $234350.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/CZK FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6001.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                    | MetLife Inc                                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      8400 | NS      | $675528.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                              | Wolters Kluwer NV                                                     | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       578 | NS      | $96663.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                               | Coca-Cola Co/The                                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     17100 | NS      | $1209825.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | SWOP IRS USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    300000 | OU      | $2837.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS PLN PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -132000 | NC      | $-431.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS JPMSEML2 INDEX                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $31220.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $823.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group                                  | InterContinental Hotels Group PLC                                     | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      3645 | NS      | $416751.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                       | Sally Holdings LLC / Sally Capital Inc                                | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77016.08     | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CRH PLC                                                        | CRH PLC                                                               | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |     11782 | NS      | $1087593.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375049.52    | 0.02%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                       | Rockies Express Pipeline LLC                                          | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224681.94    | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Talanx AG                                                      | Talanx AG                                                             | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      5958 | NS      | $772405.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                                     | STERIS PLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $312286.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4687.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                     | Mondelez International Inc                                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7001 | NS      | $472147.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                       | Tele2 AB                                                              | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     18578 | NS      | $271190.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                          | Fast Retailing Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      1400 | NS      | $480009.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-154498.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                                     | CarMax Inc                                                            | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $295724.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                    | Cummins Inc                                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       500 | NS      | $163750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $46289.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76865.57     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | TRS BCMSDEFN INDEX                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-882.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                          | General Dynamics Corp                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1800 | NS      | $524988.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                        | Sika AG                                                               | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |        23 | NS      | $6257.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO STOXX 50                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |         8 | NC      | $-1272.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                         | DBS Group Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     14040 | NS      | $495641.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                 | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $460300.88    | 0.02%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Invesco Ltd                                                    | Invesco Ltd                                                           | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     29800 | NS      | $469946.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/NOK FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $72.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/BRL FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12768.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                                   | Stryker Corp                                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2037 | NS      | $805898.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                        | SSE PLC                                                               | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     17014 | NS      | $428414.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8006.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                                    | Pentair PLC                                                           | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |      5100 | NS      | $523566.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp                                                     | Disco Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $325867.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $322.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                    | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200263.29    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                               | Bellis Finco PLC                                                      | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $682618.84    | 0.03%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20529385 | PA      | $19371399.61  | 0.85%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                     | Charter Communications Inc                                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       200 | NS      | $81762.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                              | Ivanhoe Mines Ltd                                                     | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     52843 | NS      | $396977.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                  | Medtronic PLC                                                         | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     12136 | NS      | $1057895.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                            | Virtu Financial Inc                                                   | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      1400 | NS      | $62706.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                         | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $207723.82    | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                     | Diageo PLC                                                            | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     26945 | NS      | $679448.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                 | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123471.40    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                | BAE Systems PLC                                                       | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     24933 | NS      | $647083.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR ULTRA                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       136 | NC      | $307480.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                      | Linde PLC                                                             | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      1400 | NS      | $656852.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                                 | Prudential PLC                                                        | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |     80592 | NS      | $1008709.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                  | Rio Tinto PLC                                                         | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     17864 | NS      | $1039758.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                 | Commonwealth Bank of Australia                                        | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     20766 | NS      | $2527394.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | PHP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $485.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                        | Akamai Technologies Inc                                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       800 | NS      | $63808.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                | Ulta Beauty Inc                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1200 | NS      | $561384.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -76000 | NC      | $-388.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                                        | Mahindra & Mahindra Ltd                                               | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      8956 | NS      | $332421.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | CNH/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4870.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3939.26      | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                         | FUJIFILM Holdings Corp                                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      8200 | NS      | $177575.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | E-MINI RUSS 2000                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        31 | NC      | $113396.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/AUD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $924.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                         | MatsukiyoCocokara & Co                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31600 | NS      | $650028.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                         | TRS M1CXBRV INDEX                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |         1 | NC      | $7158.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    506951 | PA      | $464157.30    | 0.02%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | USD/TRY FORWARD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $84064.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                          | Truist Financial Corp                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     17600 | NS      | $756624.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                     | HEICO Corp                                                            | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      2000 | NS      | $656000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Avenue Institutional Advi                                 | Park Avenue Institutional Advisers CLO Ltd 2021-2                     | CUSIP: 70018QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501806.50   | 0.11%             | 2034-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                      | adidas AG                                                             | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      4273 | NS      | $997446.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                      | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $12524414.06  | 0.55%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                   | Centene Corp                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      9000 | NS      | $488520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                             | WTI CRUDE                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       144 | NC      | $348309.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | TRS M2CXBRV INDEX                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-178239.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                  | JDE Peet's NV                                                         | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |     15779 | NS      | $450720.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                              | Toro European CLO 3 DAC                                               | CUSIP: 000000000<br>LEI: 635400HMDMBJ8UOYII08 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2934867.14   | 0.13%             | 2034-07-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                | CVS Health Corp                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2200 | NS      | $151756.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                 | Morgan Stanley                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      9978 | NS      | $1405501.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                        | Arthur J Gallagher & Co                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      2842 | NS      | $909781.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                     | Sandvik AB                                                            | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      8589 | NS      | $197223.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS BRL PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    170000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     85000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                                    | Gartner Inc                                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1300 | NS      | $525486.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                            | MTU Aero Engines AG                                                   | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       234 | NS      | $103955.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                               | Invesco Euro CLO VI DAC                                               | CUSIP: 000000000<br>LEI: 549300YQUO4XFJGG1T54 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1175844.53   | 0.05%             | 2034-07-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                   | Teradyne Inc                                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       900 | NS      | $80928.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                    | NVIDIA Corp                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    109949 | NS      | $17370842.51  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME NICKEL                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        49 | NC      | $-53423.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                           | National Fuel Gas Co                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4700 | NS      | $398137.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                         | Otsuka Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $282602.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -177000 | NC      | $-74.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $283919.67    | 0.01%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                              | Nippon Steel Corp                                                     | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     23200 | NS      | $438756.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HKEX                                                           | Hong Kong Exchanges & Clearing Ltd                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     27718 | NS      | $1490856.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings                                  | Allison Transmission Holdings Inc                                     | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      5400 | NS      | $512946.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                             | Qantas Airways Ltd                                                    | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    205491 | NS      | $1451706.15   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                      | Halma PLC                                                             | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     21015 | NS      | $923695.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| On Holding AG                                                  | On Holding AG                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      7829 | NS      | $407499.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE INC                                             | AMN Healthcare Inc                                                    | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341509.05    | 0.02%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                  | Nomura Research Institute Ltd                                         | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      2700 | NS      | $107993.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                              | General Motors Co                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     16800 | NS      | $826728.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                                       | Nice Ltd                                                              | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      1238 | NS      | $209857.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                           | Progressive Corp/The                                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2700 | NS      | $720522.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/CAD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-35629.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     33063 | NS      | $2017711.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1672.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                                 | Sumitomo Mitsui Financial Group Inc                                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     74500 | NS      | $1875981.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                      | Thales SA                                                             | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      2753 | NS      | $812890.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7291.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                       | Suburban Propane Partners LP/Suburban Energy Finance Corp             | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $175031.36    | 0.01%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME ZINC                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        63 | NC      | $99973.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Dividend Appreciation ETF                             | Vanguard Dividend Appreciation ETF                                    | CUSIP: 921908844<br>LEI: N/A                  | Long             | EC               | RF                | US        |    110946 | NS      | $22707317.82  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                      | Healthpeak Properties Inc                                             | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     12500 | NS      | $218875.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO LTD                                            | Sound Point CLO XXXIII Ltd                                            | CUSIP: 83616KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1252301.63   | 0.06%             | 2035-04-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1044.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                               | DSM-Firmenich AG                                                      | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |       566 | NS      | $60214.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                         | WESCO Distribution Inc                                                | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177073.96    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer