# EDGAR Filing Document

**Accession Number:** 0000826732
**File Stem:** 0001752724-25-161587
**Filing Date:** 2025-6
**Character Count:** 409856
**Document Hash:** 97a6b6536d60585a535adc7168a2aec3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-161587.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-161587

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05443
- **FILM NUMBER:** 251083919

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $20738360268.89

**Total Liabilities:** $5024609155.13

**Net Assets:** $15713751113.76

**Cash Not Reported:** $2985886963.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5315.42000000 | **1-Year:** -79960.16000000 | **5-Year:** -69788.49000000 | **10-Year:** -853.65000000 | **30-Year:** 0.00000000

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

- **3-Month:** -23874.23000000 | **1-Year:** -297653.52000000 | **5-Year:** -307486.77000000 | **10-Year:** -6396.51000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220408 | 0.53%                | 0.05%                | 0.20%                |
| Class ID C000011366 | 0.53%                | 0.10%                | 0.13%                |
| Class ID C000011369 | 0.60%                | 0.03%                | 0.20%                |
| Class ID C000011368 | 0.46%                | 0.00%                | 0.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5264194.51              | $-89784498.31                              |
| Month 2  | $23047474.78             | $-523668737.85                             |
| Month 3  | $20525338.31             | $-54256970.92                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EDION Corp                                         | EDION Corp                                                                                                  | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Short            | EC               | CORP              | JP        |   -1440100 | NS      | $-19197304.52  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                        | Honeywell International Inc                                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     167773 | NS      | $35316216.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                        | Discover Financial Services                                                                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     112300 | NS      | $20513841.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                                            | Sea Ltd                                                                                                     | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |   80040000 | PA      | $74935849.20   | 0.48%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| WORKIVA INC                                        | Workiva Inc                                                                                                 | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |    7516000 | PA      | $8404691.84    | 0.05%             | 2026-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MultiSensor AI Holdings Inc                        | MultiSensor AI Holdings Inc                                                                                 | CUSIP: 456948116<br>LEI: N/A                  | N/A              | DE               |  | US        |      75000 | NS      | $4102.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                | Coinbase Global Inc                                                                                         | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $27578650.00   | 0.18%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                           | Live Nation Entertainment Inc                                                                               | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    5996000 | PA      | $6196386.32    | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Israel Acquisitions Corp                           | Israel Acquisitions Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      30000 | NS      | $3900.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD SGD                                                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-363058.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grove Collaborative Holdings                       | Grove Collaborative Holdings                                                                                | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               |  | US        |      20000 | NS      | $265.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LYFT INC                                           | Lyft Inc                                                                                                    | CUSIP: 55087PAB0<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7987680.00    | 0.05%             | 2025-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Long: 478773754 TRS USD R V 01MSOFR REC VAR SOFR-75 BPS / Short: 478773754 TRS USD P E 478773754 PAY EQUITY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    3669360 | OU      | $-168179.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SpringBig Holdings Inc                             | SpringBig Holdings Inc                                                                                      | CUSIP: 85021Q116<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $225.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                              | Lantheus Holdings Inc                                                                                       | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $7433750.00    | 0.05%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                  | Cisco Systems Inc                                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     897294 | NS      | $51800782.62   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                       | Assurant Inc                                                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      74523 | NS      | $14363563.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                    | AZEK Co Inc/The                                                                                             | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     353123 | NS      | $17500775.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                                                                 | CUSIP: 02665WEC1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5007200.00    | 0.03%             | 2026-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY PRIME BROKER CA                     | MORGAN STANLEY PRIME BROKER CA                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | CA        |        -14 | NS      | $-9.92         | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                     | Salesforce Inc                                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     205028 | NS      | $55093073.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                         | Intuit Inc                                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      65477 | NS      | $41084853.19   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                            | Dow Inc                                                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     168968 | NS      | $5168731.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC                              | Alphatec Holdings Inc                                                                                       | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1490550.00    | 0.01%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN PRIME BROKER CAD                       | J.P. MORGAN PRIME BROKER CAD                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   12997471 | NS      | $9428021.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EUR COLLATERAL                                     | EUR COLLATERAL                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | XX        |    -767746 | NS      | $-869741.63    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LakeShore Biopharma Co Ltd                         | LakeShore Biopharma Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     146040 | NS      | $4958.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                          | L3Harris Technologies Inc                                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      66751 | NS      | $14686555.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AltEnergy Acquisition Corp                         | AltEnergy Acquisition Corp                                                                                  | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $825.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                           | BF2Y3D8 NIPPON FLOUR MILLS 98                                                                               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $311278.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Homes Group Inc                             | United Homes Group Inc                                                                                      | CUSIP: 91060H116<br>LEI: 549300HWN3ECTEH7I380 | N/A              | DE               |  | US        |      25000 | NS      | $8250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Denali Capital Acquisition Corp                    | Denali Capital Acquisition Corp                                                                             | CUSIP: 000000000<br>LEI: 549300L7MIQ7V1UUZB95 | N/A              | DE               |  | KY        |     350000 | NS      | $11200.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                          | United Parcel Service Inc                                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     120372 | NS      | $11471451.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                | Dollar General Corp                                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      45738 | NS      | $4285193.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                                                       | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5028650.00    | 0.03%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                        | Dropbox Inc                                                                                                 | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $23011500.00   | 0.15%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                      | Blackrock Inc                                                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      19198 | NS      | $17551963.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Oncology Network Inc                      | American Oncology Network Inc                                                                               | CUSIP: 028719110<br>LEI: N/A                  | N/A              | DE               |  | US        |     156250 | NS      | $32265.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                      | Accenture PLC                                                                                               | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      99208 | NS      | $29678073.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CERo Therapeutics Holdings Inc                     | CERo Therapeutics Holdings Inc                                                                              | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               |  | US        |      12500 | NS      | $212.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heramba Electric PLC                               | Heramba Electric PLC                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |     250000 | NS      | $250.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA LTD                                           | Nova Ltd                                                                                                    | CUSIP: 66980MAB2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |   10000000 | PA      | $26268600.00   | 0.17%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                            | PPL Capital Funding Inc                                                                                     | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   31922000 | PA      | $36438005.34   | 0.23%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp II                       | Andretti Acquisition Corp II                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     412500 | NS      | $74250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                     | American Electric Power Co Inc                                                                              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     140708 | NS      | $15244304.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEM INC                                 | Varonis Systems Inc                                                                                         | CUSIP: 922280AB8<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $4218390.00    | 0.03%             | 2025-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Genesis Growth Tech Acquisition Corp               | Genesis Growth Tech Acquisition Corp                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $90000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                                | Shift4 Payments Inc                                                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -61645 | NS      | $-5042561.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                  | General Motors Co                                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     287928 | NS      | $13025862.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                       | Amedisys Inc                                                                                                | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     492439 | NS      | $46732461.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX INC                                         | Vertex Inc                                                                                                  | CUSIP: 92538JAA4<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $6540650.00    | 0.04%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Coinbase Global Inc                                | Coinbase Global Inc                                                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |    -104633 | NS      | $-21228989.37  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                           | Mondelez International Holdings Netherlands BV                                                              | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4990000.00    | 0.03%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                       | Chevron Corp                                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -273211 | NS      | $-37173088.66  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                        | Alnylam Pharmaceuticals Inc                                                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |     -43700 | NS      | $-11503588.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                     | Merck & Co Inc                                                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |     -68400 | NS      | $-5827680.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                             | Northern Oil & Gas Inc                                                                                      | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4801600.00    | 0.03%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                      | Welltower Inc                                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |     118271 | NS      | $18046971.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STEM INC                                           | Stem Inc                                                                                                    | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $1012720.00    | 0.01%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                   | Lenovo Group Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    8000000 | PA      | $9944080.00    | 0.06%             | 2029-08-26      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RINGCENTRAL INC                                    | RingCentral Inc                                                                                             | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   41100000 | PA      | $39176109.00   | 0.25%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Helport AI Ltd                                     | Helport AI Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     450000 | NS      | $112500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NioCorp Developments Ltd                           | NioCorp Developments Ltd                                                                                    | CUSIP: 654484153<br>LEI: 5299001QL26XJPOD3A17 | N/A              | DE               |  | CA        |     177835 | NS      | $81804.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                        | Dropbox Inc                                                                                                 | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   27750000 | PA      | $28324425.00   | 0.18%             | 2028-03-01      | None          | 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        |     439185 | NS      | $22187626.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                        | Redfin Corp                                                                                                 | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |     145080 | NS      | $1379710.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                 | Long: 479093687 TRS USD R V 01MSOFR SOFRRATE REC VAR / Short: 479093687 TRS USD P E 479093687 PAY EQUITY    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    4830530 | OU      | $-395603.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                        | Shopify Inc                                                                                                 | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15034050.00   | 0.10%             | 2025-11-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                        | Jack Henry & Associates Inc                                                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      44512 | NS      | $7719716.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIO INC                                            | NIO Inc                                                                                                     | CUSIP: 62914VAK2<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |   15000000 | PA      | $10606350.00   | 0.07%             | 2030-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                         | Vertex Pharmaceuticals Inc                                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      45721 | NS      | $23294849.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM II Acquisition Corp                            | HCM II Acquisition Corp                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     500000 | NS      | $5450000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                | Dominion Energy Inc                                                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     294453 | NS      | $16012354.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                         | Mondelez International Inc                                                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     423794 | NS      | $28873085.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                                               | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     850000 | NS      | $42670000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                 | Union Pacific Corp                                                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     145355 | NS      | $31347259.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nvni Group Ltd                                     | Nvni Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     125000 | NS      | $7500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                  | Johnson & Johnson                                                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     404926 | NS      | $63293983.06   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                 | Realty Income Corp                                                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     288117 | NS      | $16670449.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                    | McDonald's Corp                                                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     127397 | NS      | $40722451.05   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                         | Pinnacle West Capital Corp                                                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |     -48500 | NS      | $-4616230.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                      | Amphastar Pharmaceuticals Inc                                                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Short            | EC               | CORP              | US        |     -60580 | NS      | $-1478757.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                         | NetApp Inc                                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      71995 | NS      | $6461551.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | TAKASHIMAYA CO LTD                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        200 | NC      | $3798362.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quetta Acquisition Corp                            | Quetta Acquisition Corp                                                                                     | CUSIP: 74841A113<br>LEI: N/A                  | N/A              | DE               |  | US        |       1477 | NS      | $2377.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                          | Hess Corp                                                                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     529497 | NS      | $68331587.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeries Technology Inc                              | Aeries Technology Inc                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     289507 | NS      | $5790.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                             | UnitedHealth Group Inc                                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     187467 | NS      | $77131422.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES INC                              | Mesa Laboratories Inc                                                                                       | CUSIP: 59064RAA7<br>LEI: 549300ZCG738WLX8ZW79 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4934050.00    | 0.03%             | 2025-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                                          | Five9 Inc                                                                                                   | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14927100.00   | 0.09%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                    | Philip Morris International Inc                                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     354141 | NS      | $60685601.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                         | Core Natural Resources Inc                                                                                  | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      95744 | NS      | $6913674.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust Inc                                                                                 | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    5000000 | PA      | $5231550.00    | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                 | United Rentals Inc                                                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      22869 | NS      | $14440630.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocean Biomedical Inc                               | Ocean Biomedical Inc                                                                                        | CUSIP: 67644C112<br>LEI: N/A                  | N/A              | DE               |  | US        |      62500 | NS      | $162.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                        | NewHold Investment Corp III                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     300000 | NS      | $3024000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Electriq Power Holdings Inc                        | Electriq Power Holdings Inc                                                                                 | CUSIP: 285046116<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $600.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LI AUTO INC                                        | Li Auto Inc                                                                                                 | CUSIP: 50202MAB8<br>LEI: 2549003R73Q70J5H4I65 | Long             | DBT              | CORP              | KY        |   15000000 | PA      | $17197800.00   | 0.11%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp               | International Business Machines Corp                                                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     119870 | NS      | $28986963.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                                            | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    9082000 | PA      | $12148900.58   | 0.08%             | 2029-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| VAIL RESORTS INC                                   | Vail Resorts Inc                                                                                            | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    4642000 | PA      | $4466950.18    | 0.03%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                           | National Rural Utilities Cooperative Finance Corp                                                           | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5023400.00    | 0.03%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pentair PLC                                        | Pentair PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     169686 | NS      | $15395610.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA MIRATI THERAPEU                             | CONTRA MIRATI THERAPEU                                                                                      | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | N/A              | DE               |  | US        |     277808 | NS      | $277808.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                             | Guidewire Software Inc                                                                                      | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16590600.00   | 0.11%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| PINNACLE WEST CAPITAL                              | Pinnacle West Capital Corp                                                                                  | CUSIP: 723484AJ0<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11321500.00   | 0.07%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Andretti Acquisition Corp II                       | Andretti Acquisition Corp II                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     825000 | NS      | $8448000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                 | Valero Energy Corp                                                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      69603 | NS      | $8080212.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                      | Amphenol Corp                                                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     306608 | NS      | $23593485.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                   | Wells Fargo & Co                                                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     939679 | NS      | $66726605.79   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                | Northern Trust Corp                                                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      79109 | NS      | $7434663.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                            | Marathon Petroleum Corp                                                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     154548 | NS      | $21236440.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                    | CMS Energy Corp                                                                                             | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   10040000 | PA      | $11123918.40   | 0.07%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| GigCapital7 Corp                                   | GigCapital7 Corp                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     925000 | NS      | $9472000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RMG Acquisition Corp III                           | RMG Acquisition Corp III                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      40000 | NS      | $100.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                             | Alarm.com Holdings Inc                                                                                      | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |    -101700 | NS      | $-5451120.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Haymaker Acquisition Corp 4                        | Haymaker Acquisition Corp 4                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1106000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                 | NextEra Energy Inc                                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     295252 | NS      | $19746453.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau Ltd                                     | Wynn Macau Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Short            | EC               | CORP              | KY        |   -1580000 | NS      | $-1057326.32   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                            | UDR Inc                                                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     146244 | NS      | $6124698.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LINK CB LTD                                        | Link CB Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549000YKZX6JKWL1X31 | Long             | DBT              |  | VG        |   75000000 | PA      | $9698379.24    | 0.06%             | 2027-12-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                           | BMVH4C3 KYORITSU MAINTENANCE C                                                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |          5 | NC      | $105872.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                                            | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   20000000 | PA      | $32639000.00   | 0.21%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                           | Super Micro Computer Inc                                                                                    | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23030750.00   | 0.15%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                  | General Mills Inc                                                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     163418 | NS      | $9272337.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                      | DR Horton Inc                                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     160188 | NS      | $20238151.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                        | Paychex Inc                                                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      93588 | NS      | $13768666.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Enhancement Technologies Holdco Inc           | Rain Enhancement Technologies Holdco Inc                                                                    | CUSIP: 75080J111<br>LEI: N/A                  | N/A              | DE               |  | US        |     166666 | NS      | $28383.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                           | Nova Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Short            | EC               | CORP              | IL        |    -134048 | NS      | $-26301558.08  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                           | iRhythm Technologies Inc                                                                                    | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Short            | EC               | CORP              | US        |     -22800 | NS      | $-2437092.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Global Acquisition I Corp                   | Target Global Acquisition I Corp                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     333333 | NS      | $7099.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                    | Schlumberger NV                                                                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     228072 | NS      | $7583394.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                           | Jazz Pharmaceuticals PLC                                                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |     -67692 | NS      | $-7917256.32   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Abpro Holdings Inc                                 | Abpro Holdings Inc                                                                                          | CUSIP: 000847111<br>LEI: N/A                  | N/A              | DE               |  | US        |     625000 | NS      | $11937.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                         | AbbVie Inc                                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     322491 | NS      | $62917994.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectaire Holdings Inc                             | Spectaire Holdings Inc                                                                                      | CUSIP: 84753T117<br>LEI: N/A                  | N/A              | DE               |  | US        |     192245 | NS      | $826.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                                                    | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3820808.00    | 0.02%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kyoritsu Maintenance Co Ltd                        | Kyoritsu Maintenance Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Short            | EC               | CORP              | JP        |    -977400 | NS      | $-20637645.82  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                                 | Teladoc Health Inc                                                                                          | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   16250000 | PA      | $14801150.00   | 0.09%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Vertex Inc                                         | Vertex Inc                                                                                                  | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |    -105900 | NS      | $-4239177.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                        | American Water Works Co Inc                                                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |     -84260 | NS      | $-12387062.60  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Keen Vision Acquisition Corp                       | Keen Vision Acquisition Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     100000 | NS      | $5510.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                             | Palo Alto Networks Inc                                                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |   -1841624 | NS      | $-344254774.32 | -2.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                        | Workiva Inc                                                                                                 | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               | CORP              | US        |    -103100 | NS      | $-7760337.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                        | CONMED Corp                                                                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |     -22956 | NS      | $-1127369.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                             | Jazz Investments I Ltd                                                                                      | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   15000000 | PA      | $15474600.00   | 0.10%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc                      | CSG Systems International Inc                                                                               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |     -78439 | NS      | $-4716537.07   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                     | Air Products and Chemicals Inc                                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      59455 | NS      | $16117655.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                      | Middleby Corp/The                                                                                           | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |   16467000 | PA      | $18171663.84   | 0.12%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GROUPON INC                                        | Groupon Inc                                                                                                 | CUSIP: 399473AH0<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6834685.00    | 0.04%             | 2027-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                           | Etsy Inc                                                                                                    | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $28897800.00   | 0.18%             | 2026-10-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NIO INC                                            | NIO Inc                                                                                                     | CUSIP: 62914VAJ5<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |   25000000 | PA      | $18944250.00   | 0.12%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                          | PG&E Corp                                                                                                   | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   12752000 | PA      | $13286563.84   | 0.08%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                       | KKR & Co Inc                                                                                                | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    1000000 | NS      | $47930000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                           | Snap Inc                                                                                                    | CUSIP: 83304AAJ5<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    8952000 | PA      | $7327659.60    | 0.05%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Ares Management Corp                               | Ares Management Corp                                                                                        | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |    -245200 | NS      | $-37400356.00  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                       | Comcast Corp                                                                                                | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3257000 | PA      | $3245763.35    | 0.02%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| BENTLEY SYSTEMS INC                                | Bentley Systems Inc                                                                                         | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   16398000 | PA      | $16032160.62   | 0.10%             | 2026-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                              | ON Semiconductor Corp                                                                                       | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26712500.00   | 0.17%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                       | Thermo Fisher Scientific Inc                                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      87699 | NS      | $37622871.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Lng Holdings Ltd                             | Crown Lng Holdings Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | JE        |      25000 | NS      | $1075.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                              | Costco Wholesale Corp                                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      59336 | NS      | $59009652.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Engene Holdings Inc                                | Engene Holdings Inc                                                                                         | CUSIP: 29286M113<br>LEI: N/A                  | N/A              | DE               |  | CA        |     150000 | NS      | $115500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings Inc                       | Spectrum Brands Holdings Inc                                                                                | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |     -15000 | NS      | $-946500.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                  | MP Materials Corp                                                                                           | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Short            | EC               | CORP              | US        |    -367743 | NS      | $-8994993.78   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                              | Uber Technologies Inc                                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     473025 | NS      | $38319755.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                       | Teradyne Inc                                                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     102062 | NS      | $7574021.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                 | Unity Software Inc                                                                                          | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |     -36000 | NS      | $-758520.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| QT Imaging Holdings Inc                            | QT Imaging Holdings Inc                                                                                     | CUSIP: 746962117<br>LEI: 549300EQ1NNV387FGF92 | N/A              | DE               |  | US        |     425000 | NS      | $4930.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                         | JD.com Inc                                                                                                  | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |    -235000 | NS      | $-7665700.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                        | Daiwa House Industry Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Short            | EC               | CORP              | JP        |    -179500 | NS      | $-6471691.85   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                           | Granite Construction Inc                                                                                    | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Short            | EC               | CORP              | US        |    -133056 | NS      | $-10816122.24  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                | Cognizant Technology Solutions Corp                                                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     129673 | NS      | $9540042.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Digital Acquisition Corp                   | Compass Digital Acquisition Corp                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     166666 | NS      | $16.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                         | Masco Corp                                                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     149323 | NS      | $9050467.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                      | Snowflake Inc                                                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |    -295060 | NS      | $-47059119.40  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | BP5WVV3 JFE HOLDINGS                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        130 | NC      | $909907.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                        | Wayfair Inc                                                                                                 | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   25555000 | PA      | $23916157.85   | 0.15%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                              | ON Semiconductor Corp                                                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |    -380700 | NS      | $-15113790.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                           | eBay Inc                                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     150215 | NS      | $10238654.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DP Cap Acquisition Corp I                          | DP Cap Acquisition Corp I                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     750000 | NS      | $18750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                  | EOG Resources Inc                                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      73884 | NS      | $8151621.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                              | 3M Co                                                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      74485 | NS      | $10346711.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                                                 | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $51489500.00   | 0.33%             | 2026-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp                                   | Duke Energy Corp                                                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |    -133500 | NS      | $-16289670.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp                           | Cartica Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     134701 | NS      | $33001.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iris Acquisition Corp                              | Iris Acquisition Corp                                                                                       | CUSIP: 89601Y119<br>LEI: N/A                  | N/A              | DE               |  | US        |       6250 | NS      | $625.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifezone Metals Ltd                                | Lifezone Metals Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IM        |     500000 | NS      | $106500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER JPY                     | GOLDMAN SACHS PRIME BROKER JPY                                                                              | CUSIP: 927HZJ905<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        | 1237522217 | NS      | $8655212.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                           | NIKE Inc                                                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     270288 | NS      | $15244243.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                           | Agilent Technologies Inc                                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     170212 | NS      | $18314811.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ai Transportation Acquisition Corp                 | Ai Transportation Acquisition Corp                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       9673 | NS      | $1450.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Inc                                     | DraftKings Inc                                                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |    -157300 | NS      | $-5236517.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                                         | Rapid7 Inc                                                                                                  | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8711025.00    | 0.06%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                       | State Street Navigator Securities Lending Government Money Market Portfolio                                 | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  692816793 | NS      | $692816793.25  | 4.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                          | Halozyme Therapeutics Inc                                                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |    -460224 | NS      | $-28266958.08  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                   | InterDigital Inc                                                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -129041 | NS      | $-25937241.00  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                              | Micron Technology Inc                                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     302881 | NS      | $23306692.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                               | Regency Centers Corp                                                                                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      94000 | NS      | $6784920.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                        | Shopify Inc                                                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |     -15000 | NS      | $-1425000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                               | Williams Cos Inc/The                                                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     258002 | NS      | $15111177.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectral AI Inc                                    | Spectral AI Inc                                                                                             | CUSIP: 84757T113<br>LEI: N/A                  | N/A              | DE               |  | US        |      81526 | NS      | $29186.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAMF HOLDING CORP                                  | Jamf Holding Corp                                                                                           | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14082300.00   | 0.09%             | 2026-09-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| byNordic Acquisition Corp                          | byNordic Acquisition Corp                                                                                   | CUSIP: 124420118<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $3200.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                            | Box Inc                                                                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |    -512321 | NS      | $-15994661.62  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                       | Innoviva Inc                                                                                                | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |    -220900 | NS      | $-4128621.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                      | Citigroup Inc                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     280417 | NS      | $19174914.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                                 | Enphase Energy Inc                                                                                          | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19041000.00   | 0.12%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                          | Chubb Ltd                                                                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     114239 | NS      | $32681493.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                           | Tandem Diabetes Care Inc                                                                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |    -188298 | NS      | $-3172821.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                              | Alphatec Holdings Inc                                                                                       | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Short            | EC               | CORP              | US        |     -62600 | NS      | $-687348.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                          | Amcor PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    3987500 | NS      | $36685000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                      | GameStop Corp                                                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |   -1200000 | NS      | $-33432000.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| FST Corp                                           | FST Corp                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $25.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                           | BMWGFN7 KOBE STEEL LTD                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $540635.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                          | Caesars Entertainment Inc                                                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     188200 | NS      | $5092692.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Global Management Inc                       | Apollo Global Management Inc                                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |    -429130 | NS      | $-58567662.40  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                               | Lockheed Martin Corp                                                                                        | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2506875.00    | 0.02%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Middleby Corp/The                                  | Middleby Corp/The                                                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Short            | EC               | CORP              | US        |     -95700 | NS      | $-12761595.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                              | General Dynamics Corp                                                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      44319 | NS      | $12060086.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aetherium Acquisition Corp                         | Aetherium Acquisition Corp                                                                                  | CUSIP: 00809J119<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $50.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                     | JBT Marel Corp                                                                                              | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19697000.00   | 0.13%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                    | Xcel Energy Inc                                                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     159163 | NS      | $11252824.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                          | Amcor PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Short            | EC               | CORP              | JE        |   -3200000 | NS      | $-29440000.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       2500 | NC      | $5475000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                             | PDD HOLDINGS INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |        780 | NC      | $440700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp II                           | Ross Acquisition Corp II                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     133333 | NS      | $12026.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                 | NextEra Energy Inc                                                                                          | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     500000 | NS      | $21210000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Everest Consolidator Acquisition Corp              | Everest Consolidator Acquisition Corp                                                                       | CUSIP: 29978K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1250000 | NS      | $14462500.00   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| Allegion plc                                       | Allegion plc                                                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      52290 | NS      | $7278768.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FARFETCH LTD                                       | Farfetch Ltd                                                                                                | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |   18500000 | PA      | $387020.00     | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                       | Comcast Corp                                                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     825193 | NS      | $28221600.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP FINANCECO 3                            | Match Group Financeco 3 Inc                                                                                 | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13142100.00   | 0.08%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                             | Guidewire Software Inc                                                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |     -38864 | NS      | $-7958181.28   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Technology inc                               | Lotus Technology inc                                                                                        | CUSIP: 54572F119<br>LEI: 984500BB84E413EA3D69 | N/A              | DE               |  | KY        |      33333 | NS      | $3799.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                             | MICROSTRATEGY INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -350 | NC      | $-3843875.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                 | PPG Industries Inc                                                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      73008 | NS      | $7947650.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                        | Long: 478773760 TRS USD R V 01MSOFR REC VAR SOFR-75 BPS / Short: 478773760 TRS USD P E 478773760 PAY EQUITY | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |   17490000 | OU      | $-801625.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVVSTREAM CORP                                    | DEVVSTREAM CORP                                                                                             | CUSIP: 251936118<br>LEI: N/A                  | N/A              | DE               |  | CA        |     525800 | NS      | $52.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                                        | Nutanix Inc                                                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |    -188321 | NS      | $-12937652.70  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                              | Lumentum Holdings Inc                                                                                       | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $11504750.00   | 0.07%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GigCapital7 Corp                                   | GigCapital7 Corp                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     925000 | NS      | $64333.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                           | Fox Corp                                                                                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     149159 | NS      | $7426626.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LanzaTech Global Inc                               | LanzaTech Global Inc                                                                                        | CUSIP: 51655R119<br>LEI: N/A                  | N/A              | DE               |  | US        |     300000 | NS      | $9300.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd            | Ping An Insurance Group Co of China Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Short            | EC               | CORP              | CN        |   -1196000 | NS      | $-7186239.62   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Oak Woods Acquisition Corp                         | Oak Woods Acquisition Corp                                                                                  | CUSIP: 67190B104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      55000 | NS      | $649825.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                        | Exelon Corp                                                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     339785 | NS      | $15935916.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | BN7RQ62 RELO GROUP INC                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $596041.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                | Spectrum Brands Inc                                                                                         | CUSIP: 84762LAY1<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6530510.00    | 0.04%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Evolent Health Inc                                 | Evolent Health Inc                                                                                          | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |     -92000 | NS      | $-907120.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SMX Security Matters PLC                           | SMX Security Matters PLC                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |     100000 | NS      | $2860.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energem Corp                                       | Energem Corp                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     125000 | NS      | $12.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaws Mustang Acquisition Corp                      | Jaws Mustang Acquisition Corp                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      43750 | NS      | $1312.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                      | Medtronic PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     269078 | NS      | $22807051.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                    | Shake Shack Inc                                                                                             | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |     -23700 | NS      | $-2079438.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vast Renewables Ltd                                | Vast Renewables Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | AU        |     200000 | NS      | $6850.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                | Paycom Software Inc                                                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      37347 | NS      | $8454987.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Corteva Inc                                        | Corteva Inc                                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     168968 | NS      | $10474326.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                         | Advanced Micro Devices Inc                                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     354168 | NS      | $34478254.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                      | Snowflake Inc                                                                                               | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $48997600.00   | 0.31%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                       | Huntington Bancshares Inc/OH                                                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     420818 | NS      | $6114485.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP                            | Digital Realty Trust LP                                                                                     | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   11254000 | PA      | $11718677.66   | 0.07%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Enphase Energy Inc                                 | Enphase Energy Inc                                                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      27096 | NS      | $1208210.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                        | PepsiCo Inc                                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     197694 | NS      | $26803352.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                                                      | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5017900.00    | 0.03%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| JD.COM INC                                         | JD.com Inc                                                                                                  | CUSIP: 47215PAH9<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |   20000000 | PA      | $21007600.00   | 0.13%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| PG&E Corp                                          | PG&E Corp                                                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |   -1223500 | NS      | $-20212220.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                              | Texas Instruments Inc                                                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     116774 | NS      | $18689678.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                      | CME Group Inc                                                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      39928 | NS      | $11063250.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                           | Super Micro Computer Inc                                                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      79222 | NS      | $2524012.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RHEINMETALL AG                                     | Rheinmetall AG                                                                                              | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | DBT              | CORP              | DE        |   20000000 | PA      | $109583575.48  | 0.70%             | 2030-02-07      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Akamai Technologies Inc                            | Akamai Technologies Inc                                                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |    -296322 | NS      | $-23877626.76  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                | PayPal Holdings Inc                                                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     134861 | NS      | $8879248.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                       | Centene Corp                                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     117062 | NS      | $7006160.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                       | Alphabet Inc                                                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     925796 | NS      | $147016404.80  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                                 | Enphase Energy Inc                                                                                          | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13431520.00   | 0.09%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Snap Inc                                           | Snap Inc                                                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |    -146846 | NS      | $-1168894.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OCADO GROUP PLC                                    | Ocado Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $12021627.07   | 0.08%             | 2027-01-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                           | Estee Lauder Cos Inc/The                                                                                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      56848 | NS      | $3408606.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                        | Phillips 66                                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      71944 | NS      | $7486492.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                         | Insmed Inc                                                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |    -281574 | NS      | $-20273328.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       9000 | NC      | $71955000.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                       | Prologis Inc                                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     199690 | NS      | $20408318.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| XIAOMI BEST TIME INTL                              | Xiaomi Best Time International Ltd                                                                          | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |   15000000 | PA      | $21403200.00   | 0.14%             | 2027-12-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                       | Synopsys Inc                                                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |     -18800 | NS      | $-8629388.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                           | Visa Inc                                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     361954 | NS      | $125055107.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                    | Southern Co/The                                                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     198852 | NS      | $18272510.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-864676.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                         | Zoetis Inc                                                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     121123 | NS      | $18943637.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                             | Progress Software Corp                                                                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |    -219700 | NS      | $-13173212.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ECARX Holdings Inc                                 | ECARX Holdings Inc                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      25000 | NS      | $1252.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zooz Power Ltd                                     | Zooz Power Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |     250000 | NS      | $18750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allurion Technologies Inc                          | Allurion Technologies Inc                                                                                   | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               |  | US        |      22968 | NS      | $744.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                             | Boston Scientific Corp                                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     579412 | NS      | $59604112.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                         | Zimmer Biomet Holdings Inc                                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      47324 | NS      | $4876738.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                              | Spotify Technology SA                                                                                       | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |    -101000 | NS      | $-62011980.00  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                                             | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4876900.00    | 0.03%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                               | Western Digital Corp                                                                                        | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $61124400.00   | 0.39%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                      | Snowflake Inc                                                                                               | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $34182500.00   | 0.22%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                          | Archer-Daniels-Midland Co                                                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     150779 | NS      | $7199697.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                              | Envista Holdings Corp                                                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |     -49406 | NS      | $-794448.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                  | Lam Research Corp                                                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     186730 | NS      | $13382939.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                              | NXP Semiconductors NV                                                                                       | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      71027 | NS      | $13090986.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                         | Biogen Inc                                                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      36970 | NS      | $4476327.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer Park Opportunities Corp                     | Mercer Park Opportunities Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     850000 | NS      | $85000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                         | Vishay Intertechnology Inc                                                                                  | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |    -156646 | NS      | $-2034831.54   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                         | Fiserv Inc                                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     117797 | NS      | $21741792.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                               | Edison International                                                                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      85873 | NS      | $4595064.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                            | Procter & Gamble Co/The                                                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     347814 | NS      | $56544121.98   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                        | Live Oak Acquisition Corp V                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     600000 | NS      | $6108000.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                     | Wynn Macau Ltd                                                                                              | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    7029000 | PA      | $6876611.28    | 0.04%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Four Leaf Acquisition Corp                         | Four Leaf Acquisition Corp                                                                                  | CUSIP: 35088F115<br>LEI: N/A                  | N/A              | DE               |  | US        |      60000 | NS      | $2589.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -9000 | NC      | $-234000000.00 | -1.49%            |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                         | Evergy Inc                                                                                                  | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $47340000.00   | 0.30%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                  | Omnicom Group Inc                                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |    -384200 | NS      | $-29260672.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| PDD HOLDINGS INC                                   | PDD Holdings Inc                                                                                            | CUSIP: 722304AC6<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |   15000000 | PA      | $14563500.00   | 0.09%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                              | Alibaba Group Holding Ltd                                                                                   | CUSIP: 01609WBF8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |  175000000 | PA      | $230214250.00  | 1.47%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                               | Generac Holdings Inc                                                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      54997 | NS      | $6290556.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                       | Freshpet Inc                                                                                                | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |     -96089 | NS      | $-7066385.06   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                  | State Street Corp                                                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      74715 | NS      | $6582391.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                                  | MARA Holdings Inc                                                                                           | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $13393450.00   | 0.09%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                               | Lockheed Martin Corp                                                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      36234 | NS      | $17310793.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER                         | GOLDMAN SACHS PRIME BROKER                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | CH        |     -18707 | NS      | $-22665.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Perception Capital Corp IV                         | Perception Capital Corp IV                                                                                  | CUSIP: 000000000<br>LEI: 549300OIPQ0V26BHLX71 | N/A              | DE               |  | KY        |     686522 | NS      | $13730.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                | Shift4 Payments Inc                                                                                         | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $8544750.00    | 0.05%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| African Agriculture Holdings Inc                   | African Agriculture Holdings Inc                                                                            | CUSIP: 00792J118<br>LEI: N/A                  | N/A              | DE               |  | US        |      83333 | NS      | $8.33          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                           | Take-Two Interactive Software Inc                                                                           | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5016400.00    | 0.03%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP                                     | Albemarle Corp                                                                                              | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     600000 | NS      | $18378000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                           | Lyft Inc                                                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |    -165406 | NS      | $-2051034.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                           | Snap Inc                                                                                                    | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   35897000 | PA      | $32200685.91   | 0.20%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                     | Lowe's Cos Inc                                                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     161330 | NS      | $36066934.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                         | Stride Inc                                                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Short            | EC               | CORP              | US        |    -482355 | NS      | $-68614998.75  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                     | Ziff Davis Inc                                                                                              | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18863200.00   | 0.12%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                               | Western Digital Corp                                                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |    -875613 | NS      | $-38404386.18  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Patria Latin American Opportunity Acquisition Corp | Patria Latin American Opportunity Acquisition Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     150000 | NS      | $5655.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPHASTAR PHARMACEUTICAL                           | Amphastar Pharmaceuticals Inc                                                                               | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8659000.00    | 0.06%             | 2029-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                         | Rapid7 Inc                                                                                                  | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8553000.00    | 0.05%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp                                     | ChampionX Corp                                                                                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     710103 | NS      | $17134785.39   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                          | Block Inc                                                                                                   | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17756000.00   | 0.11%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| ALKAMI TECHNOLOGY INC                              | Alkami Technology Inc                                                                                       | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6544380.00    | 0.04%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                     | Ziff Davis Inc                                                                                              | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |     -24929 | NS      | $-736153.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                        | Workday Inc                                                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      37930 | NS      | $9292850.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quetta Acquisition Corp                            | Quetta Acquisition Corp                                                                                     | CUSIP: 74841A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14770 | NS      | $158629.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                | Alarm.com Holdings Inc                                                                                      | CUSIP: 011642AC9<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19197000.00   | 0.12%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                           | Live Nation Entertainment Inc                                                                               | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $21140100.00   | 0.13%             | 2029-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Federal Realty Investment Trust                    | Federal Realty Investment Trust                                                                             | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Short            | EC               |  | US        |     -28300 | NS      | $-2660766.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                             | Tyler Technologies Inc                                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      29431 | NS      | $15989862.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                              | Norfolk Southern Corp                                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      39774 | NS      | $8911364.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATION WORLDW                           | Marriott Vacations Worldwide Corp                                                                           | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9138700.00    | 0.06%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                           | Marriott Vacations Worldwide Corp                                                                           | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6697250.00    | 0.04%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                        | Xiaomi Corp                                                                                                 | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Short            | EC               | CORP              | KY        |   -2225000 | NS      | $-14330129.20  | -0.09%            |  |  |  | Yes           |                  1 | On Loan: No      |
| Southport Acquisition Corp                         | Southport Acquisition Corp                                                                                  | CUSIP: 84465L113<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $99950.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                     | Microsoft Corp                                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    1330030 | NS      | $525707657.80  | 3.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGANSTANLEY PRIMEBROKER SGD                      | MORGANSTANLEY PRIMEBROKER SGD                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | SG        |   16248380 | NS      | $12440379.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp                            | Siddhi Acquisition Corp                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     750000 | NS      | $7573275.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                | Alliant Energy Corp                                                                                         | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26296750.00   | 0.17%             | 2026-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                               | Chart Industries Inc                                                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Short            | EC               | CORP              | US        |    -132797 | NS      | $-17924939.06  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Pearl Holdings Acquisition Corp                    | Pearl Holdings Acquisition Corp                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $10050.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                              | Becton Dickinson & Co                                                                                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      61787 | NS      | $12795469.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                           | Rexford Industrial Realty LP                                                                                | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    7500000 | PA      | $7455825.00    | 0.05%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                                | American Tower Corp                                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      69869 | NS      | $15749171.29   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | BMV8136 CYBERAGENT                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $691272.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC                                         | Airbnb Inc                                                                                                  | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |  116893000 | PA      | $112029082.27  | 0.71%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                                               | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   20000000 | PA      | $31928600.00   | 0.20%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                    | Dollar Tree Inc                                                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      82620 | NS      | $6755837.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| IQVIA Holdings Inc                                 | IQVIA Holdings Inc                                                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      51266 | NS      | $7949818.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fold Holdings Inc                                  | Fold Holdings Inc                                                                                           | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               |  | US        |       8600 | NS      | $4411.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PORCH GROUP INC                                    | Porch Group Inc                                                                                             | CUSIP: 733245AA2<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4246850.00    | 0.03%             | 2026-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp                              | Integer Holdings Corp                                                                                       | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |     -52733 | NS      | $-6660705.23   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                              | Applied Materials Inc                                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     160656 | NS      | $24212465.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                             | Jazz Investments I Ltd                                                                                      | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   12500000 | PA      | $13588375.00   | 0.09%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Nomura International PLC                           | BYZPFZ7 EDION CORP 95.45                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $2783274.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                          | Occidental Petroleum Corp                                                                                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     158700 | NS      | $6254367.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TANDEM DIABETES CARE INC                           | TANDEM DIABETES CARE INC                                                                                    | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9155400.00    | 0.06%             | 2029-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BEYOND MEAT INC                                    | Beyond Meat Inc                                                                                             | CUSIP: 08862EAB5<br>LEI: 549300XQ946NCE51DR09 | Long             | DBT              | CORP              | US        |   36755000 | PA      | $3174529.35    | 0.02%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                          | Aptiv PLC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     142161 | NS      | $8111706.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                           | Toyota Motor Credit Corp                                                                                    | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4995800.00    | 0.03%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                            | Ping An Insurance Group Co of China Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |   10000000 | PA      | $12129200.00   | 0.08%             | 2029-07-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Options Clearing Corp.                             | SUPER MICRO COMPUTER INC                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -500 | NC      | $-27250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                               | Bridgebio Pharma Inc                                                                                        | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11975100.00   | 0.08%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Kellanova                                          | Kellanova                                                                                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     120449 | NS      | $9969563.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roadzen Inc                                        | Roadzen Inc                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     625000 | NS      | $36750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PagerDuty Inc                                      | PagerDuty Inc                                                                                               | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Short            | EC               | CORP              | US        |    -227709 | NS      | $-3531766.59   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                            | Sphere Entertainment Co                                                                                     | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $8348175.00    | 0.05%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Envoy Medical Inc                                  | Envoy Medical Inc                                                                                           | CUSIP: 29415V117<br>LEI: N/A                  | N/A              | DE               |  | US        |     100000 | NS      | $4140.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                       | Stryker Corp                                                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      43766 | NS      | $16364982.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                           | Microchip Technology Inc                                                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |    -766000 | NS      | $-35297280.00  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                         | Charter Communications Inc                                                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |      -3500 | NS      | $-1371510.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Baird Medical Investment Holdings Ltd              | Baird Medical Investment Holdings Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $42500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                | Alexandria Real Estate Equities Inc                                                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      50637 | NS      | $3679284.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                           | Constellation Brands Inc                                                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      74890 | NS      | $14044870.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                          | Itron Inc                                                                                                   | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $11384604.00   | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD GBP                                                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-581773.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                        | NVIDIA Corp                                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    4423834 | NS      | $481843999.28  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                     | JBT Marel Corp                                                                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |     -34800 | NS      | $-3663048.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                       | Chevron Corp                                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     384617 | NS      | $52330989.02   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                              | DigitalOcean Holdings Inc                                                                                   | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $46589500.00   | 0.30%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Johnson Controls International plc                 | Johnson Controls International plc                                                                          | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     173607 | NS      | $14565627.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                          | Adobe Inc                                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      77614 | NS      | $29103697.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                          | Itron Inc                                                                                                   | CUSIP: 465741AP1<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27303750.00   | 0.17%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Chain Bridge I                                     | Chain Bridge I                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     750000 | NS      | $1125.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                           | Merit Medical Systems Inc                                                                                   | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $12754500.00   | 0.08%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                               | Waste Management Inc                                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     112469 | NS      | $26245765.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TLGY Acquisition Corp                              | TLGY Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     328694 | NS      | $57521.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                       | Entergy Corp                                                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     159964 | NS      | $13304205.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                | Axon Enterprise Inc                                                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |    -106878 | NS      | $-65548277.40  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -5250 | NC      | $-103845000.00 | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                        | Datadog Inc                                                                                                 | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13522500.00   | 0.09%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Hubbell Inc                                        | Hubbell Inc                                                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       8617 | NS      | $3129522.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                                     | WisdomTree Inc                                                                                              | CUSIP: 97717PAG9<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3991120.00    | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                       | Alphabet Inc                                                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     961458 | NS      | $154688977.62  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Acquisition Corp 1 Ltd                      | Cactus Acquisition Corp 1 Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     375000 | NS      | $7500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                    | Cigna Group/The                                                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      49815 | NS      | $16939092.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MKDWELL Tech Inc                                   | MKDWELL Tech Inc                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      23333 | NS      | $6533.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marblegate Capital Corp                            | Marblegate Capital Corp                                                                                     | CUSIP: 56608R116<br>LEI: N/A                  | N/A              | DE               |  | US        |     228160 | NS      | $11864.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                      | Wolfspeed Inc                                                                                               | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $5811000.00    | 0.04%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN PRIME BROKER GBP                       | J.P. MORGAN PRIME BROKER GBP                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |    1281783 | NS      | $1708233.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                                              | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4996950.00    | 0.03%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                             | SPDR S&P 500 ETF Trust                                                                                      | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |     876224 | NS      | $485901256.96  | 3.09%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corp                                      | M&T Bank Corp                                                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      49389 | NS      | $8384276.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                           | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                   | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1355710.50    | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zalatoris II Acquisition Corp                      | Zalatoris II Acquisition Corp                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     266666 | NS      | $10613.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                            | O'Reilly Automotive Inc                                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      16103 | NS      | $22788965.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                                                         | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $44814400.00   | 0.29%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                | Xerox Holdings Corp                                                                                         | CUSIP: 98421MAE6<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $7217700.00    | 0.05%             | 2030-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                | Shift4 Payments Inc                                                                                         | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13967000 | PA      | $14278324.43   | 0.09%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp                                                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     220049 | NS      | $14679468.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                   | Crown Castle Inc                                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     134454 | NS      | $14219855.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                         | Dexcom Inc                                                                                                  | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27176100.00   | 0.17%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                              | DuPont de Nemours Inc                                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     152155 | NS      | $10040708.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1250 | NC      | $-60850000.00  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                           | iRhythm Technologies Inc                                                                                    | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5260550.00    | 0.03%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                 | NextEra Energy Inc                                                                                          | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     300000 | NS      | $11550000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Walt Disney Co/The                                 | Walt Disney Co/The                                                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     372562 | NS      | $33884513.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Next.e.GO NV                                       | Next.e.GO NV                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      26250 | NS      | $2.63          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Inc                                    | Match Group Inc                                                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |     -69347 | NS      | $-2056832.02   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                          | Linde PLC                                                                                                   | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     129887 | NS      | $58868685.01   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | BMV8136 CYBERAGENT                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         90 | NC      | $1288595.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONMED CORP                                        | CONMED Corp                                                                                                 | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $25492500.00   | 0.16%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                        | Southern Co/The                                                                                             | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5010250.00    | 0.03%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Quanta Services Inc                                | Quanta Services Inc                                                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      61639 | NS      | $18041118.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                        | Target Corp                                                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     100041 | NS      | $9673964.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Volato Group Inc                                   | Volato Group Inc                                                                                            | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $18000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                        | Gartner Inc                                                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      43790 | NS      | $18439093.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                           | Marsh & McLennan Cos Inc                                                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     137018 | NS      | $30893448.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                        | Walmart Inc                                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     986901 | NS      | $95976122.25   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1343160.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TNL Mediagene                                      | TNL Mediagene                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     625000 | NS      | $6250.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Co.                                 | PURCHASED USD / SOLD SGD                                                                                    | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | N/A              | DFE              |  | US        |          1 | NC      | $-3408.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC                                           | Snap Inc                                                                                                    | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $33966800.00   | 0.22%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                                                | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   40000000 | PA      | $37767600.00   | 0.24%             | 2027-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                           | Cheesecake Factory Inc/The                                                                                  | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7846800.00    | 0.05%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                           | BNKHPD9 ASAHI REFINING                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |        100 | NC      | $10.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                   | Coca-Cola Co/The                                                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     642928 | NS      | $46644426.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                           | Broadridge Financial Solutions Inc                                                                          | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3453660.00    | 0.02%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                       | Freshpet Inc                                                                                                | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $10546880.00   | 0.07%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Inc                                  | MicroStrategy Inc                                                                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |    -638710 | NS      | $-242780058.10 | -1.55%            |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                               | Ares Management Corp                                                                                        | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     975000 | NS      | $48135750.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridger Aerospace Group Holdings Inc               | Bridger Aerospace Group Holdings Inc                                                                        | CUSIP: 96812F110<br>LEI: N/A                  | N/A              | DE               |  | US        |      25000 | NS      | $1407.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haymaker Acquisition Corp 4                        | Haymaker Acquisition Corp 4                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      50000 | NS      | $10132.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                              | Envista Holdings Corp                                                                                       | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8178570.00    | 0.05%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage                                                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      33243 | NS      | $9987194.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LTD                                 | Trip.com Group Ltd                                                                                          | CUSIP: 89677QAA5<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   25000000 | PA      | $28281500.00   | 0.18%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Alchemy Investments Acquisition Corp 1             | Alchemy Investments Acquisition Corp 1                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      25000 | NS      | $4470.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DigiAsia Corp                                      | DigiAsia Corp                                                                                               | CUSIP: 000000000<br>LEI: 5493000AJ4C5DLO2PK42 | N/A              | DE               |  | KY        |     250000 | NS      | $6325.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3018030.00    | 0.02%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       1000 | NC      | $5425000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLIDION TECHNOLOGY INC                            | SOLIDION TECHNOLOGY INC                                                                                     | CUSIP: 834212110<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $22500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                           | Apollo Global Management Inc                                                                                | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     849428 | NS      | $61260747.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL HOLDINGS INC                                  | BILL Holdings Inc                                                                                           | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $14825825.00   | 0.09%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rigel Resource Acquisition Corp                    | Rigel Resource Acquisition Corp                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |    1000000 | NS      | $1000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELIVERY HERO AG                                   | Delivery Hero SE                                                                                            | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |   15000000 | PA      | $15307585.91   | 0.10%             | 2028-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                 | Long: 479093682 TRS USD R V 01MSOFR SOFRRATE REC VAR / Short: 479093682 TRS USD P E 479093682 PAY EQUITY    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    1013434 | OU      | $-82996.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                         | PACCAR Inc                                                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     157481 | NS      | $14206361.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                   | Exxon Mobil Corp                                                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     782667 | NS      | $82673115.21   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                               | Bridgebio Pharma Inc                                                                                        | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9160700.00    | 0.06%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INSMED INC                                         | Insmed Inc                                                                                                  | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $20269710.00   | 0.13%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                    | TripAdvisor Inc                                                                                             | CUSIP: 896945AD4<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14374950.00   | 0.09%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                                                  | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5024400.00    | 0.03%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: —       |
| Constellation Acquisition Corp I                   | Constellation Acquisition Corp I                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       6666 | NS      | $108.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                     | Cloudflare Inc                                                                                              | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $50982500.00   | 0.32%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Black Hawk Acquisition Corp                        | Black Hawk Acquisition Corp                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       4918 | NS      | $7868.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Woods Acquisition Corp                         | Oak Woods Acquisition Corp                                                                                  | CUSIP: 67190B112<br>LEI: N/A                  | N/A              | DE               |  | KY        |      55000 | NS      | $1757.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITHIUM ARGENTINA AG                               | Lithium Argentina AG                                                                                        | CUSIP: 53680QAA6<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | DBT              | CORP              | CH        |    3124000 | PA      | $2549371.44    | 0.02%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                               | Mercedes-Benz Finance North America LLC                                                                     | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3011460.00    | 0.02%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Itron Inc                                          | Itron Inc                                                                                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |    -178565 | NS      | $-19872498.85  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN GALACTIC HOLDINGS                           | Virgin Galactic Holdings Inc                                                                                | CUSIP: 92766KAA4<br>LEI: 549300C631IMXCSMN048 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $4617000.00    | 0.03%             | 2027-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co/The                                                                                               | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    1000000 | NS      | $61380000.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| WEC ENERGY GROUP INC                               | WEC Energy Group Inc                                                                                        | CUSIP: 92939UAQ9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $48052400.00   | 0.31%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Guess? Inc                                         | Guess? Inc                                                                                                  | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Short            | EC               | CORP              | US        |    -170736 | NS      | $-1920780.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LIVONGO HEALTH                                     | Livongo Health Inc                                                                                          | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $7201062.50    | 0.05%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                   | Ventas Realty LP                                                                                            | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   15000000 | PA      | $19757850.00   | 0.13%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                   | FirstEnergy Corp                                                                                            | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31103400.00   | 0.20%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                             | Darden Restaurants Inc                                                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      52730 | NS      | $10579747.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                     | WisdomTree Inc                                                                                              | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |    -188024 | NS      | $-1635808.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                          | Five9 Inc                                                                                                   | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   41995000 | PA      | $35796538.00   | 0.23%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                          | Palantir Technologies Inc                                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     400619 | NS      | $47449314.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer Park Opportunities Corp                     | Mercer Park Opportunities Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     850000 | NS      | $4250.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INFRONEER Holdings Inc                             | INFRONEER Holdings Inc                                                                                      | CUSIP: 000000000<br>LEI: 353800G6TWA2W0MY9K16 | Short            | EC               | CORP              | JP        |    -544500 | NS      | $-4649842.64   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Alchemy Investments Acquisition Corp 1             | Alchemy Investments Acquisition Corp 1                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      50000 | NS      | $587500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MKDWELL Tech Inc                                   | MKDWELL Tech Inc                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     140000 | NS      | $1673.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                            | Consolidated Edison Inc                                                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     109381 | NS      | $12332707.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iLearningEngines Holdings Inc                      | iLearningEngines Holdings Inc                                                                               | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               |  | US        |      50000 | NS      | $5.00          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer Park Opportunities Corp                     | Mercer Park Opportunities Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     850000 | NS      | $8606250.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                           | BMF7KD2 IBIDEN CO LTD                                                                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $741930.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                   | Lenovo Group Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Short            | EC               | CORP              | HK        |   -4183000 | NS      | $-4848776.37   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES G                           | Air Transport Services Group Inc                                                                            | CUSIP: 00922RAD7<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4995150.00    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                        | Crown PropTech Acquisitions                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     133333 | NS      | $13.33         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitcoin Depot Inc                                  | Bitcoin Depot Inc                                                                                           | CUSIP: 09174P113<br>LEI: N/A                  | N/A              | DE               |  | US        |    1000000 | NS      | $49100.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                              | Lumentum Holdings Inc                                                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |    -175153 | NS      | $-10341033.12  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTL INC                            | Sunnova Energy International Inc                                                                            | CUSIP: 86745KAH7<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $362800.00     | 0.00%             | 2028-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd                                     | Kobe Steel Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Short            | EC               | CORP              | JP        |    -149000 | NS      | $-1739271.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | BNTJ0P3 SEINO HOLDINGS 97.3067                                                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        160 | NC      | $2158911.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellar V Capital Corp                             | Stellar V Capital Corp                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     600000 | NS      | $6204000.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OKTA INC                                           | Okta Inc                                                                                                    | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   22500000 | PA      | $22101075.00   | 0.14%             | 2025-09-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                    | TJX Cos Inc/The                                                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     250238 | NS      | $32200625.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMILUX INTL LTD.                                  | SEMILUX INTL LTD.                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     350000 | NS      | $35.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                           | UGI Corp                                                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Short            | EC               | CORP              | US        |    -501200 | NS      | $-16434348.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                              | Monster Beverage Corp                                                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     186564 | NS      | $11216227.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN PRIME BROKER CHF                         | JP MORGAN PRIME BROKER CHF                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | CH        |    9357030 | NS      | $11337044.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RHEINMETALL AG                                     | Rheinmetall AG                                                                                              | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | DBT              | CORP              | DE        |   20000000 | PA      | $108960960.84  | 0.69%             | 2028-02-07      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                             | Berkshire Hathaway Inc                                                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     267494 | NS      | $142641175.50  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Energy Transition Corp II                   | Nabors Energy Transition Corp II                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1101000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GCT Semiconductor Holding Inc                      | GCT Semiconductor Holding Inc                                                                               | CUSIP: 36170N115<br>LEI: N/A                  | N/A              | DE               |  | US        |     225000 | NS      | $14647.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                 | Ford Motor Co                                                                                               | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12290250.00   | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Nomura International PLC                           | PARK24 COMPANY                                                                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $647181.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                           | BMVH4C3 KYORITSU MAINTENANCE C                                                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $2176481.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                  | MicroStrategy Inc                                                                                           | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   48000000 | PA      | $125723040.00  | 0.80%             | 2030-03-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GUESS INC                                          | Guess? Inc                                                                                                  | CUSIP: 401617AF2<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14064750.00   | 0.09%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                               | Chart Industries Inc                                                                                        | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |     396461 | NS      | $20980716.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                        | Netflix Inc                                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      83031 | NS      | $93967843.32   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO CAPITAL PLC                                 | Diageo Capital PLC                                                                                          | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5020100.00    | 0.03%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                  | State Street Corp                                                                                           | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5026550.00    | 0.03%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Juniper Networks Inc                               | Juniper Networks Inc                                                                                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    1478989 | NS      | $53716880.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                             | Intuitive Surgical Inc                                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      84165 | NS      | $43412307.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                                | MKS Instruments Inc                                                                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |     -48100 | NS      | $-3373734.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                                               | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1998640.00    | 0.01%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Perception Capital Corp III                        | Perception Capital Corp III                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     144093 | NS      | $14.41         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                     | Albemarle Corp                                                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |    -206550 | NS      | $-12093502.50  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BlueRiver Acquisition Corp                         | BlueRiver Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      33333 | NS      | $3.33          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                       | Xylem Inc/NY                                                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      82811 | NS      | $9984522.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinstripes Holdings Inc                            | Pinstripes Holdings Inc                                                                                     | CUSIP: 06690B115<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $4925.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                     | Mastercard Inc                                                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     168581 | NS      | $92392502.86   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Holdco Nuvo Group DG Ltd                           | Holdco Nuvo Group DG Ltd                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |     750000 | NS      | $375.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                   | FirstEnergy Corp                                                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |    -160000 | NS      | $-6860800.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Calamos Short-Term Bond Fund                       | Calamos Short-Term Bond Fund                                                                                | CUSIP: 128120433<br>LEI: 5493004AI6JEYG0WCK93 | Long             | EC               | RF                | US        |   35117150 | NS      | $336071123.85  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc                                                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    1006546 | NS      | $27881324.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMINAR TECHNOLOGIES INC                           | Luminar Technologies Inc                                                                                    | CUSIP: 550424AA3<br>LEI: 549300AVGXLDWYMI4298 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $7742280.00    | 0.05%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                              | Southwest Airlines Co                                                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     330947 | NS      | $9253278.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergreen Corp                                     | Evergreen Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $15050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                       | Broadcom Inc                                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     834754 | NS      | $160665102.38  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                             | SPHERE ENTERTAINMENT CO                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -955 | NC      | $-334250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                          | Amgen Inc                                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      72290 | NS      | $21030606.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    2015048 | NS      | $80360114.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolt Projects Holdings Inc                         | Bolt Projects Holdings Inc                                                                                  | CUSIP: 09769B115<br>LEI: 529900719EM9SKYHM006 | N/A              | DE               |  | US        |     126666 | NS      | $5091.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOX INC                                            | Box Inc                                                                                                     | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $15056040.00   | 0.10%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                                | Advanced Energy Industries Inc                                                                              | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5244900.00    | 0.03%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HKD COLLATERAL                                     | HKD COLLATERAL                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | HK        |   13931455 | NS      | $1796309.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Acquisition Corp                              | CSLM Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     375000 | NS      | $28500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIDE INC                                         | Stride Inc                                                                                                  | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   25833000 | PA      | $71019308.61   | 0.45%             | 2027-09-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| SINGAPORE AIRLINES LTD                             | Singapore Airlines Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | DBT              | CORP              | SG        |   20000000 | PA      | $21023045.71   | 0.13%             | 2025-12-03      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                               | WEC Energy Group Inc                                                                                        | CUSIP: 92939UAN6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $35332200.00   | 0.22%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                              | Integer Holdings Corp                                                                                       | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |   13276000 | PA      | $14059151.24   | 0.09%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                 | Norwegian Cruise Line Holdings Ltd                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     409787 | NS      | $6568885.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Northern Trust Co.                                 | PURCHASED USD / SOLD EUR                                                                                    | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | N/A              | DFE              |  | US        |          1 | NC      | $-1611070.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Hawk Acquisition Corp                        | Black Hawk Acquisition Corp                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24591 | NS      | $260295.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas Inc                             | Northern Oil & Gas Inc                                                                                      | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Short            | EC               | CORP              | US        |     -74468 | NS      | $-1809572.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Zeo Energy Corp                                    | Zeo Energy Corp                                                                                             | CUSIP: 98944F117<br>LEI: N/A                  | N/A              | DE               |  | US        |      87500 | NS      | $4856.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                               | Federal Realty OP LP                                                                                        | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   11000000 | PA      | $10998680.00   | 0.07%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spree Acquisition Corp 1 Ltd                       | Spree Acquisition Corp 1 Ltd                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $7175.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                          | Tesla Inc                                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     492218 | NS      | $138884230.88  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     151091 | NS      | $6095010.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | BMVH4C3 KYORITSU MAINTENANCE C                                                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         20 | NC      | $410561.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                           | BMCX107 ANA HOLDINGS INC                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $2215130.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                                                  | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5017850.00    | 0.03%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Northern Trust Co.                                 | PURCHASED EUR / SOLD USD                                                                                    | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | N/A              | DFE              |  | XX        |          1 | NC      | $-84262.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Five9 Inc                                          | Five9 Inc                                                                                                   | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |     -33000 | NS      | $-829620.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | BP2RD15 DAIWA HOUSE INDUSTRY                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $652864.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPWORK INC                                         | Upwork Inc                                                                                                  | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18718800.00   | 0.12%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                    | Seagate Technology Holdings PLC                                                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |    -164400 | NS      | $-14965332.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY PRIME BROKER CA                     | MORGAN STANLEY PRIME BROKER CA                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |     482332 | NS      | $349871.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                 | Home Depot Inc/The                                                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     199420 | NS      | $71888915.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                            | Alnylam Pharmaceuticals Inc                                                                                 | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $22929600.00   | 0.15%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| VERITONE INC                                       | Veritone Inc                                                                                                | CUSIP: 92347MAB6<br>LEI: 549300XTAS2FCSL4EL89 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $2231350.00    | 0.01%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                           | Lyft Inc                                                                                                    | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5878980.00    | 0.04%             | 2029-03-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| Jackson Acquisition Co II                          | Jackson Acquisition Co II                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     500000 | NS      | $5165000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REDFIN CORP                                        | Redfin Corp                                                                                                 | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   42800000 | PA      | $37650732.00   | 0.24%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                                      | GameStop Corp                                                                                               | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $59260500.00   | 0.38%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                    | CMS Energy Corp                                                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |     -52000 | NS      | $-3829800.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                         | Intel Corp                                                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     733646 | NS      | $14746284.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | BPJN480 KANSAI PAINT                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        130 | NC      | $1215934.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co Ltd                                | Kansai Paint Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Short            | EC               | CORP              | JP        |    -183000 | NS      | $-2751783.47   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Vine Hill Capital Investment Corp                  | Vine Hill Capital Investment Corp                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     925000 | NS      | $9481250.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                               | Labcorp Holdings Inc                                                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45282 | NS      | $10913414.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM II Acquisition Corp                            | HCM II Acquisition Corp                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $232475.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                              | Camden Property Trust                                                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      97616 | NS      | $11108700.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp III                          | Plum Acquisition Corp III                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $27800.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Noble Corp PLC                                     | Noble Corp PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      86428 | NS      | $1878944.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Corp                                     | Evergreen Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     500000 | NS      | $6102500.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                              | Lumentum Holdings Inc                                                                                       | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11429200.00   | 0.07%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                      | Carnival Corp                                                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |   -1271000 | NS      | $-23310140.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                         | Cheesecake Factory Inc/The                                                                                  | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |     -65100 | NS      | $-3279087.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                 | NextEra Energy Inc                                                                                          | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     500000 | NS      | $23195000.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                      | Boeing Co/The                                                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |    -291400 | NS      | $-53396136.00  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN PRIME BROKER HKD                       | J.P. MORGAN PRIME BROKER HKD                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | HK        |   -6879460 | NS      | $-887031.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| flyExclusive Inc                                   | flyExclusive Inc                                                                                            | CUSIP: 343928115<br>LEI: N/A                  | N/A              | DE               |  | US        |      75000 | NS      | $6187.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innventure Inc                                     | Innventure Inc                                                                                              | CUSIP: 45784M116<br>LEI: N/A                  | N/A              | DE               |  | US        |     412500 | NS      | $350625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                | Alliant Energy Corp                                                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |    -152700 | NS      | $-9320808.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Athena Technology Acquisition Corp II              | Athena Technology Acquisition Corp II                                                                       | CUSIP: 04687C113<br>LEI: 5493008CK2CE7TGDP465 | N/A              | DE               |  | US        |     250000 | NS      | $17500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD JPY                                                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-902322.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WEIBO CORP                                         | Weibo Corp                                                                                                  | CUSIP: 000000000<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    4000000 | PA      | $4173880.00    | 0.03%             | 2030-12-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                         | Nasdaq Inc                                                                                                  | CUSIP: 63111XAG6<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     166000 | PA      | $166234.06     | 0.00%             | 2025-06-28      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       7000 | NC      | $28840000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                                    | Q2 Holdings Inc                                                                                             | CUSIP: 74736LAF6<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   30625000 | PA      | $29927668.75   | 0.19%             | 2025-11-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                 | Unity Software Inc                                                                                          | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   35336000 | PA      | $32751878.32   | 0.21%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                            | Akamai Technologies Inc                                                                                     | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   48500000 | PA      | $48002390.00   | 0.31%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| Syntec Optics Holdings Inc                         | Syntec Optics Holdings Inc                                                                                  | CUSIP: 87169M113<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $11250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AleAnna Inc                                        | AleAnna Inc                                                                                                 | CUSIP: 01444V111<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $75275.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                | Abbott Laboratories                                                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     257089 | NS      | $33614386.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                          | PG&E Corp                                                                                                   | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     571201 | NS      | $24841531.49   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                       | Veralto Corp                                                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      49775 | NS      | $4773422.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COS INC                                 | Greenbrier Cos Inc/The                                                                                      | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6808164.00    | 0.04%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                      | Ford Motor Co                                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     766913 | NS      | $7676799.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Content Checked Holdings Inc                       | Content Checked Holdings Inc                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     100000 | NS      | $127000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                              | ON Semiconductor Corp                                                                                       | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $43286500.00   | 0.28%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                                   | Haemonetics Corp                                                                                            | CUSIP: 405024AC4<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9585300.00    | 0.06%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| GRANITE CONSTRUCTION INC                           | Granite Construction Inc                                                                                    | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $12881610.00   | 0.08%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                    | Match Group Inc                                                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     185843 | NS      | $5512103.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                      | Hewlett Packard Enterprise Co                                                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |   -1988789 | NS      | $-32258157.58  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                | Arista Networks Inc                                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     172169 | NS      | $14164343.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc                   | BrightSpring Health Services Inc                                                                            | CUSIP: 10950A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -981990 | NS      | $-17214284.70  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                             | Progress Software Corp                                                                                      | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $14448625.00   | 0.09%             | 2026-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Keen Vision Acquisition Corp                       | Keen Vision Acquisition Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     100000 | NS      | $1127000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                     | GE HealthCare Technologies Inc                                                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      63814 | NS      | $4488038.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                   | ANA Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Short            | EC               | CORP              | JP        |    -198100 | NS      | $-3790751.15   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                           | Super Micro Computer Inc                                                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |    -106500 | NS      | $-3393090.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                       | Parsons Corp                                                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |     -49992 | NS      | $-3342465.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                           | CSX Corp                                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     751995 | NS      | $21108499.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                                    | Lucid Group Inc                                                                                             | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $45992700.00   | 0.29%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc                          | Merit Medical Systems Inc                                                                                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Short            | EC               | CORP              | US        |     -88500 | NS      | $-8358825.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                  | Kinder Morgan Inc                                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     511337 | NS      | $13448163.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                        | Goldman Sachs Group Inc/The                                                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     107630 | NS      | $58932806.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN PRIME BROKER EUR                       | J.P. MORGAN PRIME BROKER EUR                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | DE        |   86164481 | NS      | $97611476.23   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Nogin Inc                                          | Nogin Inc                                                                                                   | CUSIP: 65528N113<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $20.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                        | Datadog Inc                                                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |     -27800 | NS      | $-2840048.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                               | Freeport-McMoRan Inc                                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     462999 | NS      | $16681853.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                     | ServiceNow Inc                                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      45606 | NS      | $43554186.06   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                         | Dexcom Inc                                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |     -55257 | NS      | $-3944244.66   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Everest Consolidator Acquisition Corp              | Everest Consolidator Acquisition Corp                                                                       | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DE               |  | US        |     625000 | NS      | $12562.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                         | Sysco Corp                                                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     161669 | NS      | $11543166.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                 | Riot Platforms Inc                                                                                          | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Short            | EC               | CORP              | US        |    -294000 | NS      | $-2128560.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                        | Starwood Property Trust Inc                                                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Short            | EC               |  | US        |     -45000 | NS      | $-863550.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp Europe Acquisition Corp I               | Investcorp Europe Acquisition Corp I                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     750000 | NS      | $15900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Acquisition Corp                              | CSLM Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     750000 | NS      | $90075.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                            | Sherwin-Williams Co/The                                                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      43730 | NS      | $15433191.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                         | Dexcom Inc                                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     100959 | NS      | $7206453.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KYORITSU MAINTENANCE CO                            | Kyoritsu Maintenance Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | DBT              | CORP              | JP        | 1310000000 | PA      | $11904251.64   | 0.08%             | 2026-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR INC                                        | Wayfair Inc                                                                                                 | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   57500000 | PA      | $57263100.00   | 0.36%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vine Hill Capital Investment Corp                  | Vine Hill Capital Investment Corp                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     462500 | NS      | $77561.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                                           | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $17653200.00   | 0.11%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                       | NiSource Inc                                                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     221603 | NS      | $8666893.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                   | FirstEnergy Corp                                                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     181057 | NS      | $7763724.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                | General Electric Co                                                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     191440 | NS      | $38582817.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                                | MKS Instruments Inc                                                                                         | CUSIP: 55306NAA2<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12940350.00   | 0.08%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                         | Deere & Co                                                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      51666 | NS      | $23950290.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                | Coinbase Global Inc                                                                                         | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   45468000 | PA      | $45276125.04   | 0.29%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Analog Devices Inc                                 | Analog Devices Inc                                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     125649 | NS      | $24491503.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                              | Alkami Technology Inc                                                                                       | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Short            | EC               | CORP              | US        |    -111500 | NS      | $-2975935.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                            | Charles Schwab Corp/The                                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     347744 | NS      | $28306361.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                        | MetLife Inc                                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     149289 | NS      | $11251911.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                            | Illinois Tool Works Inc                                                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      63229 | NS      | $15169269.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                             | Vishay Intertechnology Inc                                                                                  | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8338500.00    | 0.05%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                           | EDION CORP 99.5121                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         60 | NC      | $3205203.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aflac Inc                                          | Aflac Inc                                                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     127095 | NS      | $13812684.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                        | Dropbox Inc                                                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |    -662200 | NS      | $-18905810.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Weibo Corp                                         | Weibo Corp                                                                                                  | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Short            | EC               | CORP              | KY        |    -206448 | NS      | $-1672228.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL INC                                        | Cargill Inc                                                                                                 | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5008250.00    | 0.03%             | 2025-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EVe Mobility Acquisition Corp                      | EVe Mobility Acquisition Corp                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $22500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beneficient                                        | Beneficient                                                                                                 | CUSIP: 08178Q119<br>LEI: N/A                  | N/A              | DE               |  | US        |     187500 | NS      | $825.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                   | Duke Energy Corp                                                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     178657 | NS      | $21799727.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southland Holdings Inc                             | Southland Holdings Inc                                                                                      | CUSIP: 84445C118<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $77100.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                        | Netflix Inc                                                                                                 | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3214000 | PA      | $3208536.20    | 0.02%             | 2025-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Rubicon Technologies Inc                           | Rubicon Technologies Inc                                                                                    | CUSIP: 78112J117<br>LEI: 549300Z83KRGYFXWCC61 | N/A              | DE               |  | US        |     350000 | NS      | $376.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Integrated Wellness Acquisition Corp               | Integrated Wellness Acquisition Corp                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     154135 | NS      | $3521.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MS PRIME BROKER HKD                                | MS PRIME BROKER HKD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | HK        |  -17558368 | NS      | $-2263959.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -5000 | NC      | $-16000000.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                 | Meta Platforms Inc                                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     386714 | NS      | $212305986.00  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                         | Pfizer Inc                                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    1860332 | NS      | $45410704.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                    | Ross Stores Inc                                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      91054 | NS      | $12656506.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                           | Snap Inc                                                                                                    | CUSIP: 83304AAD8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3992520.00    | 0.03%             | 2025-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC.                                     | PagerDuty Inc                                                                                               | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9415200.00    | 0.06%             | 2028-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                            | Lululemon Athletica Inc                                                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      36643 | NS      | $9921825.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                         | Fluor Corp                                                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | EC               | CORP              | US        |    -181333 | NS      | $-6326708.37   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                                      | Synaptics Inc                                                                                               | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6174420.00    | 0.04%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                         | Verizon Communications Inc                                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     768112 | NS      | $33843014.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                       | Parsons Corp                                                                                                | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11662750.00   | 0.07%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                        | Oracle Corp                                                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     329547 | NS      | $46373853.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                                         | Fluor Corp                                                                                                  | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $13195625.00   | 0.08%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| Finnovate Acquisition Corp                         | Finnovate Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     183737 | NS      | $8810.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                           | RTX Corp                                                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     358196 | NS      | $45179261.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Zapata Computing Holdings Inc                      | Zapata Computing Holdings Inc                                                                               | CUSIP: 98906V118<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $1100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                          | Edwards Lifesciences Corp                                                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     168965 | NS      | $12755167.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                             | Liberty Broadband Corp                                                                                      | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10133800.00   | 0.06%             | 2053-03-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OmniAb Inc                                         | OmniAb Inc                                                                                                  | CUSIP: 68218J111<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $59120.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                  | MicroStrategy Inc                                                                                           | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   82000000 | PA      | $74926680.00   | 0.48%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                           | Etsy Inc                                                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |    -143759 | NS      | $-6250641.32   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FutureTech II Acquisition Corp                     | FutureTech II Acquisition Corp                                                                              | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $15000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                             | AST SPACEMOBILE INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -2400 | NC      | $-2298000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Aura FAT Projects Acquisition Corp                 | Aura FAT Projects Acquisition Corp                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $14400.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain & Co I Acquisition Corp                   | Mountain & Co I Acquisition Corp                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     675350 | NS      | $675.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                             | CenterPoint Energy Inc                                                                                      | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $28242750.00   | 0.18%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SIEMENS FINANCIERINGSMAT                           | Siemens Financieringsmaatschappij NV                                                                        | CUSIP: 82620KAE3<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4997050.00    | 0.03%             | 2025-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                | Avery Dennison Corp                                                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      48473 | NS      | $8294215.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                        | Southern Co/The                                                                                             | CUSIP: 842587DY0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $77823200.00   | 0.50%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-9273549.46   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                                     | LivePerson Inc                                                                                              | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $6931925.00    | 0.04%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc                                      | Synaptics Inc                                                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Short            | EC               | CORP              | US        |     -37600 | NS      | $-2092816.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                      | Boeing Co/The                                                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     133126 | NS      | $24394008.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                       | Autodesk Inc                                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      45021 | NS      | $12347009.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                           | Crowdstrike Holdings Inc                                                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      57736 | NS      | $24761238.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                             | CenterPoint Energy Inc                                                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |    -223000 | NS      | $-8647940.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Lanvin Group Holdings Ltd                          | Lanvin Group Holdings Ltd                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      35000 | NS      | $789.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                 | POSCO Holdings Inc                                                                                          | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   10000000 | PA      | $10681534.20   | 0.07%             | 2026-09-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GE Vernova Inc                                     | GE Vernova Inc                                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      47860 | NS      | $17747445.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                     | Blackstone Inc                                                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      97486 | NS      | $12839881.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Roth CH Acquisition Co                             | Roth CH Acquisition Co                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     150000 | NS      | $6045.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc                           | Sarepta Therapeutics Inc                                                                                    | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |    -102663 | NS      | $-6406171.20   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Prenetics Global Ltd                               | Prenetics Global Ltd                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     200000 | NS      | $1850.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                           | BR86Z25 INFRONEER HOLDINGS                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        300 | NC      | $3134812.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                  | Allstate Corp/The                                                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      99155 | NS      | $19671360.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| InFinT Acquisition Corp                            | InFinT Acquisition Corp                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     438223 | NS      | $3549.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                             | Greenbrier Cos Inc/The                                                                                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |     -66880 | NS      | $-2837049.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                     | Solventum Corp                                                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      18620 | NS      | $1231154.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                           | Etsy Inc                                                                                                    | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $42735000.00   | 0.27%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WORLD KINECT GROUP                                 | World Kinect Corp                                                                                           | CUSIP: 98149GAB6<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6537900.00    | 0.04%             | 2028-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Era Helium Inc                                 | New Era Helium Inc                                                                                          | CUSIP: 64428N117<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $18425.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA FINANCE LLC                                   | BofA Finance LLC                                                                                            | CUSIP: 09709UV70<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |   37500000 | PA      | $37172625.00   | 0.24%             | 2027-05-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Classover Holdings Inc                             | Classover Holdings Inc                                                                                      | CUSIP: 182744110<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $35625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                               | WEC Energy Group Inc                                                                                        | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5005700.00    | 0.03%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Airship AI Holdings Inc                            | Airship AI Holdings Inc                                                                                     | CUSIP: 008940116<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $247500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ShoulderUp Technology Acquisition Corp             | ShoulderUp Technology Acquisition Corp                                                                      | CUSIP: 82537G112<br>LEI: N/A                  | N/A              | DE               |  | US        |    1000000 | NS      | $25000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                           | Halozyme Therapeutics Inc                                                                                   | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   37000000 | PA      | $46338430.00   | 0.29%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc                     | Advanced Energy Industries Inc                                                                              | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |     -21800 | NS      | $-2123538.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc                                   | JFE Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Short            | EC               | CORP              | JP        |     -59100 | NS      | $-686151.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                | Mr Cooper Group Inc                                                                                         | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     159696 | NS      | $19005420.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                | Carrier Global Corp                                                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     286902 | NS      | $17942851.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                             | Skyworks Solutions Inc                                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     101234 | NS      | $6507321.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| EVOLENT HEALTH INC                                 | Evolent Health Inc                                                                                          | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8192000.00    | 0.05%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                             | Palo Alto Networks Inc                                                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     160797 | NS      | $30057783.21   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                       | KKR & Co Inc                                                                                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |    -310000 | NS      | $-35423700.00  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                     | Starbucks Corp                                                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     221143 | NS      | $17702497.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                | TE Connectivity PLC                                                                                         | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      64983 | NS      | $9512211.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent Inc                                     | CyberAgent Inc                                                                                              | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Short            | EC               | CORP              | JP        |    -472000 | NS      | $-4042271.65   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                | Emerson Electric Co                                                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     201647 | NS      | $21195116.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                   | InterDigital Inc                                                                                            | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $26271700.00   | 0.17%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                     | Rheinmetall AG                                                                                              | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Short            | EC               | CORP              | DE        |    -129298 | NS      | $-219566483.03 | -1.40%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                                  | MicroStrategy Inc                                                                                           | CUSIP: 594972AM3<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $80342800.00   | 0.51%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                    | Rivian Automotive Inc                                                                                       | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $49750250.00   | 0.32%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| WEC Energy Group Inc                               | WEC Energy Group Inc                                                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |    -463800 | NS      | $-50795376.00  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                 | NextEra Energy Inc                                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |    -944800 | NS      | $-63188224.00  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                            | Box Inc                                                                                                     | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   11951000 | PA      | $11748669.57   | 0.07%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| BOOKING HOLDINGS INC                               | Booking Holdings Inc                                                                                        | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $31372800.00   | 0.20%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                                   | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4996550.00    | 0.03%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NIO Inc                                            | NIO Inc                                                                                                     | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Short            | EC               | CORP              | KY        |   -2066400 | NS      | $-8368920.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                            | Akamai Technologies Inc                                                                                     | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39972800.00   | 0.25%             | 2025-05-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                | Axon Enterprise Inc                                                                                         | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $67881000.00   | 0.43%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INNOVIVA INC                                       | Innoviva Inc                                                                                                | CUSIP: 45781MAD3<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9723000.00    | 0.06%             | 2028-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                | Xerox Holdings Corp                                                                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Short            | EC               | CORP              | US        |    -137000 | NS      | $-604170.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS                                 | Palo Alto Networks Inc                                                                                      | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $373700000.00  | 2.38%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| APx Acquisition Corp I                             | APx Acquisition Corp I                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $500.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                                            | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4996600.00    | 0.03%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                   | Bank of New York Mellon Corp/The                                                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     185037 | NS      | $14878825.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                            | PTC Inc                                                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      64913 | NS      | $10059567.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                                  | Silverbox Corp IV                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     500000 | NS      | $5285000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     252032 | NS      | $29089533.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                      | Carnival Corp                                                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     596053 | NS      | $10931612.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibiden Co Ltd                                      | Ibiden Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Short            | EC               | CORP              | JP        |     -25800 | NS      | $-713117.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                                  | Bloom Energy Corp                                                                                           | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $13929300.00   | 0.09%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                    | Caterpillar Inc                                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     143229 | NS      | $44296432.83   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                             | Pacira BioSciences Inc                                                                                      | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -107198 | NS      | $-2883626.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                 | Enphase Energy Inc                                                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |      -4734 | NS      | $-211089.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                                  | Silverbox Corp IV                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     166666 | NS      | $61666.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                              | Uber Technologies Inc                                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |    -281400 | NS      | $-22796214.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                       | QUALCOMM Inc                                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     215873 | NS      | $32048505.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                        | Nutanix Inc                                                                                                 | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10794800.00   | 0.07%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Rapid7 Inc                                         | Rapid7 Inc                                                                                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |     -86800 | NS      | $-2050216.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEM INC                                 | Varonis Systems Inc                                                                                         | CUSIP: 922280AC6<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4718450.00    | 0.03%             | 2029-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                                    | Shake Shack Inc                                                                                             | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   10245000 | PA      | $9490558.20    | 0.06%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARE Holdings Inc                                   | ARE Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: 353800W25FCOFE32EM73 | Short            | EC               | CORP              | JP        |     -25000 | NS      | $-310358.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                         | Ventas Inc                                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Short            | EC               |  | US        |    -220000 | NS      | $-15417600.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp                                          | Slam Corp                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       7500 | NS      | $870.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANDWIDTH INC                                      | Bandwidth Inc                                                                                               | CUSIP: 05988JAD5<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6056475.00    | 0.04%             | 2028-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Groupon Inc                                        | Groupon Inc                                                                                                 | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |     -20000 | NS      | $-364200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                              | ON Semiconductor Corp                                                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     111063 | NS      | $4409201.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                          | Alibaba Group Holding Ltd                                                                                   | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |   -1342000 | NS      | $-160275060.00 | -1.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                           | Ameriprise Financial Inc                                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      49684 | NS      | $23402157.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Psyence Biomedical Ltd                             | Psyence Biomedical Ltd                                                                                      | CUSIP: 74449F118<br>LEI: N/A                  | N/A              | DE               |  | CA        |     500000 | NS      | $5050.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                 | HCA Healthcare Inc                                                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      50337 | NS      | $17370291.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB CHESAPEAKE ENER                             | ESC CB CHESAPEAKE ENER                                                                                      | CUSIP: 165ESCAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $60000.00      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Critical Metals Corp                               | Critical Metals Corp                                                                                        | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | N/A              | DE               |  | VG        |     500000 | NS      | $115000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT PLATFORMS INC                                 | Riot Platforms Inc                                                                                          | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    6818000 | PA      | $5220065.34    | 0.03%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                | Otis Worldwide Corp                                                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      66731 | NS      | $6424193.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare AI Acquisition Corp                     | Healthcare AI Acquisition Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $5600.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                       | AES Corp                                                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     359808 | NS      | $3598080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Northrop Grumman Corp                              | Northrop Grumman Corp                                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      36015 | NS      | $17521297.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ai Transportation Acquisition Corp                 | Ai Transportation Acquisition Corp                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       9673 | NS      | $106403.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                      | McKesson Corp                                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      31722 | NS      | $22611124.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                               | Verisk Analytics Inc                                                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      58864 | NS      | $17449055.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                         | Humana Inc                                                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      30532 | NS      | $8006711.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                           | Microchip Technology Inc                                                                                    | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    1000000 | NS      | $47460000.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Kroger Co/The                                      | Kroger Co/The                                                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     215181 | NS      | $15538220.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD SGD                                                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-47994.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                       | United Airlines Holdings Inc                                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     182033 | NS      | $12527511.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                             | Church & Dwight Co Inc                                                                                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      96899 | NS      | $9625946.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                         | Twilio Inc                                                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      62021 | NS      | $5998050.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | EDION CORP 94.3                                                                                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $2823489.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -2500 | NC      | $-1650000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                              | Lantheus Holdings Inc                                                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |     -49580 | NS      | $-5173177.20   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                    | Southern Co/The                                                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |    -808147 | NS      | $-74260627.83  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                            | Sphere Entertainment Co                                                                                     | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |    -106200 | NS      | $-2893950.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                          | Apple Inc                                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    2644678 | NS      | $561994075.00  | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHMID Group NV                                    | SCHMID Group NV                                                                                             | CUSIP: 000000000<br>LEI: 3912009OFLCAJH7AHA53 | N/A              | DE               |  | NL        |     459150 | NS      | $169885.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Woods Acquisition Corp                         | Oak Woods Acquisition Corp                                                                                  | CUSIP: 67190B120<br>LEI: N/A                  | N/A              | DE               |  | KY        |      55000 | NS      | $11555.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pyrophyte Acquisition Corp                         | Pyrophyte Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      50000 | NS      | $11750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                                  | MicroStrategy Inc                                                                                           | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $53014500.00   | 0.34%             | 2031-03-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN PRIME BROKER JPY                       | J.P. MORGAN PRIME BROKER JPY                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        | 7185402006 | NS      | $50254595.09   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AERWINS Technologies Inc                           | AERWINS Technologies Inc                                                                                    | CUSIP: 00810J116<br>LEI: N/A                  | N/A              | DE               |  | US        |     285000 | NS      | $28.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                       | Danaher Corp                                                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     149332 | NS      | $29766347.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                                                         | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5013950.00    | 0.03%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                      | Wolfspeed Inc                                                                                               | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   22473000 | PA      | $6709089.42    | 0.04%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                  | Bloom Energy Corp                                                                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |    -442400 | NS      | $-8104768.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| EUR CASH AT MERRILL LYNCH                          | EUR CASH AT MERRILL LYNCH                                                                                   | CUSIP: 989VYA909<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        |     371231 | NS      | $420549.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                   | Haemonetics Corp                                                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |     -36400 | NS      | $-2293928.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONA                           | CSG Systems International Inc                                                                               | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |   24963000 | PA      | $27199435.17   | 0.17%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -3000 | NC      | $-3675000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                 | Norwegian Cruise Line Holdings Ltd                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |    -552200 | NS      | $-8851766.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                          | ANSYS Inc                                                                                                   | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     125000 | NS      | $40235000.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Auto Inc                                        | Li Auto Inc                                                                                                 | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Short            | EC               | CORP              | KY        |    -381900 | NS      | $-9314541.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                      | Regeneron Pharmaceuticals Inc                                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      12272 | NS      | $7347982.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                            | Cboe Global Markets Inc                                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      88105 | NS      | $19541689.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tevogen Bio Holdings Inc                           | Tevogen Bio Holdings Inc                                                                                    | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               |  | US        |    1000000 | NS      | $56900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                      | Confluent Inc                                                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |     -57312 | NS      | $-1364598.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                                 | Unity Software Inc                                                                                          | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    2373000 | PA      | $2240230.65    | 0.01%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| OCI NV                                             | OCI NV                                                                                                      | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |   11000000 | PA      | $12016180.00   | 0.08%             | 2033-03-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Northern Trust Co.                                 | PURCHASED USD / SOLD EUR                                                                                    | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | N/A              | DFE              |  | US        |          1 | NC      | $74672.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMILEDIRECTCLUB INC                                | SmileDirectClub Inc                                                                                         | CUSIP: 83192HAA4<br>LEI: 254900QFZEGKCURCJS93 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $58125.00      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                | AST SpaceMobile Inc                                                                                         | CUSIP: 00217DAA8<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $9460720.00    | 0.06%             | 2032-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                            | Akamai Technologies Inc                                                                                     | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $43595100.00   | 0.28%             | 2029-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Spark I Acquisition Corp                           | Spark I Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      12384 | NS      | $1611.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seino Holdings Co Ltd                              | Seino Holdings Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Short            | EC               | CORP              | JP        |    -624300 | NS      | $-9815543.43   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                                  | World Kinect Corp                                                                                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Short            | EC               | CORP              | US        |    -141200 | NS      | $-3542708.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                                      | Confluent Inc                                                                                               | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $50614850.00   | 0.32%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Wayfair Inc                                        | Wayfair Inc                                                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |   -1075902 | NS      | $-32449204.32  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                      | Automatic Data Processing Inc                                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      99717 | NS      | $29974930.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE HDD CAYMAN                                 | Seagate HDD Cayman                                                                                          | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   20000000 | PA      | $25318000.00   | 0.16%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Singapore Airlines Ltd                             | Singapore Airlines Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Short            | EC               | CORP              | SG        |   -4086000 | NS      | $-20991547.35  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc              | Mid-America Apartment Communities Inc                                                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      60366 | NS      | $9637431.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IX Acquisition Corp                                | IX Acquisition Corp                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $10000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                           | Prudential Financial Inc                                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      59451 | NS      | $6106212.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                                            | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $32746200.00   | 0.21%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                           | Digital Realty Trust Inc                                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      75949 | NS      | $12192852.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP                            | American Airlines Group Inc                                                                                 | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17504375.00   | 0.11%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                        | Southern Co/The                                                                                             | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $67420800.00   | 0.43%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PSQ Holdings Inc                                   | PSQ Holdings Inc                                                                                            | CUSIP: 693691115<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $39280.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED SGD / SOLD USD                                                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $41836.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                               | Bridgebio Pharma Inc                                                                                        | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |    -195466 | NS      | $-7498075.76   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                       | AutoZone Inc                                                                                                | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5032000.00    | 0.03%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                             | Boston Beer Co Inc/The                                                                                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      54349 | NS      | $13358984.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                        | Wayfair Inc                                                                                                 | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $11588375.00   | 0.07%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Acquisitions Corp                           | Israel Acquisitions Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      30000 | NS      | $362100.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corner Growth Acquisition Corp 2                   | Corner Growth Acquisition Corp 2                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      41666 | NS      | $1316.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                    | T-Mobile US Inc                                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     132919 | NS      | $32824347.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPY CSSH AT MORGAN STANLEY                         | JPY CSSH AT MORGAN STANLEY                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        | 2096680973 | NS      | $14664155.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                | Kimberly-Clark Corp                                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      89771 | NS      | $11830022.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                   | Interpublic Group of Cos Inc/The                                                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    1700000 | NS      | $42704000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                              | Travelers Cos Inc/The                                                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      66267 | NS      | $17503102.71   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II                           | CARTESIAN GROWTH CORP II                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $46100.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                      | Welltower Inc                                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               |  | US        |    -252400 | NS      | $-38513716.00  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Energy Transition Corp II                   | Nabors Energy Transition Corp II                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      50000 | NS      | $23000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                             | S+P 500 INDEX                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1000 | NC      | $-1585000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                    | Weyerhaeuser Co                                                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     225885 | NS      | $5852680.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                           | Microchip Technology Inc                                                                                    | CUSIP: 595017BF0<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18849800.00   | 0.12%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ESC CB AMYRIS INC                                  | ESC CB AMYRIS INC                                                                                           | CUSIP: 032ESCAA3<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $79650.00      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                    | Rivian Automotive Inc                                                                                       | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   30500000 | PA      | $31064860.00   | 0.20%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHF COLLATERAL                                     | CHF COLLATERAL                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | CH        |     677039 | NS      | $820305.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippn Corp                                         | Nippn Corp                                                                                                  | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Short            | EC               | CORP              | JP        |    -123900 | NS      | $-1949748.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Special Situations Corp               | Clean Energy Special Situations Corp                                                                        | CUSIP: 85205U115<br>LEI: N/A                  | N/A              | DE               |  | US        |     300286 | NS      | $30.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER SGD                     | GOLDMAN SACHS PRIME BROKER SGD                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | SG        |   10931837 | NS      | $8369831.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                     | Cloudflare Inc                                                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |     -77994 | NS      | $-9420115.32   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                               | Las Vegas Sands Corp                                                                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     171353 | NS      | $6283514.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                            | Peloton Interactive Inc                                                                                     | CUSIP: 70614WAC4<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $22458250.00   | 0.14%             | 2029-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV                           | BrightSpring Health Services Inc                                                                            | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     300000 | NS      | $18810000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                               | Booking Holdings Inc                                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       6916 | NS      | $35266620.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                           | UGI Corp                                                                                                    | CUSIP: 902681AA3<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $25566200.00   | 0.16%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                           | Rexford Industrial Realty LP                                                                                | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    7500000 | PA      | $7323975.00    | 0.05%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                             | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5012150.00    | 0.03%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Integral Acquisition Corp 1                        | Integral Acquisition Corp 1                                                                                 | CUSIP: 45827K119<br>LEI: N/A                  | N/A              | DE               |  | US        |     125000 | NS      | $8750.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                          | Ionis Pharmaceuticals Inc                                                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |    -107580 | NS      | $-3303781.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                     | Merck & Co Inc                                                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     509229 | NS      | $43386310.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                        | Equinix Inc                                                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      13386 | NS      | $11521999.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                      | Live Nation Entertainment Inc                                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |    -133413 | NS      | $-17670551.85  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                          | Healthpeak Properties Inc                                                                                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |     511755 | NS      | $9129709.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                               | Colgate-Palmolive Co                                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     149405 | NS      | $13773646.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Leaf Acquisition Corp                         | Four Leaf Acquisition Corp                                                                                  | CUSIP: 35088F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     231000 | NS      | $2662275.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                     | S&P Global Inc                                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      51605 | NS      | $25805080.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                              | Lumentum Holdings Inc                                                                                       | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12384480.00   | 0.08%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                            | PURCHASED USD / SOLD EUR                                                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-471981.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                              | Rivian Automotive Inc                                                                                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |   -2883200 | NS      | $-39384512.00  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                        | Workiva Inc                                                                                                 | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   17862000 | PA      | $16889592.72   | 0.11%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Complete Solaria Inc                               | Complete Solaria Inc                                                                                        | CUSIP: 20460L112<br>LEI: N/A                  | N/A              | DE               |  | US        |      42500 | NS      | $7225.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blaize Holdings Inc                                | Blaize Holdings Inc                                                                                         | CUSIP: 092915115<br>LEI: N/A                  | N/A              | DE               |  | US        |    1000000 | NS      | $250000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoomcar Holdings Inc                               | Zoomcar Holdings Inc                                                                                        | CUSIP: 45784G119<br>LEI: 549300U6QXNGB66F1K14 | N/A              | DE               |  | US        |     200000 | NS      | $2240.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                  | MP Materials Corp                                                                                           | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $13971400.00   | 0.09%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2                            | Match Group Financeco 2 Inc                                                                                 | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14393700.00   | 0.09%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                                  | BILL Holdings Inc                                                                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |     -60700 | NS      | $-2766099.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                     | Eli Lilly & Co                                                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     152291 | NS      | $136901994.45  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                            | Arthur J Gallagher & Co                                                                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      88636 | NS      | $28424678.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY USA INC                                    | Spotify USA Inc                                                                                             | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $96510750.00   | 0.61%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                | Global Payments Inc                                                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      66770 | NS      | $5095218.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                | JPMorgan Chase & Co                                                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     486840 | NS      | $119090800.80  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Brand Engagement Network Inc                       | Brand Engagement Network Inc                                                                                | CUSIP: 104932116<br>LEI: N/A                  | N/A              | DE               |  | US        |     166666 | NS      | $3958.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                     | Amazon.com Inc                                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    1673608 | NS      | $308646787.36  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                             | HP Inc                                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     252343 | NS      | $6452410.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veea Inc                                           | Veea Inc                                                                                                    | CUSIP: 693489114<br>LEI: N/A                  | N/A              | DE               |  | US        |      20000 | NS      | $1694.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                             | Pacira BioSciences Inc                                                                                      | CUSIP: 695127AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6606340.00    | 0.04%             | 2029-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                            | Peloton Interactive Inc                                                                                     | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |   -2411000 | NS      | $-16611790.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| AirJoule Technologies Corp                         | AirJoule Technologies Corp                                                                                  | CUSIP: 612160119<br>LEI: N/A                  | N/A              | DE               |  | US        |      50000 | NS      | $32245.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                                  | MARA Holdings Inc                                                                                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |    -665000 | NS      | $-8891050.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                      | BlackLine Inc                                                                                               | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |    -131669 | NS      | $-6218726.87   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                | PayPal Holdings Inc                                                                                         | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4908550.00    | 0.03%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Papaya Growth Opportunity Corp I                   | Papaya Growth Opportunity Corp I                                                                            | CUSIP: 69882P110<br>LEI: 549300U6L3FU6EKJUM40 | N/A              | DE               |  | US        |     625000 | NS      | $25000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                           | BP2RD15 DAIWA HOUSE INDUSTRY                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        150 | NC      | $1873494.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                           | Sarepta Therapeutics Inc                                                                                    | CUSIP: 803607AD2<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $42737850.00   | 0.27%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                  | Post Holdings Inc                                                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | EC               | CORP              | US        |    -107400 | NS      | $-12154458.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Carbon Revolution PLC                              | Carbon Revolution PLC                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |      83333 | NS      | $2341.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                             | PROGRESS SOFTWARE CORP                                                                                      | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11343000.00   | 0.07%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Blackbaud Inc                                      | Blackbaud Inc                                                                                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     136734 | NS      | $8277876.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark I Acquisition Corp                           | Spark I Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24769 | NS      | $268248.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc                                | AST SpaceMobile Inc                                                                                         | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |     -40000 | NS      | $-928400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                        | Nutanix Inc                                                                                                 | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $11916441.60   | 0.08%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                 | Trip.com Group Ltd                                                                                          | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | KY        |    -261600 | NS      | $-15431784.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                          | ONEOK Inc                                                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     102503 | NS      | $8421646.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                      | Rexford Industrial Realty Inc                                                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               |  | US        |     -19500 | NS      | $-645450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                                                           | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5023500.00    | 0.03%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                         | Evergy Inc                                                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |    -414000 | NS      | $-28607400.00  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                           | Baxter International Inc                                                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     190254 | NS      | $5930217.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Falcon's Beyond Global Inc                         | Falcon's Beyond Global Inc                                                                                  | CUSIP: 306121112<br>LEI: N/A                  | N/A              | DE               |  | US        |      10000 | NS      | $10500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                      | BlackLine Inc                                                                                               | CUSIP: 09239BAE9<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   29947000 | PA      | $29574159.85   | 0.19%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Options Clearing Corp.                             | PDD HOLDINGS INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -1560 | NC      | $-234000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp II                        | Concord Acquisition Corp II                                                                                 | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DE               |  | US        |      92316 | NS      | $13847.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                | American Express Co                                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     113483 | NS      | $30233006.03   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVERR INTERNATIONAL LTD                           | Fiverr International Ltd                                                                                    | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |   30000000 | PA      | $29140500.00   | 0.19%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Translational Development Acquisition Corp         | Translational Development Acquisition Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     375000 | NS      | $3825000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                          | Block Inc                                                                                                   | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16196580.00   | 0.10%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Digital Realty Trust Inc                           | Digital Realty Trust Inc                                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               |  | US        |     -24500 | NS      | $-3933230.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                           | PPL Corp                                                                                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |    -490000 | NS      | $-17885000.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                      | Ford Motor Co                                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |    -240800 | NS      | $-2410408.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                | Public Service Enterprise Group Inc                                                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     139111 | NS      | $11119142.23   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                           | Ionis Pharmaceuticals Inc                                                                                   | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   12366000 | PA      | $12073791.42   | 0.08%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Varonis Systems Inc                                | Varonis Systems Inc                                                                                         | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |    -138700 | NS      | $-5941908.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FutureTech II Acquisition Corp                     | FutureTech II Acquisition Corp                                                                              | CUSIP: 36119D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     496419 | NS      | $5535071.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                            | DraftKings Holdings Inc                                                                                     | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $43967000.00   | 0.28%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                              | Uber Technologies Inc                                                                                       | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $35441550.00   | 0.23%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| Park24 Co Ltd                                      | Park24 Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300LFG2WZWCWM4M68 | Short            | EC               | CORP              | JP        |     -78700 | NS      | $-1113788.29   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                     | Eaton Corp PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      76079 | NS      | $22395375.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                | Gilead Sciences Inc                                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     233726 | NS      | $24901168.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                                  | MARA Holdings Inc                                                                                           | CUSIP: 565788AC0<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6331710.00    | 0.04%             | 2031-09-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Alpha Modus Holdings Inc                           | Alpha Modus Holdings Inc                                                                                    | CUSIP: 020952115<br>LEI: N/A                  | N/A              | DE               |  | US        |     350000 | NS      | $28000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relo Group Inc                                     | Relo Group Inc                                                                                              | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Short            | EC               | CORP              | JP        |     -79000 | NS      | $-1039299.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Takashimaya Co Ltd                                 | Takashimaya Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 353800IFO566STDN4V78 | Short            | EC               | CORP              | JP        |   -1091600 | NS      | $-8390463.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Murano Global Investments PLC                      | Murano Global Investments PLC                                                                               | CUSIP: 000000000<br>LEI: 984500A5861C7BE4AE21 | N/A              | DE               |  | JE        |     625000 | NS      | $107062.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                     | ConocoPhillips                                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     246857 | NS      | $21999895.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-19

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

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer