# EDGAR Filing Document

**Accession Number:** 0001535538
**File Stem:** 0001752724-23-017055
**Filing Date:** 2023-1
**Character Count:** 1908520
**Document Hash:** 5c3f3fea3c8576e195c6dd01ff16656a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-017055.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-017055

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Franklin Alternative Strategies Funds
- **CENTRAL INDEX KEY:** 0001535538
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22641
- **FILM NUMBER:** 23564685

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-2000

**MAIL ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906

## Series and Classes Contracts Data

### Franklin K2 Alternative Strategies Fund (Series ID: S000042023)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000130561 | Class A       | FAAAX           |
| C000130562 | Class C       | FASCX           |
| C000130563 | Class R       | FSKKX           |
| C000130564 | Class R6      | FASRX           |
| C000130565 | Advisor Class | FABZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Alternative Strategies Funds

- **b. Investment Company Act file number:** 811-22641

- **c. CIK number of Registrant:** 0001535538

- **d. LEI of Registrant:** 549300QVPTHF1B1GGL64

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** Franklin K2 Alternative Strategies Fund

- **b. EDGAR series identifier (if any):** S000042023

- **c. LEI of Series:** 5493004OBMCV3UPCSG65

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $2007622965.55

**Total Liabilities:** $983385767.95

**Net Assets:** $1024237197.60

**Amount of Assets Invested in Other Investment Companies:** $26876678.17

**Delayed Delivery Securities:** $2322429.30

**Cash Not Reported:** $318778302.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6385.80585000 | **1-Year:** 31285.50582000 | **5-Year:** 26817.94513000 | **10-Year:** 25879.69853000 | **30-Year:** 6463.69948000

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

- **3-Month:** 621.73206000 | **1-Year:** 18365.87399000 | **5-Year:** 35522.33105000 | **10-Year:** 11534.77021000 | **30-Year:** 537.37937000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000130562 | -2.33%               | 0.29%                | 0.86%                |
| Class ID C000130563 | -2.26%               | 0.28%                | 0.92%                |
| Class ID C000130565 | -2.23%               | 0.27%                | 1.00%                |
| Class ID C000130561 | -2.25%               | 0.28%                | 1.01%                |
| Class ID C000130564 | -2.23%               | 0.27%                | 1.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $441295.92               | $-33417462.76                              |
| Month 2  | $-3713771.66             | $9044034.45                                |
| Month 3  | $-5834508.44             | $27986741.92                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CARNIVAL CORP                                          | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      485000 | PA      | $404487.58    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SAMHALLSBYGGNADSBOLAGET I NORDEN AB                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $888.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AEFFE SPA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $637.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS S.E.B.                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27431.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1424.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                              | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       20562 | NS      | $1345552.84   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15262.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $4202.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                      | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      105000 | PA      | $78753.66     | 0.01%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-273831.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SAPPI LTD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-285.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DANIELI & C OFFICINE MECCANICHE SPA                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1492.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MP EVANS GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3844.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KGHM                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38147.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2544.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TB SA Acquisition Corp                                 | TB SA Acquisition Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       22005 | NS      | $220490.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-338.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LHC Group Inc                                          | LHC Group Inc                                                                    | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |        3882 | NS      | $634357.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS YAMANA GOLD INC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13723.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinTech Acquisition Corp VI                            | FinTech Acquisition Corp VI                                                      | CUSIP: 31811H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       36924 | NS      | $371455.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                           | TARGET GLOBAL ACQ I -CW27                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        3516 | NS      | $263.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HILTON FOOD GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7200.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS SIMON PROP GP                                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $307.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                               | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      301000 | PA      | $291593.84    | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS GRUPO CATALANA OCCIDENTE SA                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $996.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8553.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA SOUTH CITY HOLDING                               | China South City Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900BV844D9H1E0W44 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $60758.00     | 0.01%             | 2024-12-11      | Variable      | 9.00%                 | No            |                  3 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BURCKHARDT COMPRESSION HOLDING AG                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1025.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1626.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                  | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3461.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9787.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - PHP                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1653.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         -78 | NC      | $-312.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS GENMAB A/S                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $41197.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS CIE DE ST GOBAIN                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-825.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - NOK                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1484.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36697.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | IRS NZD                                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DIR              | CORP              | AU        |           1 | NC      | $2203.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1881.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9707.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GURIT HOLDING AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3740.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SALZGITTER AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8656.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SWEDISH ORPHAN BIOVITRUM AB                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4262.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       10591 | NS      | $719870.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LEARN CW INVESTMENT CORP-A                             | LEARN CW INVESTMENT A -CW28                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9863 | NS      | $822.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CNY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-113.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TELEKOM AUSTRIA AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1531.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      787000 | PA      | $834576.68    | 0.08%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS JULIUS BAER GROUP LTD                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $14755.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20544.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WANDA PROPERTIES OVERSEA                               | Wanda Properties Overseas Ltd                                                    | CUSIP: 000000000<br>LEI: 549300BJ7FGBP0KHXY31 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $198744.00    | 0.02%             | 2022-12-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -321000 | PA      | $-293765.16   | -0.03%            | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                   | WMG Acquisition Corp                                                             | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      577000 | PA      | $479088.87    | 0.05%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DINO POLSKA SA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34127.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-66.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5915.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                        | Lehman XS Trust Series 2006-2N                                                   | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24594 | PA      | $21168.84     | 0.00%             | 2046-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2828.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $6662.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HYPOPORT SE                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $13662.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLAME ACQ CORP -CL A WTS                               | FLAME ACQ CORP -CL A WTS                                                         | CUSIP: 33850F116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10165 | NS      | $8132.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BANCO DE SABADELL SA                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14642.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Short            | DBT              | CORP              | US        |      -67000 | PA      | $-60018.52    | -0.01%            | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FERROVIAL SA                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11958.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                                 | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $23262.16     | 0.00%             | 2022-07-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS INMOBILIARIA COLONIAL SOCIMI SA                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-211.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                               | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      290000 | PA      | $274524.15    | 0.03%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12320.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                              | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $69999.17     | 0.01%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-139244.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                  | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |    -1060000 | PA      | $-866656.00   | -0.08%            | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colicity Inc                                           | Colicity Inc                                                                     | CUSIP: 194170106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       37960 | NS      | $381498.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BNP PARIBAS SA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $50490.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS GB GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1389.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2490.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $588.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5931.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Be Shaping the Future SpA                              | Be Shaping the Future SpA                                                        | CUSIP: 000000000<br>LEI: 8156002FE7E41A35C731 | Long             | EC               | CORP              | IT        |      316310 | NS      | $1147866.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SACYR SA                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-56753.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS THYSSENKRUPP AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $211.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NEOEN SA                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2302.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PERSIMMON PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $23701.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAMAN CORP                                             | Kaman Corp                                                                       | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |     1576000 | PA      | $1466468.00   | 0.14%             | 2024-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11106.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $223795.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS SOTBANK GROUP                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24297.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | AMYRIS INC                                                                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          87 | NC      | $4785.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding 2005-8 Trust                                             | CUSIP: 05946XX57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      261079 | PA      | $208692.56    | 0.02%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orthofix Medical Inc                                   | Orthofix Medical Inc                                                             | CUSIP: 68752M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -41788 | NS      | $-751766.12   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                 | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $48081.31     | 0.00%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS TELKOM SA SOC LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $111.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1266.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ASSECO POLAND SA                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12826.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $202.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 Month Euro Euribor                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-62.29       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                                   | Momentive Global Inc                                                             | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |       24628 | NS      | $195300.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29201.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS RAISIO OYJ                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1973.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          50 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DEUTSCHE BANK AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4567.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gol Linhas Aereas Inteligentes                         | Gol Linhas Aereas Inteligentes SA                                                | CUSIP: 38045R206<br>LEI: 5299002CCNWVL0PVLP96 | Short            | EC               | CORP              | BR        |      -20675 | NS      | $-68020.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2541.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turquoise Hill Resources Ltd                           | Turquoise Hill Resources Ltd                                                     | CUSIP: 900435207<br>LEI: 549300R80B2163QFEC16 | Long             | EC               | CORP              | CA        |       61772 | NS      | $1943964.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ALLIANZ SE                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $78.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $221.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                         | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      277000 | PA      | $226840.84    | 0.02%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                             | Insmed Inc                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |      -29688 | NS      | $-548931.12   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                              | Halozyme Therapeutics Inc                                                        | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |       -3302 | NS      | $-189072.52   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SWISSQUOTE GROUP HOLDING SA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3660.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS THG PLC                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $121.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CORPORACI N ACA ORD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15816.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $896.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44918.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SAGE GROUP PLC/THE                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $451.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                  | Argentine Republic Government International Bond                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2914585 | PA      | $795903.56    | 0.08%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3243.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                          | IRS PLN                                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-251884.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS JYSKE BANK A/S                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-114.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS LEG IMMOBILIEN SE                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $12279.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KOC HOLDING AS                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $130112.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MERCIALYS SA                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14057.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                    | Global Payments Inc                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       13737 | NS      | $1425625.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AMSTERDAM COMMODITIES NV                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1451.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6831.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-831.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                            | HubSpot Inc                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        4499 | NS      | $1363331.97   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PAYPOINT PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6363.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                          | Cable One Inc                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3840.00      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2004-4                                           | CUSIP: 12669FSG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      663469 | PA      | $356394.25    | 0.03%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17419.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14023.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                 | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        2130 | NS      | $575930.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25389.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS LANXESS AG                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7207.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                         | Open Text Corp                                                                   | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |      204360 | PA      | $198953.66    | 0.02%             | 2030-01-31      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $190.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS AMERICAN AXLE                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $207.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                       | Delivery Hero SE                                                                 | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Short            | EC               | CORP              | DE        |       -4372 | NS      | $-191374.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19030.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                                 | Greenbrier Cos Inc/The                                                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |       -6121 | NS      | $-234985.19   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-557.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vahanna Tech Edge Acquisition                          | Vahanna Tech Edge Acquisition I Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7916 | NS      | $80822.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32452.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1448.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS MITCHELLS & BUTLERS PLC                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-234.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5066.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $47979.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCEPT PHARMAS                                      | Intercept Pharmaceuticals Inc                                                    | CUSIP: 45845PAC2<br>LEI: 254900JMB8TX5P688V24 | Long             | DBT              | CORP              | US        |      250000 | PA      | $265325.00    | 0.03%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS NIPPON PAPER                                                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8616.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1169.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spru                         | Chocoladefabriken Lindt & Spruengli AG                                           | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |          60 | NS      | $631159.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2974.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun Inc                                             | Sunrun Inc                                                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       84962 | NS      | $2768061.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27336.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forum Merger IV Corp                                   | Forum Merger IV Corp                                                             | CUSIP: 349875104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         563 | NS      | $5613.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2965.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CAMPARI                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11596.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valor Latitude Acquisition Cor                         | Valor Latitude Acquisition Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16723 | NS      | $167230.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS FLSMIDTH & CO. A/S                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $20041.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ROCHE HOLDING AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7594.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                               | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAG4<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      700000 | PA      | $674975.00    | 0.07%             | 2025-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                         | Cloudflare Inc                                                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |        -701 | NS      | $-34447.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZTO Express Cayman Inc                                 | ZTO Express Cayman Inc                                                           | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Short            | EC               | CORP              | CN        |       -5723 | NS      | $-143475.61   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INV CORP                                   | Two Harbors Investment Corp                                                      | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |      760000 | PA      | $657856.00    | 0.06%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BANQUE CANTONALE VAUDOISE                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9169.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS STADLER RAIL N                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6651.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LEGRAND SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2256.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $161.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-4347.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                  | ON Semiconductor Corp                                                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       10543 | NS      | $792833.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                               | Anywhere Real Estate Inc                                                         | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Short            | EC               | CORP              | US        |      -10890 | NS      | $-82219.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10158.00     | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                               | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -467000 | PA      | $-379102.63   | -0.04%            | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GAZPROM ORD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-0.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TEAMVIEWER AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $25791.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                             | CBOE Volatility Index                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |          18 | NC      | $-21911.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-709.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9014.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | USD CALL VERSUS GBP PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     2000000 | NC      | $20865.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ON THE BEACH GROUP PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10451.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-80144.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16738.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $201.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21980.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                      | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      302000 | PA      | $229678.85    | 0.02%             | 2051-06-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITRIX TLB SOFR+ 03/20/29                              | CITRIX TLB SOFR+ 03/20/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       37872 | PA      | $34497.83     | 0.00%             | 2029-03-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                     | First Horizon Corp                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       45751 | NS      | $1136912.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VOLEX PLC                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $710.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                     | Coupa Software Inc                                                               | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |      625000 | PA      | $574879.07    | 0.06%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11791.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS RE:NEWCELL AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $28455.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS FINANCIAL SERVICES INC.                            | CURRENCY CONTRACT - COP                                                          | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35311.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289650 | PA      | $144208.54    | 0.01%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS UBS GROUP AG                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $12330.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $366.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17000.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1003.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS EUROPRIS ASA                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $16814.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS KAWASAKI HEAVY                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3114.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |           1 | NC      | $12737.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VI                              | Churchill Capital Corp VI                                                        | CUSIP: 17143W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2693 | NS      | $26849.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                     | Evolent Health Inc                                                               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |       14804 | NS      | $426207.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2004-HYB4                                        | CUSIP: 12669FV75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33868 | PA      | $30294.22     | 0.00%             | 2034-09-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FIRSTGROUP PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22244.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1164561.15   | 0.11%             | 2034-01-25      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55474.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS VNV GLOBAL AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-827.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS URBAN LOGISTICS REIT PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $23332.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       90000 | PA      | $76766.55     | 0.01%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ZUG ESTATES HOLDING AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS PLN                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-72369.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                 | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39224.13     | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                     | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      349000 | PA      | $315398.28    | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT 30 Day Federal Funds                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          39 | NC      | $9691.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-448.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AGILYX ASA                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4370.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS RAKUTEN GROUP                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6577.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12505.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1558.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24600.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | Three Month SONIA Index                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -27 | NC      | $79586.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NEXANS SA                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1283.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Reserve Sustainable Grow                         | First Reserve Sustainable Growth Corp                                            | CUSIP: 336169107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22062 | NS      | $220399.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS INR                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4026.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS AUTOGRILL SPA                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3332.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $19242.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KARDEX HOLDING AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5081.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ANDRITZ AG                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3093.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5042.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -11 | NC      | $-35695.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EMS-CHEMIE HOLDING AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1655.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-350.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                       | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1767.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INSTITUTIONAL FIDUCIARY TRUST - MONEY MARKET PORTFOLIO | INSTITUTIONAL FID TR MMKT PT                                                     | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |     2661000 | NS      | $2661000.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                               | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      287000 | PA      | $292342.44    | 0.03%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19758.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BYSTRONIC AG                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18487.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                 | SGS SA                                                                           | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |          84 | NS      | $197355.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                           | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     1400000 | PA      | $1018695.95   | 0.10%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                  | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $103772.55    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-202.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6333.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1222089.58   | 0.12%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $90.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NCC GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13503.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TRUSTPILOT GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-79639.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | EURODOLLAR 1 YEAR MIDCURVE                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -80 | NC      | $-43500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                          | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |          32 | NS      | $9629.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VCAT Asset Securitization, LLC                         | VCAT 2021-NPL1 LLC                                                               | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43789 | PA      | $41979.74     | 0.00%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| GSRPM Mortgage Loan Trust                              | GSRPM Mortgage Loan Trust Series 2002-1                                          | CUSIP: 361988AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      698678 | PA      | $680686.02    | 0.07%             | 2031-11-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SVF Investment Corp                                    | SVF Investment Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16643 | NS      | $167262.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $358.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | FTSE 100 Index                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |         -38 | NC      | $-63373.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LF Capital Acquisition Corp II                         | LF Capital Acquisition Corp II                                                   | CUSIP: 50202D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13246 | NS      | $134711.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12826.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                               | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $32271.60     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS KOHLS CORP                                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10135.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2078.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC CORP                                          | PennyMac Corp                                                                    | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |     1671000 | PA      | $1430793.75   | 0.14%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | CME E-mini Russell 2000 Index                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          18 | NC      | $52617.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TAG IMMOBILIEN AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5261.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5740.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | CARVANA CO                                                                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         126 | NC      | $504.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FAST ACQUISITION CORP II-A                             | FAST ACQUISITION II A -CW26                                                      | CUSIP: 311874119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3606 | NS      | $2421.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                   | YPF SA                                                                           | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      105000 | PA      | $70838.25     | 0.01%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      531000 | PA      | $514778.91    | 0.05%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                               | Scientific Games International Inc                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      135000 | PA      | $133961.85    | 0.01%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS WOODBOIS LTD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-398.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INFRASTRUTTURE WIRELESS ITALIANE SPA                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3462.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD                                | Transocean Guardian Ltd                                                          | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      475488 | PA      | $463753.06    | 0.05%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | THE CBOE VOLATILITY INDEX                                                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         100 | NC      | $14600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS FORTRESS REIT LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-231.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7471.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                          | PRA Group Inc                                                                    | CUSIP: 69354NAB2<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1335550.50   | 0.13%             | 2023-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $56490.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-945.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS RANDSTAD NV                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4830.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MOONPIG GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2722.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                               | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1350000 | PA      | $1310581.08   | 0.13%             | 2038-02-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-72488.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                            | Diamond Resorts Owner Trust 2019-1                                               | CUSIP: 252722AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22862 | PA      | $22233.18     | 0.00%             | 2032-02-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Climate Real Impact Solutions                          | Climate Real Impact Solutions II Acquisition Corp                                | CUSIP: 187171103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         563 | NS      | $5652.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CLOETTA AB                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5620.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-275.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NEL ASA                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2754.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice USA Inc                                         | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       10775 | NS      | $49134.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $413.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | COCA-COLA CO/THE                                                                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          -1 | NC      | $-164.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ORKLA ASA                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-28353.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | Eurex 5 Year Euro BOBL                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -79 | NC      | $-45825.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HUHTAMAKI OYJ                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9344.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                 | CDS CECONOMY AG                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $490.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                 | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1825000 | PA      | $1168120.45   | 0.11%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOL EQUITY FINANCE SA                                  | GOL Equity Finance SA                                                            | CUSIP: 36256KAA8<br>LEI: 222100H9BH197YU7RY14 | Long             | DBT              | CORP              | LU        |     1277000 | PA      | $485898.50    | 0.05%             | 2024-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | HELIX ENERGY SOLUTIONS GROUP INC                                                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          90 | NC      | $12600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ROTORK PLC                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27501.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS BMW FINANCE NV                                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4510.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | SHIFT TECHNOLOGIES INC                                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          16 | NC      | $3760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -2269800 | PA      | $-2102756.91  | -0.21%            | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48458.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIVATE PLC                                          | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | GB        |        1431 | NS      | $61719.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANIMER SCIENTIFIC INC                                 | Danimer Scientific Inc                                                           | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |      551000 | PA      | $243051.17    | 0.02%             | 2026-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pontem Corp                                            | Pontem Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16446 | NS      | $165117.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS COCA-COLA EUROPACIFIC                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6567.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                                | Zhenro Properties Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      403000 | PA      | $14173.35     | 0.00%             | 2026-01-07      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Pharming Group NV                                      | Pharming Group NV                                                                | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Short            | EC               | CORP              | NL        |     -106214 | NS      | $-137614.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1436.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -137 | NC      | $-54800.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | FVSA index - Mini-s on VSTOXX                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |           6 | NC      | $-1623.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| YUZHOU GROUP                                           | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $10500.00     | 0.00%             | 2025-02-20      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VOLKSWAGEN AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $983.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                    | CORE SCIENTIFIC INC - CW28                                                       | CUSIP: 21873J116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1383 | NS      | $55.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9809.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seres Therapeutics Inc                                 | Seres Therapeutics Inc                                                           | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |        4646 | NS      | $30199.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-81.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2794.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      240000 | PA      | $256200.00    | 0.03%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| INDIA AIRPORT INFRA                                    | India Airport Infra                                                              | CUSIP: 000000000<br>LEI: 254900N1JEUJFV1S3E87 | Long             | DBT              | CORP              | MU        |      300000 | PA      | $284691.20    | 0.03%             | 2025-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp                               | United States Steel Corp                                                         | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Short            | EC               | CORP              | US        |      -63939 | NS      | $-1680956.31  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-26313.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                      | Tunisian Republic                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TN        |      569000 | PA      | $532417.88    | 0.05%             | 2023-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5599.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landcadia Holdings IV Inc                              | Landcadia Holdings IV Inc                                                        | CUSIP: 51477A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22893 | NS      | $229502.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-53792.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TPG Pace Beneficial II Corp                            | TPG Pace Beneficial II Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16740 | NS      | $164554.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ENENTO GROUP OYJ                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-633.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SOUTHERN ENERGY CORP                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-28.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $424.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10388.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KION GROUP AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-207.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NETCARE LTD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4950.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | TRS BANK OF GEORGIA GROUP                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $102322.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MTN GROUP LTD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9032.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HURRICANE FINANCE                                      | Hurricane Finance PLC                                                            | CUSIP: 000000000<br>LEI: 984500D85P5I84C05891 | Long             | DBT              | CORP              | GB        |      358000 | PA      | $407748.31    | 0.04%             | 2025-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |         123 | NS      | $11447.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2061.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CORBION NV                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7484.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES EXPANDED TECH-SOFTWA                           | ISHARES EXPANDED TECH-SOFTWARE SECTOR ETF                                        | CUSIP: 464287515<br>LEI: 54930072GM1ADLZJ5373 | Short            | EC               | CORP              | US        |      -17400 | NS      | $-4730886.00  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $71881.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVEVOX HOLDINGS INC                                   | CRESCENT ACQUISITION CO-CW24                                                     | CUSIP: 53838L118<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |       23891 | NS      | $6135.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SDIPTECH AB                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-9564.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5698.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                 | Arbor Realty Trust Inc                                                           | CUSIP: 038923AZ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      625000 | PA      | $631875.00    | 0.06%             | 2025-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                               | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $38250.00     | 0.00%             | 2024-10-20      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                    | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9393.32      | 0.00%             | 2027-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TRITAX EUROBOX PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $31853.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                  | Southwest Airlines Co                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      130000 | PA      | $169227.50    | 0.02%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                   | Abu Dhabi Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      992000 | PA      | $614913.02    | 0.06%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                       | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      655000 | PA      | $416417.89    | 0.04%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IMM EURODOLLAR TIME DEPOSIT                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          17 | NC      | $38143.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VASTNED RETAIL NV                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-336.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5174.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ENQUEST PLC                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $73.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10351.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                           | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Short            | EC               | CORP              | AT        |      -16675 | NS      | $-138874.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4721.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jaws Mustang Acquisition Corp                          | Jaws Mustang Acquisition Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6135 | NS      | $61656.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ASTRAL FOODS LTD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24890.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                       | Taseko Mines Ltd                                                                 | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |      792000 | PA      | $665979.33    | 0.07%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $360.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES 20+ YEAR TREASURY BOND ETF                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         261 | NC      | $111969.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CGG SA                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13523.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME COPPER                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          -4 | NC      | $-26818.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SCULPTOR ACQUISITION CORP -A                           | SCULPTOR ACQUISITION A -23                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7014 | NS      | $420.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-390736.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8713.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS JOHN WOOD GROUP PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6695.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS HANNOVER RUECK SE                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-100467.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                             | HSCEI                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |           4 | NC      | $9784.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-503.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NATWEST GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21587.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NAKED WINES PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15637.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIUS GBL INFASTRUCTURE                               | Radius Global Infrastructure Inc                                                 | CUSIP: 750481AA1<br>LEI: 213800NT341MQ5USBX63 | Long             | DBT              | CORP              | US        |      975000 | PA      | $870983.51    | 0.09%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                               | Flex Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |      138088 | NS      | $3035174.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | AMERICAN AIRLINES GROUP INC                                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          43 | NC      | $2193.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TUI AG                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5580.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRAQ                                       | Iraq International Bond                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     1618375 | PA      | $1456553.69   | 0.14%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-441.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                      | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $343618.86    | 0.03%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2006-HYB4                                        | CUSIP: 125431AM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1553115 | PA      | $1165450.00   | 0.11%             | 2036-06-20      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                | Sea Ltd                                                                          | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |      387000 | PA      | $290250.00    | 0.03%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BPOST SA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $42.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-216.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2004-S1                                                 | CUSIP: 466247EV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49029 | PA      | $46857.11     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FOXTONS GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-960.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28663.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VERTU MOTORS PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20165.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3462.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VITESCO TECHNOLOGIES GROUP AG                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9548.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc                                  | ASPEED Technology Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        7310 | NS      | $508277.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ETABLISSEMENTS FRANZ COLRUYT NV                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4171.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Strategic Growth Capita                         | Apollo Strategic Growth Capital II                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         555 | NS      | $5557.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $10317.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME Zinc                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         -24 | NC      | $109982.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                 | CDS CARNIVAL CORP                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $42922.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HENKEL AG & CO KGAA                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-747.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $-7500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CORELOGIC INC                                          | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      452000 | PA      | $334165.86    | 0.03%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          10 | NC      | $19875.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                      | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $32558.49     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $415.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ATLAS COPCO AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $293.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                             | DaVita Inc                                                                       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        1655 | NS      | $122023.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                         | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Short            | EC               | CORP              | US        |      -22762 | NS      | $-2203361.60  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ORION OYJ                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3123.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                   | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 14834900000 | PA      | $2077963.59   | 0.20%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                                 | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $12835.57     | 0.00%             | 2025-06-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HOLLYWOOD BOWL GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5447.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                     | Rithm Capital Corp                                                               | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |      248000 | PA      | $224331.85    | 0.02%             | 2025-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                              | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |          45 | NS      | $6115.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS INDUSTRIAL SELECT SECTOR INDEX                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1124.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                       | Zillow Group Inc                                                                 | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |       15000 | PA      | $16597.50     | 0.00%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Apollo Endosurgery Inc                                 | Apollo Endosurgery Inc                                                           | CUSIP: 03767D108<br>LEI: 549300OD82W5UIMD4H13 | Long             | EC               | CORP              | US        |       43210 | NS      | $437717.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11101.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GROUPON INC                                            | Groupon Inc                                                                      | CUSIP: 399473AF4<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $710710.00    | 0.07%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1206.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QuantumScape Corp                                      | QuantumScape Corp                                                                | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -17167 | NS      | $-128580.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                 | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $605388.06    | 0.06%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17250.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GREENCORE GROUP PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24341.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                              | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      137157 | NS      | $2153364.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                    | Tronox Holdings PLC                                                              | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |       24406 | NS      | $344856.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SPECTRIS PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16368.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                     | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     7606000 | PA      | $2333931.52   | 0.23%             | 2041-08-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      120000 | PA      | $107897.97    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $154852.41    | 0.02%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                         | IndyMac INDX Mortgage Loan Trust 2005-AR11                                       | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34120 | PA      | $27254.08     | 0.00%             | 2035-08-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NORDNET AB PUBL                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-23724.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTAIR ENGINEERING INC                                 | Altair Engineering Inc                                                           | CUSIP: 021369AB9<br>LEI: 549300FJ89HZ6GU9S994 | Long             | DBT              | CORP              | US        |      459000 | PA      | $431460.00    | 0.04%             | 2027-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GLANBIA ORD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $60.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9828.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ADEVINTA ASA                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-39918.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LG CHEM ORD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $67487.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KORIAN SA                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $239.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EL.EN. SPA                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $24496.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - PHP                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1638.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -89 | NC      | $-556.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $66.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - PHP                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $918.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | JD.COM INC                                                                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          70 | NC      | $51100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2578.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                     | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      584000 | PA      | $435810.00    | 0.04%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INTERVEST OFFICES & WAREHOUSES NV                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5905.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MSPSGDXJ INDEX                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8110.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE                                   | Beauty Health Co/The                                                             | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |      825000 | PA      | $643912.50    | 0.06%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                            | American Water Works Co Inc                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |       -8077 | NS      | $-1225765.52  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasus Acquisition Co Europe                          | Pegasus Acquisition Co Europe BV                                                 | CUSIP: 000000000<br>LEI: 8945002KP07Y9J48EM22 | Long             | EC               | CORP              | NL        |       88813 | NS      | $901083.89    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                 | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      386000 | PA      | $385694.67    | 0.04%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                       | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |           1 | NC      | $3402.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BARLOWORLD LTD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15140.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45098.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                | Talen Energy Supply LLC                                                          | CUSIP: 87422VAJ7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      436000 | PA      | $449624.98    | 0.04%             | 2028-06-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KONINKLIJKE VOPAK NV                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27857.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                  | Rivian Automotive Inc                                                            | CUSIP: 76954A103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -121075 | NS      | $-3879243.00  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| FORUM MERGER IV CORP-A                                 | FORUM MERGER IV CL A -CW27                                                       | CUSIP: 349875112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         704 | NS      | $16.26        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP                             | NextEra Energy Partners LP                                                       | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |       40638 | NS      | $3270952.62   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                    | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $46709.85     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $931.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MONTANA N                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $857.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ALFEN BEHEER BV                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-281.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-123.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38649.20     | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS 7C SOLARPARKEN AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-324.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                      | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $374226.68    | 0.04%             | 2023-04-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -396000 | PA      | $-358873.02   | -0.04%            | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | COUPA SOFTWARE INC                                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          -5 | NC      | $-1950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MSPSSPCH INDEX                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8969.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -24 | NC      | $-562.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CREDITO EMILIANO SPA                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8548.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                   | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       35000 | PA      | $29528.06     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                               | iShares Russell 2000 ETF                                                         | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |        8100 | NS      | $1517697.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13221.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-723.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                         | VCAT 2021-NPL5 LLC                                                               | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77457 | PA      | $70419.80     | 0.01%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        2237 | NC      | $348972.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS LOGO YAZILIM SANAYI VE TICARET AS                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $912.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT 30 Day Federal Funds                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -47 | NC      | $1356.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS NATURGY ENERGY GROUP SA                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $143.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                    | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $160000.00    | 0.02%             | 2031-07-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AIB GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10879.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                    | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      288000 | PA      | $240836.54    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5071.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $169466.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3567.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - ZAR                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24381.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                      | Rakuten Group Inc                                                                | CUSIP: 75102WAD0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      446000 | PA      | $439554.07    | 0.04%             | 2024-11-30      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-38815.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ STOCKHOLM AKTIEBOLAG                            | H & M HENNES & MAURITZ AB                                                        | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               | CORP              | SE        |          47 | NC      | $1432.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHPORT ACQUISITION CORP                             | SOUTHPORT ACQUISITION -CW23                                                      | CUSIP: 84465L113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4946 | NS      | $247.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP INC                                       | Hope Bancorp Inc                                                                 | CUSIP: 43940TAB5<br>LEI: 549300UTF4QGMBHIZ219 | Long             | DBT              | CORP              | US        |     1778000 | PA      | $1740306.40   | 0.17%             | 2038-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bill.com Holdings Inc                                  | Bill.com Holdings Inc                                                            | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |        3652 | NS      | $439773.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                          | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       25000 | PA      | $18625.00     | 0.00%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78000 | PA      | $71453.28     | 0.01%             | 2042-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      519000 | PA      | $351599.25    | 0.03%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARES ACQUISITION CORP-A                                | ARES ACQUISITION CL A -CW27                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11095 | NS      | $833.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNER GROWTH ACQUISITION-A                            | CORNER GROWTH ACQ CL A -CW27                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7606 | NS      | $228.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1403.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2302.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ALSTOM SA                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15312.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-73.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HELIOS TOWERS PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16571.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $17550.40     | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17401.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmo Software Ltd                                      | Elmo Software Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      144122 | NS      | $464692.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1865.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BBVA                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14342.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                             | BINOM Securitization Trust 2022-RPL1                                             | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $114832.22    | 0.01%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MARKS & SPENCER GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16143.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CS GROUP N                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1994.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25612.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-107.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CARNIVAL PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11099.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS ARGENTINA                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $441276.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | USD CALL VERSUS AUD PUT                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              | CORP              | GB        |     4000000 | NC      | $23930.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BONAVA AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-154.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Science Strategic Acquisition                          | Science Strategic Acquisition Corp Alpha                                         | CUSIP: 808641104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5442 | NS      | $54664.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                              | Block Inc                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       22997 | NS      | $1558506.69   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                    | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       60000 | PA      | $53500.20     | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3243.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS MUSTI GROUP OYJ                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $8458.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $117198.13    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5309.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trupanion Inc                                          | Trupanion Inc                                                                    | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       20041 | NS      | $1047543.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS RANA GRUBER ASA                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $316.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandwidth Inc                                          | Bandwidth Inc                                                                    | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Short            | EC               | CORP              | US        |       -2211 | NS      | $-50543.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                             | Guess? Inc                                                                       | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Short            | EC               | CORP              | US        |      -27077 | NS      | $-562118.52   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                                | New Fortress Energy Inc                                                          | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       36240 | NS      | $1844616.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10376.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                            | TRS AMUNDI- W/I (FP*)                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $32333.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS PATRIZIA SE NA O.N.                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-47.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4446.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                    | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16442.64     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MOTUS HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5588.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HALMA ORD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $221.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NAGARRO SE                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8622.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4329.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          96 | NC      | $1200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-75.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS CECONOMY AG                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2504.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Biotech Opportunities Co                         | Orion Biotech Opportunities Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16960 | NS      | $169600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MTU AERO ENGINES AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $16493.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ROCKWOOL A/S                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12313.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                         | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      471000 | PA      | $472158.66    | 0.05%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                               | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      343000 | PA      | $348036.96    | 0.03%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JACKSON ACQUISITION CO-CL A                            | JACKSON ACQUISITION A -CW28                                                      | CUSIP: 46653C114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2966 | NS      | $115.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurosail Plc                                           | Eurosail-UK 2007-2np PLC                                                         | CUSIP: 000000000<br>LEI: 213800NEJVUXH4MS6Y78 | Long             | ABS-MBS          | CORP              | GB        |     1220000 | PA      | $1031817.80   | 0.10%             | 2045-03-13      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                               | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $305056.39    | 0.03%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lucid Group Inc                                        | Lucid Group Inc                                                                  | CUSIP: 549498103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -124957 | NS      | $-1267063.98  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AT&S AUSTRIA TECHNOLOGIE & SYSTEMTECHNIK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1948.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ARCELORMITTAL SOUTH AFRICA LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-80.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $150.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS INR                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-9029.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                             | SGX NIFTY 50 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |         -91 | NC      | $-107634.86   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - TWD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-883.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS RAKUTEN GROUP                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $433.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS TRANSTEMA GROUP AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-956.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1262.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3384.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                   | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        6090 | NS      | $453035.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                            | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-12349.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NOKIA OYJ                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $7355.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | IRS INR                                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1061.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21024.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | EURO STOXX 50 INDEX                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |         -26 | NC      | $-1055.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-456.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PetIQ Inc                                              | PetIQ Inc                                                                        | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Short            | EC               | CORP              | US        |      -12350 | NS      | $-146594.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Acquisiti                         | Simon Property Group Acquisition Holdings Inc                                    | CUSIP: 82880R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31630 | NS      | $318197.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                          | UniCredit SpA                                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      329000 | PA      | $278906.15    | 0.03%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GLOBAL DOMINION ACCESS SA                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9143.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Copa Holdings SA                                       | Copa Holdings SA                                                                 | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Short            | EC               | CORP              | PA        |      -34613 | NS      | $-3033137.19  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GHANA                                      | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     3093000 | PA      | $2171286.00   | 0.21%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ADVTECH LTD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $7881.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AMPLIFON SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1824.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS FLOW TRADERS                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5302.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8501.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                      | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25504.92     | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS WERELDHAVE NV                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2650.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-88.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Obotech Acquisition SE                                 | Obotech Acquisition SE                                                           | CUSIP: 000000000<br>LEI: 222100W9V7IC82G7I598 | Long             | EC               | CORP              | LU        |        4205 | NS      | $42751.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IAMGOLD Corp                                           | IAMGOLD Corp                                                                     | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |      395656 | NS      | $811094.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                                | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      638000 | PA      | $415542.16    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-192.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2014-GC18                                           | CUSIP: 36252RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $91659.25     | 0.01%             | 2047-01-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS CURRYS PLC                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-868.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VONOVIA SE                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4149.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORION BIOTECH OPPORTUNITI-A                            | ORION BIOTECH OPPORTU -CW27                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3392 | NS      | $68.18        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                   | JetBlue Airways Corp                                                             | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      614000 | PA      | $463263.00    | 0.05%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MCCARTHY & STONE 12/16/25                              | MCCARTHY & STONE 12/16/25                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      170938 | PA      | $178210.00    | 0.02%             | 2025-12-16      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                            | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        5236 | NS      | $886088.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ZEHNDER GROUP AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7823.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                             | SGX FTSE CHINA A50                                                               | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |          20 | NC      | $10591.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26721.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                                | Summit Hotel Properties Inc                                                      | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |      290000 | PA      | $266365.00    | 0.03%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                         | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       10400 | NS      | $3706560.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7668.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17222.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                 | SFE 10 Year Australian Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         -63 | NC      | $-103782.17   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $760.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1297.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                      | TURQUOISE HILL RESOURCES LTD                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |           9 | NC      | $270.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS IPSOS                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $22643.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      512000 | PA      | $349319.51    | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KESKO OYJ                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-23869.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8889.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $192.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                               | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        1151 | NS      | $178381.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus Inc                                       | Benefitfocus Inc                                                                 | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |      102779 | NS      | $1065818.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REPAY HOLDINGS                                         | Repay Holdings Corp                                                              | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1069000 | PA      | $797046.40    | 0.08%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS INDRA SISTEMAS SA                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10342.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PGE POLSKA GRUPA ENERGETYCZNA SA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-33251.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KCP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $760961.10    | 0.07%             | 2033-08-25      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5897.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CLIQ DIGITAL AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $14653.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1354.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BURKHALTER HOLDING AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1714.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-114.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | Eurex EURO STOXX 50                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        -439 | NC      | $-1475921.89  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TIKEHAU CAPITAL SCA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4004.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN PHOENIX 2 LTD                               | Transocean Phoenix 2 Ltd                                                         | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      312800 | PA      | $310067.69    | 0.03%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Enovix Corp                                            | Enovix Corp                                                                      | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |      170408 | NS      | $2223824.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ALIBABA GROUP HOLDING LTD                                                        | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          70 | NC      | $49350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-297.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercept Pharmaceuticals Inc                          | Intercept Pharmaceuticals Inc                                                    | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |       41037 | NS      | $611861.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS STEF SA                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6671.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Piedmont Lithium Inc                                   | Piedmont Lithium Inc                                                             | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Short            | EC               | CORP              | US        |       -2265 | NS      | $-130599.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                    | Clearway Energy Inc                                                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       36540 | NS      | $1294977.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11269.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HORIZONTE MINERALS PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1934.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $143.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                       | Mexican Udibonos                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    44375529 | PA      | $2010660.88   | 0.20%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HEKTAS TICARET TAS                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-202344.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26798.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Primavera Capital Acquisition                          | Primavera Capital Acquisition Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |        3048 | NS      | $30556.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FANNIE MAE                                             | Federal National Mortgage Association                                            | CUSIP: 313586794<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |       16250 | NS      | $67437.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS INDUSTRIA DE DISENO TEXTIL SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3206.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS INR                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2522.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                          | Wolfspeed Inc                                                                    | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |        -251 | NS      | $-22820.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10914.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       85000 | PA      | $62098.65     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17028.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1678.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4727500 | PA      | $4583643.64   | 0.45%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                     | Domino's Pizza Inc                                                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        1481 | NS      | $575709.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $136.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47856.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5506.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ONCOPEPTIDES AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1191.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NETCOMPANY GROUP A/S                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-14178.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-261.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS WITHSECURE OYJ                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1025.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS POSTE ITALIANE SPA                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1954.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4411.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KITRON ASA                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8457.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1165.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS IGAS ENERGY PLC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-56.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS HENNES & MAURITZ AB                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $71958.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $233.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $215.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SABAF SPA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1174.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16457.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $190837.88    | 0.02%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS UNITED UTILITIES GROUP PLC                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $832.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                     | Turkey Government International Bond                                             | CUSIP: 900123CF5<br>LEI: 5493000PCHOG3B6S3Q85 | Short            | DBT              | NUSS              | TR        |     -573000 | PA      | $-573125.49   | -0.06%            | 2024-03-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS EDENRED                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15236.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                   | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $94520.00     | 0.01%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       26433 | NS      | $2932918.95   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SHAPEWAYS HOLDINGS INC                                 | SHAPEWAYS HOLDINGS INC-CW26                                                      | CUSIP: 81947T110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13286 | NS      | $398.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ORRON ENERGY AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1039.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $450.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | ICE Brent Crude Oil                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          20 | NC      | $-100180.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8064.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KERNEL HOLDING SA                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18110.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $538.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS NEXT PLC                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $6499.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS NEPI ROCKCASTLE NV                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4115.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS YOUGOV ORD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4130.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS LLOYDS BANKING GROUP PLC                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1681.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1287.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VODACOM GROUP LTD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1679.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-762.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DRAX GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34286.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      260000 | PA      | $211235.23    | 0.02%             | 2040-08-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BUFAB AB                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6775.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-516.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2997.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CBRAIN A/S                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6142.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                 | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1921000 | PA      | $1779364.67   | 0.17%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                      | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      585000 | PA      | $602011.80    | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Switch Inc                                             | Switch Inc                                                                       | CUSIP: 87105L104<br>LEI: 549300EZ98N5Y55J4X37 | Long             | EC               | CORP              | US        |      189400 | NS      | $6486950.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                  | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $67800.11     | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                         | Transocean Inc                                                                   | CUSIP: 893830BK4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      741000 | PA      | $644136.48    | 0.06%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                           | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      205000 | PA      | $11637.85     | 0.00%             | 2026-08-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                      | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1279000 | PA      | $831350.00    | 0.08%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Athena Consumer Acquisition Co                         | Athena Consumer Acquisition Corp                                                 | CUSIP: 04684M106<br>LEI: 549300I3J7Y1D6R3A720 | Long             | EC               | CORP              | US        |       26388 | NS      | $270477.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                                             | Splunk Inc                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |       95000 | PA      | $78802.50     | 0.01%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                         | Lonza Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |          99 | NS      | $52083.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CIE DES ALPES                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8768.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | ARK INNOVATION ETF                                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -178 | NC      | $-712.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BORUSSIA DORTMUND GMBH & CO KGAA                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4040.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-385.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS ZAR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-84458.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                              | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       15000 | PA      | $11914.18     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | MANCHESTER UNITED PLC                                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -71 | NC      | $-6390.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12510.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                        | Cemex SAB de CV                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |       27529 | NS      | $125807.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS IVU TRAFFIC TECHNOLOGIES AG                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5436.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT Soybean                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |           9 | NC      | $25488.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -15 | NC      | $-10145.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DE LA RUE PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4576.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $200.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MENSCH UND MASCHINE SOFTWARE SE                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6358.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS STHREE PLC                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $22712.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16877.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS PLN                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-7520.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS CDX.NA.IG.39.V1                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-7740.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-90.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DESKTOP METAL INC                                      | Desktop Metal Inc                                                                | CUSIP: 25058XAC9<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | DBT              | CORP              | US        |      534000 | PA      | $713958.00    | 0.07%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST RESERVE SUSTAINABLE-A                            | FIRST RESERVE SUST A -CW27                                                       | CUSIP: 336169115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8090 | NS      | $162.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS HAMMERSON PLC                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-273.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VICAT SA                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $7259.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          50 | NC      | $2734.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6715.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT 30 Day Federal Funds                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          62 | NC      | $-132316.03   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8119.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5272.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                      | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       90000 | PA      | $83848.15     | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9877.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR MID-CURVE                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -80 | NC      | $-1040.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                  | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32158.53     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NOKIAN RENKAAT OYJ                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1066.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HMM ORD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6822.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS JET2 PLC                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $23966.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9985.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TINEXTA SPA                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15325.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NCC AB                                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5500.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRYSTAL PEAK ACQUISITION-A                             | CRYSTAL PEAK ACQUI-CW                                                            | CUSIP: 000000000<br>LEI: 549300QV2DQ5QN1K3U52 | Long             | EC               | CORP              | KY        |        2725 | NS      | $1362.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | JB HUNT TRANSPORT SERVICES INC                                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          65 | NC      | $22750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                               | National Health Investors Inc                                                    | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |       30000 | PA      | $21768.69     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                    | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       45000 | PA      | $36543.60     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                            | Nutanix Inc                                                                      | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44025.00     | 0.00%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                         | Hertz Corp/The                                                                   | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      262000 | PA      | $227564.41    | 0.02%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS AGNICO EAGLE MINES LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3314.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                   | Laredo Petroleum Inc                                                             | CUSIP: 516806AG1<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71939.69     | 0.01%             | 2028-01-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4209.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16961.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $53678.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CNY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-437.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GRUPPO MUTUIONLINE SPA                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20735.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Group PLC                                      | Frasers Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |       38301 | NS      | $419584.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Parnassus Acquisition Cor                         | FTAC Parnassus Acquisition Corp                                                  | CUSIP: 30319B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       49016 | NS      | $488199.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Motive Capital Corp II                                 | Motive Capital Corp II                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17352 | NS      | $176296.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                      | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $5427.40      | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                               | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     6299775 | PA      | $2122204.64   | 0.21%             | 2037-09-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                      | Post Holdings Inc                                                                | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      338000 | PA      | $361998.00    | 0.04%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3016.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS FERRARI NV                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5410.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS FUGRO NV                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7233.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-432.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18781.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24114.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINTECH EVOLUTION ACQUISIT-A                           | FINTECH EVOLUTION ACQ -CW28                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5865 | NS      | $228.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS ICELAND BONDCO                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5433.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EMMI AG                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6261.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1679.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                                | Realogy Group LLC / Realogy Co-Issuer Corp                                       | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1496000 | PA      | $1056176.00   | 0.10%             | 2026-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GREATLAND GOLD PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $40723.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          15 | NC      | $60600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13608.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ASHMORE GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16214.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                               | United States Steel Corp                                                         | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      937000 | PA      | $1941932.50   | 0.19%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                               | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |      258000 | PA      | $304440.00    | 0.03%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-224.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AFENTRA PLC ORD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                               | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         531 | NS      | $220211.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNER GROWTH ACQUISITION -A                           | CORNER GROWTH ACQUISITI-CW23                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5737 | NS      | $61.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          79 | NC      | $237.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS HAMMERSON ORD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-429.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRA Group Inc                                          | PRA Group Inc                                                                    | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Short            | EC               | CORP              | US        |       -3369 | NS      | $-115826.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pushpay Holdings Ltd                                   | Pushpay Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      289958 | NS      | $235775.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Collegium Pharmaceutical Inc                           | Collegium Pharmaceutical Inc                                                     | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |      -24000 | NS      | $-524880.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CROPENERGIES AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4655.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarim Acquisition Corp                                | Clarim Acquisition Corp                                                          | CUSIP: 18049C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       50724 | NS      | $510283.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT 30 Day Federal Funds                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          62 | NC      | $-6241.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      290000 | PA      | $157848.45    | 0.02%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-25583.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-305.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SFC ENERGY AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4709.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DEUTSCHE BETEILIGUNGS AG                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10378.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                     | United Rentals Inc                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        3019 | NS      | $1065797.57   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES SA                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2606.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |         108 | NS      | $19224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5750.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SABRE INSURANCE GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2105.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limit                         | Kestrel Aircraft Funding Ltd                                                     | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      197332 | PA      | $166610.34    | 0.02%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS DSV A/S                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4517.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12332.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $43.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | TRS ENERGY TRANSFER LP                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2634.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                              | Adams Outdoor Advertising LP                                                     | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |      165772 | PA      | $157348.46    | 0.02%             | 2048-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | FVSA index - Mini-s on VSTOXX                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |           5 | NC      | $1.43         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management                     | Dreyfus Government Cash Management                                               | CUSIP: 000000000<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    40159793 | NS      | $40159792.93  | 3.92%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ CORP/THE                                         | HERTZ CORP/THE                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1982000 | PA      | $0.00         | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                               | Cloud Software Group Holdings Inc                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      845000 | PA      | $739304.16    | 0.07%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $289.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $168.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                          | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $178200.00    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT Corn                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          79 | NC      | $-24756.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BENSON HILL INC                                        | BENSON HILL INC -CW25                                                            | CUSIP: 082490111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5669 | NS      | $1927.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                       | IRS CZK                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $58125.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      325000 | PA      | $317338.13    | 0.03%             | 2023-07-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                 | Array Technologies Inc                                                           | CUSIP: 04271TAA8<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |      677000 | PA      | $717286.73    | 0.07%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER INC                                      | Guitar Center Inc                                                                | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      702000 | PA      | $615113.46    | 0.06%             | 2026-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                       | Callon Petroleum Co                                                              | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |      210000 | PA      | $207718.35    | 0.02%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3044.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair Inc                                            | Wayfair Inc                                                                      | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |        2100 | NS      | $76944.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25498.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VICTREX PLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $887.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ENCAVIS AG                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1746.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS OESTERREICHISCHE POST AG                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5462.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22897.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15693.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13607.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $728.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2623.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS AMERICAN AXLE                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3374.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                         | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2R8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2173736 | PA      | $1729463.21   | 0.17%             | 2045-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $741.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-902.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                            | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        5439 | NS      | $1008988.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1039.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                             | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       17575 | NS      | $1364347.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LINEA DIRECTA ASEGURADORA SA CIA DE SEGUROS Y REASEGUROS                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16635.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-152.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | MANCHESTER UNITED PLC                                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -41 | NC      | $-2460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                            | CDS SIMON PROP GP                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $174.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                   | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      335000 | PA      | $348648.61    | 0.03%             | 2025-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                               | CUSIP: 30303M8B1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1168000 | PA      | $1098406.85   | 0.11%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS EQUINOR ASA                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $15379.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Conyers Park III Acquisition C                         | Conyers Park III Acquisition Corp                                                | CUSIP: 21289P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8071 | NS      | $79499.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                 | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      298000 | PA      | $253363.44    | 0.02%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS XP POWER LIMITED                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7739.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MO-BRUK SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1336.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                              | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      821000 | PA      | $596532.27    | 0.06%             | 2034-01-19      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -135000 | PA      | $-129879.49   | -0.01%            | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ahren Acquisition Corp                                 | Ahren Acquisition Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       51027 | NS      | $519965.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KONINKLIJKE KPN NV                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7499.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3371.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PEARSON ORD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2171.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                               | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     3670000 | PA      | $9555.49      | 0.00%             | 2025-04-12      | Floating      | 72.83%                | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                 | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       23357 | NS      | $1621345.51   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9876.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLUG POWER INC                                         | Plug Power Inc                                                                   | CUSIP: 72919PAD5<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |      407000 | PA      | $1304638.50   | 0.13%             | 2025-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS JUPITER FUND MANAGEMENT PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4243.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $949.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS NEXT PLC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16339.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HEIJMANS NV                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5224.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                      | Bloom Energy Corp                                                                | CUSIP: 093712AH0<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     1134000 | PA      | $1651946.87   | 0.16%             | 2025-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-744.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4284.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                       | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | N/A              | DIR              | CORP              | CH        |           1 | NC      | $-17367.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15715.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      768000 | PA      | $724553.93    | 0.07%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7510.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NEINOR HOMES SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-58273.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK RAKYAT INDONESIA                                  | Bank Rakyat Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $398382.00    | 0.04%             | 2023-07-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DISCOVERY LTD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3621.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BEIJER REF AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-34202.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BREDERODE SA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-83.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BYTES TECHNOLOGY GROUP PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1288.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-826.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-434.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS JUST GROUP PLC                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $259.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                         | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |       -5421 | NS      | $-1152233.55  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS THUNGELA RESOURCES LTD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8658.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CLAS OHLSON AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-87779.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JOH. BERENBERG, GOSSLER & CO. KG                       | TRS ESG CORE INVESTMENTS                                                         | CUSIP: 000000000<br>LEI: 529900UC2OD7II24Z667 | N/A              | DE               | CORP              | DE        |           1 | NC      | $-2283.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2913.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp                                           | Centene Corp                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        1966 | NS      | $171140.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS BIGBEN INTERACTIVE                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-719.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                  | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $119885.35    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES 20+ YEAR TREASURY BOND ETF                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         120 | NC      | $37800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-110442.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                       | CSC Holdings LLC                                                                 | CUSIP: 000000000<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      174819 | PA      | $167913.61    | 0.02%             | 2025-07-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ALLIANCE PHARMA PLC                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $904.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-86.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1186.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                   | Upstart Holdings Inc                                                             | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |      872000 | PA      | $452350.00    | 0.04%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4646.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                          | Sierra Timeshare 2021-1 Receivables Funding LLC                                  | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      112300 | PA      | $102560.96    | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                              | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      110000 | PA      | $66002.98     | 0.01%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FIGURE ACQUISITION CORP I -A                           | FIGURE ACQ I CL A -CW27                                                          | CUSIP: 302438114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1176 | NS      | $23.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anzu Special Acquisition Corp                          | Anzu Special Acquisition Corp I                                                  | CUSIP: 03737A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1839 | NS      | $18371.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Care Select Sector SPDR Fund                    | Health Care Select Sector SPDR Fund                                              | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Short            | EC               | RF                | US        |       -7277 | NS      | $-1011648.54  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                            | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |          41 | NS      | $10297.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PPC LTD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7619.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6077.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERMENEGILDO ZEGNA NV                                   | ERMENEGILDO ZEGNA HOLD -CW27                                                     | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | IT        |        2117 | NS      | $4234.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS IBERDROLA SA                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-68.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                            | Wayfair Inc                                                                      | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      673000 | PA      | $435767.50    | 0.04%             | 2025-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                               | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      784000 | PA      | $699186.88    | 0.07%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                  | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      191000 | PA      | $173115.72    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS POLYPEPTIDE GROUP AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30018.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spindletop Health Acquisition                          | Spindletop Health Acquisition Corp                                               | CUSIP: 84854Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11406 | NS      | $116626.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-387.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2080.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RENTOKIL INITIAL PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-154.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                               | Service Properties Trust                                                         | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      265000 | PA      | $263012.50    | 0.03%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        3773 | NS      | $1232351.95   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BELIEVE SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8394.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      554000 | PA      | $478201.72    | 0.05%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CUTERA INC                                             | Cutera Inc                                                                       | CUSIP: 232109AC2<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |      893000 | PA      | $1002392.50   | 0.10%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-927.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2784.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNITE INC                                            | Magnite Inc                                                                      | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |      272000 | PA      | $210076.90    | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3681.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VANTAGE TOWERS AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12968.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-614.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      195000 | PA      | $83319.03     | 0.01%             | 2044-08-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Vnet Group Inc                                         | Vnet Group Inc                                                                   | CUSIP: 90138A103<br>LEI: 529900672GYJQ3T38I58 | Long             | EC               | CORP              | CN        |       56946 | NS      | $285299.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                 | CDS NIPPON STEEL                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2691.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-395.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISKER INC                                             | Fisker Inc                                                                       | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |     1346000 | PA      | $699955.04    | 0.07%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | SIRIUS XM HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          26 | NC      | $338.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9863.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                         | BCAP LLC 2012-RR4 Trust                                                          | CUSIP: 05540XCQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      317854 | PA      | $300856.42    | 0.03%             | 2036-11-26      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22041.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TELECOM PLUS PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $65349.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6409.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -39 | NC      | $-207990.04   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DELIVERY HERO AG                                       | Delivery Hero SE                                                                 | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $332039.70    | 0.03%             | 2029-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS UMICORE SA                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $909.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29515.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7744.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5248.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SIGNIFY NV                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $15103.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | IRS USD                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-132782.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-49526.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                    | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |          74 | NS      | $7086.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BENETEAU SA                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8467.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17363.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MFE-MEDIAFOREUROPE NV                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $317.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        4037 | NS      | $411289.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                  | Cinemark Holdings Inc                                                            | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Short            | EC               | CORP              | US        |      -54718 | NS      | $-744711.98   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $671.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2953.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                     | Turkey Government International Bond                                             | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1931000 | PA      | $1322721.48   | 0.13%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| iShares Russell Mid-Cap Growth ETF                     | iShares Russell Mid-Cap Growth ETF                                               | CUSIP: 464287481<br>LEI: 5493004I787UFE6AN650 | Short            | EC               | RF                | US        |     -231424 | NS      | $-20643020.80 | -2.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | SHAW COMMUNICATIONS INC                                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         189 | NC      | $945.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA PHARMACEUTICALS                                 | Pacira BioSciences Inc                                                           | CUSIP: 695127AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      238000 | PA      | $225653.75    | 0.02%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16022.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                  | Bausch Health Cos Inc                                                            | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      809000 | PA      | $684713.33    | 0.07%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ERSTE GROUP BANK AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2563.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TODS                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $10.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5469.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                        | Bentley Systems Inc                                                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      392000 | PA      | $320656.00    | 0.03%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ASTRAZENECA PLC                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-549.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS MERCATOR MEDICAL SA                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-339.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7804.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA INC                                              | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      587000 | PA      | $554356.93    | 0.05%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS CIE DE ST GOBAIN                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-494.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                         | WFRBS Commercial Mortgage Trust 2012-C7                                          | CUSIP: 92936TAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72385 | PA      | $5806.69      | 0.00%             | 2045-06-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Catalent Inc                                           | Catalent Inc                                                                     | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1068 | NS      | $53538.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR MID-CURVE                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          40 | NC      | $260.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                   | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |    -1171000 | PA      | $-1135870.00  | -0.11%            | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - PHP                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10042.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16193.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6067.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS DATATEC LTD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-462.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CNY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-599.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24195.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1261470.42   | 0.12%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-951.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZTO EXPRESS KY INC                                     | ZTO Express Cayman Inc                                                           | CUSIP: 98980AAA3<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |      276000 | PA      | $280416.00    | 0.03%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| CBOE GLOBAL MARKETS, INC.                              | CROWN HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          37 | NC      | $44770.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                               | Travere Therapeutics Inc                                                         | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      774000 | PA      | $691182.00    | 0.07%             | 2029-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | Eurex DAX Index                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |          22 | NC      | $17365.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $396.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20723.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                             | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        5443 | NS      | $2218512.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon CLO LTD                                       | Marathon CLO V Ltd                                                               | CUSIP: 56576QAU2<br>LEI: 635400LRBGQZIPTCBI09 | Long             | ABS-CBDO         | CORP              | KY        |     2200000 | PA      | $2122383.02   | 0.21%             | 2027-11-21      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KWS SAAT SE & CO KGAA                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1332.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EXASOL AG                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $57.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ATRESMEDIA CORP DE MEDIOS DE COMUNICACION SA                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1835.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                 | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      504000 | PA      | $327442.25    | 0.03%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $697.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                | Pebblebrook Hotel Trust                                                          | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1050705.00   | 0.10%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2434.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                               | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43358.50     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                               | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      579000 | PA      | $526308.11    | 0.05%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2197.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS HUNTING PLC                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $105.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6988.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GAS PLUS SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-83.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3541.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair Inc                                            | Wayfair Inc                                                                      | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |       -9704 | NS      | $-355554.56   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3371.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46345.08     | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AZIMUT HOLDING SPA                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4770.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | EURO STOXX 50 INDEX                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |          26 | NC      | $3490.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                     | Evolent Health Inc                                                               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |      -14804 | NS      | $-426207.16   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                                    | Shift4 Payments Inc                                                              | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7057 | NS      | $-327021.38   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SWISS LIFE HOLDING AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5000.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS UNITED AIRLINES HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2061.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS NIPPON STEEL                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2691.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-0.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS JAMES HALSTEAD PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2082.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16468.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SIBANYE STILLWATER LTD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $34849.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ARGAN SA                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $19524.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                  | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $73349.90     | 0.01%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                           | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        3800 | NS      | $2128836.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3939.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ENEL SPA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8551.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KERRY GROUP PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9247.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESM Acquisition Corp                                   | ESM Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8367 | NS      | $83921.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                               | Agile Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $36336.76     | 0.00%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                     | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |       -3498 | NS      | $-1133317.02  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CAK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      480000 | PA      | $463049.05    | 0.05%             | 2023-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TX GROUP AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $14.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $612.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELIVERY HERO AG                                       | Delivery Hero SE                                                                 | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $597841.81    | 0.06%             | 2026-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PIONEER MERGER CORP -CLASS A                           | PIONEER MERGER CL A -CW27                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16710 | NS      | $223.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                        | Marcus Corp/The                                                                  | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Short            | EC               | CORP              | US        |      -56286 | NS      | $-914084.64   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | GOL LINHAS AEREAS INTELIGENTES SA                                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          65 | NC      | $455.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PEPKOR HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8401.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                              | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $128075.67    | 0.01%             | 2023-12-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Ares Acquisition Corp                                  | Ares Acquisition Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5799 | NS      | $58105.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4052.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SUPERMARKET INCOME REIT PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10755.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         137 | NC      | $94530.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13913.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22850.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MARLOWE PLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $30458.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3143.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TCW SPECIAL PURPOSE ACQ-CL A                           | TCW SPECIAL PURPOSE AC- CW28                                                     | CUSIP: 87301L114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2088 | NS      | $1.25         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3342.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-76815.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-292.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TLG Acquisition One Corp                               | TLG Acquisition One Corp                                                         | CUSIP: 87257M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9876 | NS      | $99451.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      700000 | PA      | $585155.77    | 0.06%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $6006.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS RETAIL ESTATES NV                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-861.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BONHEUR ASA                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12894.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS OC OERLIKON N                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8429.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SODEXO SA                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-295.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15838.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $507213.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ACADEMEDIA AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2858.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HEIDELBERGCEMENT AG                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $18397.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                          | MASTR Alternative Loan Trust 2004-8                                              | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21408 | PA      | $20252.72     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CENTRAL ASIA METALS PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $7591.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luminar Technologies Inc                               | Luminar Technologies Inc                                                         | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |       12104 | NS      | $92716.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CORNWALL JERSEY LTD                                    | Cornwall Jersey Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NFORA6FS9LQ898 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $231408.11    | 0.02%             | 2026-04-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Capitalworks Emerging Markets                          | Capitalworks Emerging Markets Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15474 | NS      | $158763.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                               | Northern Oil and Gas Inc                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      722000 | PA      | $705805.54    | 0.07%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-158.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CENTRALNIC GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2539.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10885.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DCAL AVIATION FINANCE LIMITED                          | AIM Aviation Finance Ltd                                                         | CUSIP: 001406AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      170624 | PA      | $47762.83     | 0.00%             | 2040-02-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2766.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upwork Inc                                             | Upwork Inc                                                                       | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Short            | EC               | CORP              | US        |       -1374 | NS      | $-16831.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                          | IRS ZAR                                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-9471.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-609.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | 10 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $-2343.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $137202.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PEUGEOT INVEST                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3541.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NX FILTRATION NV                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4119.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3433.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DANONE                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-158205.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KID ASA                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-13128.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS NIPPON STEEL                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6728.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SYNTHOMER PLC                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1118.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PHILADELPHIA SE UTILITY INDEX                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-169774.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Bulk Shipping Inc                                | Eagle Bulk Shipping Inc                                                          | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Short            | EC               | CORP              | US        |      -37621 | NS      | $-1935600.45  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS RAKUTEN GROUP                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7147.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2945.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ZUR ROSE GROUP N                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1038.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                               | COMEX Gold 100 Troy Ounces                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         -22 | NC      | $10370.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings VIII Inc                                | Gores Holdings VIII Inc                                                          | CUSIP: 382863108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30157 | NS      | $300062.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BUREAU VERITAS SA                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3240.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South Jersey Industries Inc                            | South Jersey Industries Inc                                                      | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |       71932 | NS      | $2496040.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES                                   | Dynavax Technologies Corp                                                        | CUSIP: 268158AD4<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $2160360.00   | 0.21%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | TRS ELECTRICITE DE FRANCE SA                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1938.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd                                       | Dye & Durham Ltd                                                                 | CUSIP: 267488104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -2108 | NS      | $-21297.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3099.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CEMIG PRF                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $43981.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4411.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4215.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $240480.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                 | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      495000 | PA      | $469069.43    | 0.05%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CINT GROUP AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1461.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16439.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         144 | NC      | $99360.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50849.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Redfin Corp                                            | Redfin Corp                                                                      | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |        4100 | NS      | $21976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | CROWN HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -37 | NC      | $-9435.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4384.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2319.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $225.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | IRS USD                                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DIR              | CORP              | AU        |           1 | NC      | $-46231.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-297.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Inc                                          | BlackRock Inc                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |          21 | NS      | $15036.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BOSSARD HOLDING AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8760.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AUTO TRADER GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-903.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $700.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-542.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                               | COMEX Silver                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         -12 | NC      | $-23167.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2003-22CB                                                 | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23070 | PA      | $22360.35     | 0.00%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ENERGEAN PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36240.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                               | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       86000 | PA      | $78445.76     | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18651.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ORANGE SA                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $343.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | IRS USD                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |           1 | NC      | $6942.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MEYER BURGER TECHNOLOGY AG                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-71548.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ORIOLA OYJ                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8842.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS LINDE PLC                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $561.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1735.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29459.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $264.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1594.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | EURODOLLAR 1 YEAR MIDCURVE                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $-750.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS MIPS AB                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-36174.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                         | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        3707 | NS      | $594046.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                            | Netflix Inc                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14591.18     | 0.00%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HENRY BOOT PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5996.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $919.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |         126 | NS      | $18794.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $891.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LAR ESPANA REAL ESTATE SOCIMI SA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2206.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6945.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1412.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10322.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc                                               | Snap Inc                                                                         | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |      -10164 | NS      | $-104790.84   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10518.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13784.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23376.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS NIPPON PAPER                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4308.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Towers AG                                      | Vantage Towers AG                                                                | CUSIP: 000000000<br>LEI: 213800BBQO965UPQ7J59 | Long             | EC               | CORP              | DE        |       25500 | NS      | $874299.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KLEPIERRE SA                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1373.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $7711.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                                 | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $17569.20     | 0.00%             | 2024-04-08      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71075.92     | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ARCELIK AS                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-41640.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALWORKS EMERGING M-CL A                           | CAPITALWORKS EMERGING-CW23                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7737 | NS      | $290.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP                                    | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      150000 | PA      | $121534.51    | 0.01%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NEMETSCHEK SE                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3317.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluence Energy Inc                                     | Fluence Energy Inc                                                               | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      167071 | NS      | $2870279.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4044.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ST ENG URBAN SOL USA                                   | Ste Transcore Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 2549005ISD49W0N6WG55 | Long             | DBT              | CORP              | US        |      400000 | PA      | $362960.79    | 0.04%             | 2032-05-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - PLN                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19148.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                  | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      783000 | PA      | $708115.29    | 0.07%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16042.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEECO INSTRUMENTS INC                                  | Veeco Instruments Inc                                                            | CUSIP: 922417AF7<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1999583.00   | 0.20%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $111838.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS VEIDEKKE                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2296.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7426.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                         | Cloudflare Inc                                                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      335000 | PA      | $270847.50    | 0.03%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-12030.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BICO GROUP AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $470.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NESTE OYJ                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-23978.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                 | Arbor Realty Trust Inc                                                           | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Short            | EC               | CORP              | US        |      -17769 | NS      | $-264402.72   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24103.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $421.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RICE ACQUISITION CORP II -A                            | RICE ACQUISITION CORP II-CW                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3294 | NS      | $889.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2129.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6645.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS PRYSMIAN SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3160.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                          | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $253810.63    | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SARTORIUS AG                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2043.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $961.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE BULK SHIPPING INC                                | Eagle Bulk Shipping Inc                                                          | CUSIP: 269442AB5<br>LEI: 549300EC4INNZBWR8W37 | Long             | DBT              | CORP              | MH        |     1311000 | PA      | $2229392.35   | 0.22%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS COFACE SA                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $49472.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                         | CURRENCY CONTRACT - BRL                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60599.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      516000 | PA      | $373222.80    | 0.04%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KDB LIFE INSURANCE CO LT                               | KDB Life Insurance Co Ltd                                                        | CUSIP: 000000000<br>LEI: 988400K1TBF4L6T06Y80 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $174250.00    | 0.02%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALOR LATITUDE ACQUISITION-A                           | VALOR LATITUDE ACQ A -CW28                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5574 | NS      | $334.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                       | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      181000 | PA      | $162262.43    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                            | Hologic Inc                                                                      | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        3457 | NS      | $263285.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $5111.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8705.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABERCROMBIE & FITCH MANA                               | Abercrombie & Fitch Management Co                                                | CUSIP: 003000AA4<br>LEI: 5493003QMCFDA98NPT74 | Long             | DBT              | CORP              | US        |      265000 | PA      | $263999.63    | 0.03%             | 2025-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1316.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7319.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP NZ                                | Westpac Banking Corp/New Zealand                                                 | CUSIP: 96122UAA2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $502070.24    | 0.05%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                  | Black Diamond CLO 2015-1 Designated Activity Co                                  | CUSIP: 000000000<br>LEI: 635400M6BTF6EBHINU93 | Long             | ABS-MBS          | CORP              | IE        |     1330000 | PA      | $1248607.34   | 0.12%             | 2029-10-03      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $111772.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                  | Argentine Republic Government International Bond                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    10646545 | PA      | $3212436.85   | 0.31%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ALLFUNDS GROUP PLC                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2483.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -89 | NC      | $-556.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CRH PLC                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17607.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7941.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CVS GROUP PLC ORD GB                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2618.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-528.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       57000 | PA      | $57872.81     | 0.01%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | DEERE & CO                                                                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          18 | NC      | $3708.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LABORATORIOS FARMACEUTICOS ROVI SA                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-62130.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Learn CW Investment Corp                               | Learn CW Investment Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19726 | NS      | $197851.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMC Finance LLC                                        | VMC Finance 2019-FL3 LLC                                                         | CUSIP: 91834PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      880961 | PA      | $838561.38    | 0.08%             | 2036-09-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          -6 | NC      | $-3300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9229.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS METRO BANK PLC                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $73.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS REXEL SA                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $22327.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS GRIEG SEAFOOD ASA                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-88412.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GORES HOLDINGS VIII INC-CL A                           | GORES HOLD VIII CL A -CW27                                                       | CUSIP: 382863116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1116 | NS      | $1026.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                            | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        3046 | NS      | $930644.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS PLN                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2253.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VALORA HOLDING AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE PLC                              | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800D1EI4B9WTWWD28 | N/A              | DE               | CORP              | GB        |        1166 | NC      | $77292.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6060.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $137652.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3518.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $542813.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AKER HORIZONS ASA                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1325.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ADECCO GROUP AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4607.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                            | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116461.65    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4587.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                             | Carvana Co                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      675000 | PA      | $226856.84    | 0.02%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Array Technologies Inc                                 | Array Technologies Inc                                                           | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      216632 | NS      | $4536274.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                               | Agile Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $77647.97     | 0.01%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp                                   | JetBlue Airways Corp                                                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Short            | EC               | CORP              | US        |       -7949 | NS      | $-63274.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                               | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       30000 | PA      | $25751.55     | 0.00%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS WAREHOUSE REIT PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $29762.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APELLIS PHARMACEUTICALS                                | Apellis Pharmaceuticals Inc                                                      | CUSIP: 03753UAB2<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | DBT              | CORP              | US        |      800000 | PA      | $1202500.00   | 0.12%             | 2026-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      328000 | PA      | $213227.06    | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                      | SHAW COMMUNICATIONS INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |         105 | NC      | $4605.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21746.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS POSTNL NV                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1119.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4009000 | PA      | $4060521.90   | 0.40%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                 | IRS CZK                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-68210.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                   | OneMain Finance Corp                                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |     -155000 | PA      | $-150737.50   | -0.01%            | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8036.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | IRS INR                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-8799.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                        | Lucid Group Inc                                                                  | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      968000 | PA      | $543290.00    | 0.05%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-221068.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2325.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                  | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $8393.30      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                          | Carnival Corp                                                                    | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      375000 | PA      | $378750.00    | 0.04%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25934.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Security National Mortgage Loa                         | Security National Mortgage Loan Trust 2004-1                                     | CUSIP: 81441PBR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1483060 | PA      | $1110966.10   | 0.11%             | 2032-06-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| INFINERA CORP                                          | Infinera Corp                                                                    | CUSIP: 45667GAF0<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |      139000 | PA      | $171924.31    | 0.02%             | 2028-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NATIONAL GRID PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6928.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                         | WFRBS Commercial Mortgage Trust 2011-C3                                          | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      199819 | PA      | $83924.12     | 0.01%             | 2044-03-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CLOSE BROTHERS GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9924.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2753.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                                     | ABJA Investment Co Pte Ltd                                                       | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $594900.00    | 0.06%             | 2023-07-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Stroeer SE & Co KGaA                                   | Stroeer SE & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |       42879 | NS      | $1970070.44   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                           | ATLAS CORP                                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |         144 | NC      | $2160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust                                | GSR Mortgage Loan Trust 2005-4F                                                  | CUSIP: 36242DY31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7093 | PA      | $6623.27      | 0.00%             | 2035-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AIRTEL AFRICA PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-56741.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                   | Hermes International                                                             | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         948 | NS      | $1540765.04   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadscale Acquisition Corp                            | Broadscale Acquisition Corp                                                      | CUSIP: 11134Y101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12221 | NS      | $122821.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16519.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11566.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infomedia Ltd                                          | Infomedia Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      497543 | NS      | $374419.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | USD CALL VERSUS INR PUT                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |     -600000 | NC      | $-455.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ASCOPIAVE SPA                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1629.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMEROS CORP                                            | Omeros Corp                                                                      | CUSIP: 682143AG7<br>LEI: 549300CJWLXX2MXVVV71 | Long             | DBT              | CORP              | US        |       15000 | PA      | $8023.36      | 0.00%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR INVESTMENT C-A                           | NORTHERN STAR INV CL A -CW28                                                     | CUSIP: 66573W115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3083 | NS      | $92.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BILIA AB                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-34698.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $72.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SIKA AG                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4902.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5960.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HUMANA AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6535.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1177.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6677.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ADESSO SE                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21215.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $78106.98     | 0.01%             | 2044-08-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      205000 | PA      | $144924.75    | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Phreesia Inc                                           | Phreesia Inc                                                                     | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |        6608 | NS      | $183834.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4878.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HEXAGON PURUS ASA                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1902.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS QUANTUM GENOMICS SAS                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-445.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF SHANGHAI (HONG KONG) LIMITED                   | IRS HKD                                                                          | CUSIP: 000000000<br>LEI: 549300131DM2KKXKOX69 | N/A              | DIR              | CORP              | HK        |           1 | NC      | $29161.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -251100 | PA      | $-181409.94   | -0.02%            | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                               | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      136000 | PA      | $122539.82    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Focus Impact Acquisition Corp                          | Focus Impact Acquisition Corp                                                    | CUSIP: 34417L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13236 | NS      | $133749.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                          | Ford Motor Co                                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |      -25022 | NS      | $-347805.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                                      | MP Materials Corp                                                                | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $590150.00    | 0.06%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1140.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | USD CALL VERSUS INR PUT                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |    -2400000 | NC      | $-582.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS ARCELORMITTAL                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8624.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS AFC ENERGY PLC                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $470.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                         | Hershey Co/The                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        2826 | NS      | $664590.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-412.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3439.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         -13 | NC      | $-7312.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH & 05/10/27                                      | BAUSCH & 05/10/27                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      280035 | PA      | $266243.35    | 0.03%             | 2027-05-10      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5957.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                                | 510 Asset Backed 2021-NPL1 Trust                                                 | CUSIP: 33835CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108530 | PA      | $100646.20    | 0.01%             | 2061-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -218200 | PA      | $-204562.50   | -0.02%            | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Healthcare Services Acquisitio                         | Healthcare Services Acquisition Corp                                             | CUSIP: 42227K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3074 | NS      | $30832.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-20501.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $970.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS OCI NV                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $16147.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIMMER ENERGY TRANSITION -A                            | ZIMMER ENERGY TRANS -A -CW23                                                     | CUSIP: 989570114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2381 | NS      | $306.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                             | Insmed Inc                                                                       | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |     1302000 | PA      | $1034844.55   | 0.10%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GUESS INC                                              | Guess? Inc                                                                       | CUSIP: 401617AD7<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |     1484000 | PA      | $1554490.00   | 0.15%             | 2024-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS TURKIYE HALK BANKASI AS                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-160.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36967.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carney Technology Acquisition                          | Carney Technology Acquisition Corp II                                            | CUSIP: 143636108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12636 | NS      | $126991.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CANTARGIA AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-482.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1232.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 ETF                               | iShares Russell 1000 ETF                                                         | CUSIP: 464287622<br>LEI: 549300R9T7XRZ4D3YF43 | Short            | EC               | RF                | US        |     -258796 | NS      | $-58050530.76 | -5.67%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | EURODOLLAR 1 YEAR MIDCURVE                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          40 | NC      | $10750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CLICKS GROUP LTD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7714.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AKER ASA                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-9384.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS METALL ZUG AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1989.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9798.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12236.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $14919.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $175363.28    | 0.02%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GREENKO MAURITIUS LTD                                  | Greenko Mauritius Ltd                                                            | CUSIP: 000000000<br>LEI: 2138005EDWGI4914B264 | Long             | DBT              | CORP              | MU        |      300000 | PA      | $298500.00    | 0.03%             | 2023-02-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE ESCROW                                 | PERSHING SQUARE ESCROW                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42829 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SWITCH LTD                                             | Switch Ltd                                                                       | CUSIP: 87105NAC4<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |     2028000 | PA      | $2043616.35   | 0.20%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       15000 | PA      | $17214.83     | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TENARIS SA                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4383.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPWORK INC                                             | Upwork Inc                                                                       | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |      549000 | PA      | $415894.95    | 0.04%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| YPF SOCIEDAD ANONIMA                                   | YPF SA                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     1418900 | PA      | $1323604.99   | 0.13%             | 2024-04-04      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                  | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       75000 | PA      | $65221.56     | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2597.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                 | Agnico Eagle Mines Ltd                                                           | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Short            | EC               | CORP              | CA        |      -26394 | NS      | $-1329465.78  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                                   | Western Digital Corp                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       75000 | PA      | $70781.25     | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                          | CoreVest American Finance 2019-2Trust                                            | CUSIP: 21872GAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $88136.54     | 0.01%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                 | Guidewire Software Inc                                                           | CUSIP: 40171VAA8<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      645000 | PA      | $592755.00    | 0.06%             | 2025-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4313.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4517.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - BRL                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29373.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1446.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-84.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13962.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                 | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $45805.25     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - DKK                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1036.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16841.88     | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALTICE USA TLB 01/15/26                                | ALTICE USA TLB 01/15/26                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       35172 | PA      | $33616.55     | 0.00%             | 2026-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KLOECKNER & CO SE                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10919.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9764.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                             | Neurocrine Biosciences Inc                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        1792 | NS      | $227691.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         776 | NC      | $4656.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT TECHNOLOGIES INC                                 | Shift Technologies Inc                                                           | CUSIP: 82452TAA5<br>LEI: 5493000DBZBX1I1QVY71 | Long             | DBT              | CORP              | US        |     1014000 | PA      | $152100.00    | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2261.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HARGREAVES LANSDOWN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5646.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4215.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Denbury Inc                                            | Denbury Inc                                                                      | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |        5500 | NS      | $493680.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      125000 | PA      | $102176.25    | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MDU Resources Group Inc                                | MDU Resources Group Inc                                                          | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8467 | NS      | $266625.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp II                                  | Legato Merger Corp II                                                            | CUSIP: 52473Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3958 | NS      | $39857.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS QII GOV CASH 289                               | DREYFUS QII GOV CASH 289                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    17326474 | NS      | $17326474.08  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                  | Burlington Stores Inc                                                            | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |      555000 | PA      | $633393.75    | 0.06%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                               | TRS CIE DE SAINT-GOBAIN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13165.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPFIELD RC E+300 01/02/25                              | UPFIELD RC E+300 01/02/25                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      498584 | PA      | $434517.48    | 0.04%             | 2025-01-02      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME COPPER                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $-14993.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9780.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TECNICAS REUNIDAS SA                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15051.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT 30 DAY FEDERAL FUNDS                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -16 | NC      | $3785.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1073.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7301.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4560.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                     | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |       60000 | PA      | $45881.10     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-17614.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                             | Airbnb Inc                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Short            | EC               | CORP              | US        |        -219 | NS      | $-22368.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $170.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FEVERTREE DRINKS PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-61397.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                     | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      845000 | PA      | $206173.24    | 0.02%             | 2026-02-01      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| RCF Acquisition Corp                                   | RCF Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300OIPQ0V26BHLX71 | Long             | EC               | CORP              | US        |       12616 | NS      | $128683.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          78 | NC      | $1560.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS FASTATOR AB                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6274.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -358000 | PA      | $-308355.47   | -0.03%            | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-7448.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                | QBE Insurance Group Ltd                                                          | CUSIP: 74737DAA4<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $249687.50    | 0.02%             | 2043-11-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                      | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |          48 | NS      | $3288.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMA INC                                   | Collegium Pharmaceutical Inc                                                     | CUSIP: 19459JAA2<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |     1026000 | PA      | $1016808.15   | 0.10%             | 2026-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8078.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-214288.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KONINKLIJKE AHOLD DELHAIZE NV                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5659.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LDH GROWTH CORP I-CLASS A                              | LDH GROWTH CORP I CL A -CW28                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          97 | NS      | $6.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KRONES AG                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $17462.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MOLECULAR PARTNERS AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-250.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-543.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                               | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      205000 | PA      | $19773.30     | 0.00%             | 2024-06-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS EIFFAGE SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12279.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AQUAFIL SPA                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-479.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc                                             | MasTec Inc                                                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       69171 | NS      | $6282801.93   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                   | Edison International                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       39851 | NS      | $2656467.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Auto Receivables Trus                         | Prestige Auto Receivables Trust 2019-1                                           | CUSIP: 74113NAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $97873.45     | 0.01%             | 2026-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BURBERRY GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5412.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16741.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-64.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10193.06     | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                       | Lenovo Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $194663.56    | 0.02%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                  | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       44595 | NS      | $1299498.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -1 | NC      | $-12712.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4161.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nearmap Ltd                                            | Nearmap Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900TWDTDW761KGY70 | Long             | EC               | CORP              | AU        |     1154748 | NS      | $1669814.97   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF            | iShares iBoxx High Yield Corporate Bond ETF                                      | CUSIP: 464288513<br>LEI: N/A                  | Short            | EC               | RF                | US        |      -54372 | NS      | $-4113785.52  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                         | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       12935 | NS      | $1424402.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | PA      | $861542.50    | 0.08%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                         | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       22002 | NS      | $5613590.28   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                               | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Short            | DBT              | CORP              | US        |     -402000 | PA      | $-386800.68   | -0.04%            | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      135000 | PA      | $129879.49    | 0.01%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $211096.01    | 0.02%             | 2028-11-16      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| CC Neuberger Principal Holding                         | CC Neuberger Principal Holdings III                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3606 | NS      | $36276.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS RESILIENT REIT LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-311.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NORTHERN DATA AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-311.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LGES ORD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-44496.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2933.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                              | Opendoor Technologies Inc                                                        | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       19363 | NS      | $35821.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                                    | Guardant Health Inc                                                              | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36381.87     | 0.00%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coherus Biosciences Inc                                | Coherus Biosciences Inc                                                          | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Short            | EC               | CORP              | US        |      -34107 | NS      | $-233974.02   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                            | Livent Corp                                                                      | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Short            | EC               | CORP              | US        |       -3544 | NS      | $-99196.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS ARGENTINA                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $160406.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MAVI GIYIM SANAYI VE TICARET AS                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $45941.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CAIXABANK SA                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30657.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25656.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                               | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      388800 | PA      | $339622.83    | 0.03%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1338.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED FIRST PARTNERS                                  | TRS HOMESERVE PLC                                                                | CUSIP: 000000000<br>LEI: 254900WD45SOCZ7IKM52 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1318.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Commercial Mortgage Secur                         | WaMu Commercial Mortgage Securities Trust 2007-SL2                               | CUSIP: 933632AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2866082 | PA      | $2395121.01   | 0.23%             | 2049-12-27      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | GOSSAMER BIO INC                                                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -16 | NC      | $-11440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ATHENA TECHNOLOGY ACQUISIT-A                           | ATHENA TECHNOLOGY ACQ -CW23                                                      | CUSIP: 04687C113<br>LEI: 5493008CK2CE7TGDP465 | Long             | EC               | CORP              | US        |       19317 | NS      | $386.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1268000 | PA      | $1037530.29   | 0.10%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98429 | PA      | $88722.87     | 0.01%             | 2041-10-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE GREY INC                                     | BERKSHIRE GREY -CW26                                                             | CUSIP: 084656115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23782 | NS      | $2102.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MERLIN PROPERTIES SOCIMI SA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3545.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-96.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NWD FINANCE (BVI) LTD                                  | NWD Finance BVI Ltd                                                              | CUSIP: 000000000<br>LEI: 25490076V8K09HMNCT88 | Long             | DBT              | CORP              | VG        |      500000 | PA      | $420750.00    | 0.04%             | N/A             | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          -1 | NC      | $-247.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DIR              | CORP              | AU        |           1 | NC      | $11199.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8109.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      287000 | PA      | $215923.92    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NEW WORK SE                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $36164.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-134.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CC Neuberger Principal Holding                         | CC Neuberger Principal Holdings III                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         558 | NS      | $5610.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp V                               | Churchill Capital Corp V                                                         | CUSIP: 17144T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6430 | NS      | $64492.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Link Administration Holdings L                         | Link Administration Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      272987 | NS      | $664171.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                      | Bloom Energy Corp                                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |      -58446 | NS      | $-1244315.34  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | TRS STORE CAPITAL CORP                                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |           1 | NC      | $3857.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-68.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS S4 CAPITAL PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-81244.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27982.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          -1 | NC      | $-1562.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                                         | Transocean Inc                                                                   | CUSIP: 893830BF5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      177000 | PA      | $148626.90    | 0.01%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3888.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DCP MIDSTREAM LP                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15809.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SOCIETE GENERALE                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $114942.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $211371.56    | 0.02%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                          | TransDigm Inc                                                                    | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76446.00     | 0.01%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TECHTARGET INC                                         | TechTarget Inc                                                                   | CUSIP: 87874RAC4<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |      452000 | PA      | $341260.00    | 0.03%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-74.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6892.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-166.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | TRS ORPEA                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-13248.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70003 | PA      | $71587.78     | 0.01%             | 2042-06-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                               | Neuberger Berman Loan Advisers CLO 27 Ltd                                        | CUSIP: 64131UAA9<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $306215.55    | 0.03%             | 2030-01-15      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                         | Sabre GLBL Inc                                                                   | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      257000 | PA      | $263585.63    | 0.03%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LOOKERS PLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2993.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - NOK                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21800.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $15.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $72.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17264.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                          | TRS EDP RENOVAVEIS ORD                                                           | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | N/A              | DE               | CORP              | US        |           1 | NC      | $806.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IRS CLP                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-35650.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ALUFLEXPACK AG                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7969.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS JACQUET METALS SACA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1821.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-79.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      135000 | PA      | $116943.27    | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      218200 | PA      | $204562.50    | 0.02%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9084.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6307.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - TWD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $779.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS MITSUI OSK LINES                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1024.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $50140.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp                                              | Pool Corp                                                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        6485 | NS      | $2136223.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INSTL MMKT GOVT                               | FIDELITY INSTL MMKT GOVT                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    97303407 | NS      | $97303406.83  | 9.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11244.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USHG Acquisition Corp                                  | USHG Acquisition Corp                                                            | CUSIP: 91748P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28448 | NS      | $285333.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3912.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CEWE STIFTUNG & CO KGAA                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6451.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14039.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14269.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ACEA SPA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-455.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VUKILE PROPERTY FUND                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5600.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                               | iShares Russell 2000 ETF                                                         | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Short            | EC               | RF                | US        |       -8100 | NS      | $-1517697.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GREAT PORTLAND ESTATES PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $27204.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -192 | NC      | $-1200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS CASINO GUICHARD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-617.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-126.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CLOUDBERRY CLEAN ENERGY ASA                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $8274.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-104226.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SEEING MACHINES LTD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8196.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2004-16CB                                                 | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10742 | PA      | $10228.97     | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1732900 | PA      | $1605369.39   | 0.16%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVEO Pharmaceuticals Inc                               | AVEO Pharmaceuticals Inc                                                         | CUSIP: 053588307<br>LEI: 529900PLC55DUQO4CR76 | Long             | EC               | CORP              | US        |       95242 | NS      | $1423867.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERYX INC                                            | Alteryx Inc                                                                      | CUSIP: 02156BAD5<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |      133000 | PA      | $121611.88    | 0.01%             | 2024-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-591.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 3 Ltd.                                         | AGL CLO 3 LTD                                                                    | CUSIP: 00119MAG4<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |      285000 | PA      | $270280.24    | 0.03%             | 2033-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5393.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          76 | NC      | $608.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MEDARTIS HOLDING AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6108.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS OXFORD BIOMEDICA PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7320.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |      519000 | PA      | $194939.00    | 0.02%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      358000 | PA      | $308355.47    | 0.03%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS QUADIENT SA                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-484.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8573.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                               | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        2979 | NS      | $1171193.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $59533.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TONGYANGLIFEINSURANCECO                                | Tongyang Life Insurance Co Ltd                                                   | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |      400000 | PA      | $317000.00    | 0.03%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28952.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6019.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PATHFINDER ACQUISITION -CL A                           | PATHFINDER ACQ CL A -CW27                                                        | CUSIP: 000000000<br>LEI: 549300MY5MYSR79R7L50 | Long             | EC               | CORP              | US        |        5567 | NS      | $1171.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                               | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $23406.66     | 0.00%             | 2023-04-19      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ATLAS CREST INVESTMENT COR-A                           | ATLAS CREST INV CL A -CW28                                                       | CUSIP: 049287113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3584 | NS      | $1.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-60830.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| YES BANK IFSC BANKING                                  | Yes Bank Ifsc Banking Unit Branch                                                | CUSIP: 000000000<br>LEI: 335800X6WKDDXJUSFZ86 | Long             | DBT              | CORP              | IN        |      400000 | PA      | $395600.00    | 0.04%             | 2023-02-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS MABION SA                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-92.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $3401.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT 5 Year US Treasury Note                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $-17485.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - PHP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28557.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco QQQ Trust Series 1                             | Invesco QQQ Trust Series 1                                                       | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Short            | EC               | RF                | US        |      -12875 | NS      | $-3777010.00  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| AIR FRANCE-KLM                                         | Air France-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |       32034 | PA      | $553325.69    | 0.05%             | 2026-03-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kensington Capital Acquisition                         | Kensington Capital Acquisition Corp V                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22622 | NS      | $229387.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                               | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $19360.16     | 0.00%             | 2023-11-12      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS AIR LIQUIDE SA                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $410.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINO OCEAN LD TRS III                                  | Sino-Ocean Land Treasure III Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      330000 | PA      | $59565.00     | 0.01%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -28 | NC      | $-15400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHCP 2021-FL1 Ltd.                                     | CHCP 2021-FL1 Ltd                                                                | CUSIP: 12546JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $972857.77    | 0.09%             | 2038-02-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| fuboTV Inc                                             | fuboTV Inc                                                                       | CUSIP: 35953D104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1017 | NS      | $-2837.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13284.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $154172.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      400000 | PA      | $402696.00    | 0.04%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS TURKIYE VAKIFLAR BANKASI TAO                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-81.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ALBARAKA TURK KATILIM BANKASI AS                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-611.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS DOMETIC GROUP AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-29783.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          20 | NC      | $14062.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                   | YPF SA                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      995000 | PA      | $869819.05    | 0.08%             | 2025-03-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                 | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      892000 | PA      | $780869.63    | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1833.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-877.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-51811.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ADDLIFE AB                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-37195.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jaws Juggernaut Acquisition Co                         | Jaws Juggernaut Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6381 | NS      | $63714.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1390.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1667.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BNP PARIBAS                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $216380.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3058.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMYRIS INC                                             | Amyris Inc                                                                       | CUSIP: 03236MAJ0<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |     1201000 | PA      | $318336.18    | 0.03%             | 2026-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $132.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HUSQVARNA AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-21589.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                      | Ares Capital Corp                                                                | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Short            | EC               | CORP              | US        |     -105648 | NS      | $-2075983.20  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SOCIETE GENERALE SA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $37673.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22532.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HOCHSCHILD MINING PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $271.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $923125.00    | 0.09%             | 2037-01-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KAINOS GROUP PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34338.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS AG ANADOLU GRUBU HOLDING AS                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7415.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1534.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES 20+ YEAR TREASURY BOND ETF                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -209 | NC      | $-15257.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4009.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3943.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-164.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DELIVERY HERO SE                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17813.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TB SA ACQUISITION CORP -A                              | TB SA ACQUISITION A -CW28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        7335 | NS      | $238.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | USD CALL VERSUS INR PUT                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |     2400000 | NC      | $6111.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3685.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -59 | NC      | $-92158.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2519.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP INC                                             | EZCORP Inc                                                                       | CUSIP: 302301AF3<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1207272.00   | 0.12%             | 2024-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3549.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5089.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                              | CIM Trust 2021-NR2                                                               | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126723 | PA      | $116040.25    | 0.01%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SANLORENZO                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4040.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                            | TRS CRODA INTERNATIONAL PLC                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-21331.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $111250.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | SGD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |     2400000 | NC      | $5348.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DEUTSCHE BOERSE AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-401.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29170.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45334.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SOLTECH ENERGY SWEDEN AB                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1162.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | AMERICAN AIRLINES GROUP INC                                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |           2 | NC      | $22.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | NEXTERA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          -1 | NC      | $-320.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1875.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                | Liberty Interactive LLC                                                          | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     1969000 | PA      | $679305.00    | 0.07%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2136.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-926.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME Copper                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         -13 | NC      | $-123992.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-580.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3863.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVAYA INC                                              | Avaya Inc                                                                        | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |     1828000 | PA      | $810151.32    | 0.08%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-105.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Crest Investment Corp II                         | Atlas Crest Investment Corp II                                                   | CUSIP: 049287105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18050 | NS      | $182124.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SPIRAX-SARCO ENGINEERING PLC                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $402.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AVANZA BANK HOLDING AB                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-18108.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABIOMED Inc                                            | ABIOMED Inc                                                                      | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |       14062 | NS      | $5312482.98   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| 7GC & CO HOLDINGS INC -CL A                            | 7GC & CO HOLDINGS CL A -CW26                                                     | CUSIP: 81786A115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3244 | NS      | $65.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                              | Ball Corp                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      337000 | PA      | $348896.10    | 0.03%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS YARA INTERNATIONAL ASA                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $13377.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1356.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $110817.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | Long Gilt                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1093.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS COMPLEO CHARGING SOLUTIONS AG                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1245.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS KOHLS CORP                                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10281.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-49.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-117.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ONTEX GROUP NV                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $469.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-684.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                           | Newmont Corp                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |         244 | NS      | $11582.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                                             | Atlas Corp                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      256762 | NS      | $3946431.94   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2471.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                    | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2042415 | PA      | $905605.38    | 0.09%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Amyris Inc                                             | Amyris Inc                                                                       | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Short            | EC               | CORP              | US        |      -76661 | NS      | $-132623.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                           | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        4812 | NS      | $1435275.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                                | USD CALL VERSUS INR PUT                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |      600000 | NC      | $3247.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                             | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        8681 | NS      | $3260203.31   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS UNILEVER PLC                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-95.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CUTERA INC                                             | Cutera Inc                                                                       | CUSIP: 232109AB4<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |      239000 | PA      | $375708.00    | 0.04%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS COLTENE HOLDING AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-795.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7298.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                  | Owl Rock Capital Corp                                                            | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Short            | EC               | CORP              | US        |      -94144 | NS      | $-1215399.04  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Resorts Owner Trust                            | Diamond Resorts Owner Trust 2018-1                                               | CUSIP: 252724AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24620 | PA      | $24049.08     | 0.00%             | 2031-01-21      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9101.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                         | PRPM 2021-2 LLC                                                                  | CUSIP: 69359UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $111049.51    | 0.01%             | 2026-03-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS JUST EAT TAKEAWAY.COM NV                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2461.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REDWOOD TRUST INC                                      | Redwood Trust Inc                                                                | CUSIP: 758075AC9<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |     2854000 | PA      | $2782650.00   | 0.27%             | 2023-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MannKind Corp                                          | MannKind Corp                                                                    | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Short            | EC               | CORP              | US        |     -251147 | NS      | $-1175367.96  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                 | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      442000 | PA      | $406289.49    | 0.04%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $192.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-504.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4052.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | CME E-Mini Standard & Poor's 500 Index                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          64 | NC      | $603376.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33322.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $993194.95    | 0.10%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GREGGS PLC                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15928.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-927.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SURESERVE GROUP PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5971.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      761000 | PA      | $660420.91    | 0.06%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      190000 | PA      | $158904.08    | 0.02%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | H & M HENNES & MAURITZ AB                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          81 | NC      | $2354.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CERES POWER HOLDINGS PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3975.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | CINEMARK HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          26 | NC      | $546.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3257.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Growth For Good Acquisition Co                         | Growth For Good Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5118 | NS      | $255.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18953.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marlin Technology Corp                                 | Marlin Technology Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9915 | NS      | $99943.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTAGE SALES 10/28/27                               | ADVANTAGE SALES 10/28/27                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      115805 | PA      | $93903.18     | 0.01%             | 2027-10-28      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS STORSKOGEN GROUP AB                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-528.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS EGYPT                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $45207.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15119.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | CDS SOTBANK GROUP                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2830.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-84.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS B&S GROUP SARL                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2184.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IMM EURODOLLAR TIME DEPOSIT                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -33 | NC      | $-115293.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                               | Etsy Inc                                                                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        5530 | NS      | $730457.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS CARNIVAL CORP                                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $42922.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - TWD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $852.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-80385.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-588.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15105.78     | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                               | Century Aluminum Co                                                              | CUSIP: 156431AQ1<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      514000 | PA      | $385243.00    | 0.04%             | 2028-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                               | Snap Inc                                                                         | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       80000 | PA      | $56200.00     | 0.01%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1063.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24478.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $103.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS PARTNERS GROUP HOLDING AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS CECONOMY AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2504.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inspire Medical Systems Inc                            | Inspire Medical Systems Inc                                                      | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |         243 | NS      | $58701.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12832.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT 30 Day Federal Funds                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -90 | NC      | $51687.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8737.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS INR                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1228.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                            | American Airlines Group Inc                                                      | CUSIP: 02376R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -31455 | NS      | $-453895.65   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                               | Travere Therapeutics Inc                                                         | CUSIP: 89422G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18670 | NS      | $-375827.10   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12534.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TREMOR INTERNATIONAL LTD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-609.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ECONOCOM GROUP SA/NV                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1587.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS JENOPTIK AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17663.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13076.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15934.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6095.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8401.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $147.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5319.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13131.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS PORR AG                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $13356.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DELIVEROO PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4228.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVE OAK CRESTVIEW CLIMATE-A                           | LIVE OAK CRESTVIEW -CW26                                                         | CUSIP: 538086117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         452 | NS      | $105.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MAY5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $239401.55    | 0.02%             | 2025-03-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1257.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR REAL ESTATE FIN                                    | KKR Real Estate Finance Trust Inc                                                | CUSIP: 48251KAB6<br>LEI: 549300K23AYZDZ2REL62 | Long             | DBT              | CORP              | US        |      621000 | PA      | $616963.50    | 0.06%             | 2023-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50786.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-564.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS KAWASAKI HEAVY                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3114.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                 | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      289000 | PA      | $249199.13    | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10926.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                            | TRS STROEER MEDIA SE                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1691.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SGS SA                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $413.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                | Federal Home Loan Bank Discount Notes                                            | CUSIP: 313385R57<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     1365000 | PA      | $1365000.00   | 0.13%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS TDC HOLDING                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $757.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thunder Bridge Capital Partner                         | Thunder Bridge Capital Partners IV Inc                                           | CUSIP: 88605L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12385 | NS      | $121620.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                             | Cutera Inc                                                                       | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |        8797 | NS      | $418561.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-420.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS MITSUI OSK LINES                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-512.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TUBACEX SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $324.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                            | Wayfair Inc                                                                      | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      798000 | PA      | $462042.00    | 0.05%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-679.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VALLOUREC SA                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30510.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M3-BRIGADE ACQUISITION II-A                            | M3-BRIGADE ACQ II -CW27                                                          | CUSIP: 553800111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7608 | NS      | $844.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                             | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        1463 | NS      | $804503.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29005.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGHTDRAGON ACQUISITION CO-A                           | NIGHTDRAGON ACQ -CW27                                                            | CUSIP: 65413D113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4399 | NS      | $43.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | IRS HKD                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $7789.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $38634.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTIVE CAPITAL CORP II-CL A                            | MOTIVE CAPITAL II CL A -23                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5384 | NS      | $269.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2524.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-625.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS MSPSXLB INDEX                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2369.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          75 | NC      | $44625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                 | NYBOT CTN Number 2 Cotton                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         -13 | NC      | $2487.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGEL RESOURCE ACQUISIT-CL A                           | RIGEL RESOURCE ACQUISI -CW23                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4071 | NS      | $458.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | TRS SMITH & NEPHEW PLC                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $42053.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ELETROBRAS ORD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $399491.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS STELLANTIS NV SNR SE                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11950.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEONARDO US HOLDINGS INC                               | Leonardo US Holding Inc                                                          | CUSIP: 583491AC9<br>LEI: 529900WVR776KSXHSA85 | Long             | DBT              | CORP              | US        |      136000 | PA      | $160480.00    | 0.02%             | 2040-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RIGHTMOVE PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7462.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS PUUILO OYJ                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1257.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $160620.93    | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS EQUATORIAL ENERGIA ORD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $24879.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Syndax Pharmaceuticals Inc                             | Syndax Pharmaceuticals Inc                                                       | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |        6980 | NS      | $167240.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ASOS PLC                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5516.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                               | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    64098616 | PA      | $3162654.48   | 0.31%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21699.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $118.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IMM EURODOLLAR TIME DEPOSIT                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          20 | NC      | $5875.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS AMERICAN AXLE                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5488.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - NOK                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6902.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $666.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH CAPITAL SERVICES, INC.                   | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: GDWTXX036O1TB7DW3U69 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61245.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ATOS SE                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22971.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUST EAT TAKEAWAY                                      | Just Eat Takeaway.com NV                                                         | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $489918.34    | 0.05%             | 2026-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                        | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20049.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                   | RP Escrow Issuer LLC                                                             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      579000 | PA      | $485607.30    | 0.05%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VODAFONE GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-493131.63   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA Inc                                              | TEGNA Inc                                                                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       34020 | NS      | $671554.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BFF BANK                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1417.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                      | Atmos Energy Corp                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Short            | EC               | CORP              | US        |      -35158 | NS      | $-4225991.60  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2754.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                               | Microchip Technology Inc                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |         147 | NS      | $11640.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                     | NYMEX Light Sweet Crude Oil                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           5 | NC      | $-10391.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1189.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1383.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                               | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      700000 | PA      | $492817.50    | 0.05%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                  | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $30024.64     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                          | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      191000 | PA      | $155268.68    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-292.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS UPM-KYMMENE OYJ                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-41598.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $799.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2245.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | CDS AMERICAN AIRLINE                                                             | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4723.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | COUPA SOFTWARE INC                                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           5 | NC      | $675.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                               | GMR Hyderabad International Airport Ltd                                          | CUSIP: 36256WAC8<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $185500.00    | 0.02%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HERMES INTERNATIONAL                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9456.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rigel Resource Acquisition Cor                         | Rigel Resource Acquisition Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8142 | NS      | $83048.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | IRS AUD                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2945.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9156.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $173083.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-81372.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                      | Brown & Brown Inc                                                                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       20972 | NS      | $1249721.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-181.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3112.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                                     | Battalion Oil Corp                                                               | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |        3790 | NS      | $42902.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                            | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AJ6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $305107.28    | 0.03%             | 2034-07-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | THE CBOE VOLATILITY INDEX                                                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          46 | NC      | $7728.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -12 | NC      | $-30780.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                        | Match Group Inc                                                                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |       -4087 | NS      | $-206638.72   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18399.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAWS JUGGERNAUT ACQUISITIO-A                           | JAWS JUGGERNAUT ACQUI-CW23                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4284 | NS      | $664.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    41430000 | PA      | $1953973.95   | 0.19%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS PETRA DIAMONDS LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-225.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9623.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1942.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS NZD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-154710.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          32 | NC      | $129600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                      | Mitek Systems Inc                                                                | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Short            | EC               | CORP              | US        |      -23107 | NS      | $-236384.61   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS                               | National Vision Holdings Inc                                                     | CUSIP: 63845RAB3<br>LEI: 549300JHURCBLI5ROA42 | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1556492.80   | 0.15%             | 2025-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HEINEKEN NV                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $165.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIC CRUDE TLB L 03/02/26                              | EPIC CRUDE TLB L 03/02/26                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       65000 | PA      | $57488.93     | 0.01%             | 2026-03-02      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MAISONS DU MONDE SA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $36194.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                 | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      781000 | PA      | $736221.37    | 0.07%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS L'OREAL SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $471.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1415.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stem Inc                                               | Stem Inc                                                                         | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |      203031 | NS      | $2653615.17   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18368.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RMG Acquisition Corp III                               | RMG Acquisition Corp III                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2786 | NS      | $27887.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $19937.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1568.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIMAVERA CAPITAL ACQUISIT-A                           | PRIMAVERA CAP ACQ CL A -CW26                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |        1524 | NS      | $315.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                   | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1024000 | PA      | $649030.79    | 0.06%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19618.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-558.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                              | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $206287.41    | 0.02%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS CECONOMY AG                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2504.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS WALLENIUS WILHELMSEN ASA                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5173.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3741.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7549.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - BRL                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19558.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3650.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | THE CBOE VOLATILITY INDEX                                                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         304 | NC      | $168720.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ILIKA PLC                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1193.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $109.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2310.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KAHOOT! ASA                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8553.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5462.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                               | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      692000 | PA      | $72774.90     | 0.01%             | 2022-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| North Atlantic Acquisition Cor                         | North Atlantic Acquisition Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6495 | NS      | $65339.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIUM AMERICAS CORP                                  | Lithium Americas Corp                                                            | CUSIP: 53680QAB4<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | DBT              | CORP              | CA        |      582000 | PA      | $504594.00    | 0.05%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HOIST FINANCE AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-368.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OLDCASTLE BLDG R 04/29/27                              | OLDCASTLE BLDG R 04/29/27                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      274845 | PA      | $228121.35    | 0.02%             | 2027-04-29      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23874.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS KOBE STEEL LTD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-51.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -4000 | NC      | $-644000.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Autogrill SpA                                          | Autogrill SpA                                                                    | CUSIP: 000000000<br>LEI: 5299003D9N2698I3C257 | Long             | EC               | CORP              | IT        |      125924 | NS      | $847430.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                     | Aaset 2021-1 Trust                                                               | CUSIP: 00038PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1219989 | PA      | $860767.78    | 0.08%             | 2041-11-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18737.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BERKELEY GROUP HOLDINGS PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1276.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ME GROUP INTERNATIONAL PLC                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVADEL FIN CAYMAN LTD                                  | Avadel Finance Cayman Ltd                                                        | CUSIP: 05337YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      597000 | PA      | $631978.61    | 0.06%             | 2023-10-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PONTUS LTD                                  | Transocean Pontus Ltd                                                            | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       43680 | PA      | $42437.96     | 0.00%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                            | Datadog Inc                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        5761 | NS      | $436568.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2969.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RONSHINE CHINA                                         | Ronshine China Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $9406.98      | 0.00%             | 2023-06-09      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS PANDOX AB SER. B                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6150.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4498.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39476.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS EBRO FOODS SA                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3673.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ABB LTD                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $146.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS JOHNSON SERVICE GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6825.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2622.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                                 | Sirius XM Holdings Inc                                                           | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Short            | EC               | CORP              | US        |      -61033 | NS      | $-396104.17   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1901.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $111.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                         | WFRBS Commercial Mortgage Trust 2012-C7                                          | CUSIP: 92936TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20674 | PA      | $15027.46     | 0.00%             | 2045-06-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | THE CBOE VOLATILITY INDEX                                                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          46 | NC      | $10994.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HANSA BIOPHARMA AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-248.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SALCEF GROUP SPA                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10603.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                  | Tenet Healthcare Corp                                                            | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Short            | DBT              | CORP              | US        |     -392000 | PA      | $-376100.48   | -0.04%            | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1177.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12486.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS LANXESS AG                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $31695.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AO WORLD PLC ORD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-31.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-96820.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS INVESTOR AB                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-37163.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $256.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dynatrace Inc                                          | Dynatrace Inc                                                                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28386 | NS      | $1099957.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MAS P.L.C.                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4297.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57477.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                         | Tullow Oil PLC                                                                   | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     2105000 | PA      | $1807489.83   | 0.18%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | IRS CZK                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-63496.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          13 | NC      | $3575.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                            | Summit Hotel Properties Inc                                                      | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Short            | EC               | CORP              | US        |      -15462 | NS      | $-132200.10   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-105.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Hera Acquisition Corp                             | FTAC Hera Acquisition Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35780 | NS      | $358873.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $395.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luminar Technologies Inc                               | Luminar Technologies Inc                                                         | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Short            | EC               | CORP              | US        |      -18210 | NS      | $-139488.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INSTONE REAL ESTATE GROUP SE                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7170.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                | Shaw Communications Inc                                                          | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |      193193 | NS      | $5272359.98   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2197.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                         | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120313 | PA      | $117538.28    | 0.01%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR4                                                   | CUSIP: 74333EAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230000 | PA      | $193323.28    | 0.02%             | 2038-05-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $331.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1741.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-944.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17533.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | USD CALL VERSUS PHP PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1300000 | NC      | $3289.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2814.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-343.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWITCH LTD                                             | Switch Ltd                                                                       | CUSIP: 87105NAA8<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |      128000 | PA      | $129195.87    | 0.01%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-759.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30038.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                             | HKG HANG SENG INDEX                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |         -25 | NC      | $-157290.36   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                            | Royal Caribbean Cruises Ltd                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               | CORP              | US        |      -26200 | NS      | $-1570166.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS JFE HOLDINGS                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2422.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | IRS INR                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              | CORP              | US        |           1 | NC      | $8864.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BE GROUP AB                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-29231.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12346.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26640.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                 | SLM Private Credit Student Loan Trust 2003-B                                     | CUSIP: 78443CAN4<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $146837.85    | 0.01%             | 2033-03-15      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                         | Soundview Home Loan Trust 2006-WF2                                               | CUSIP: 83612MAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1749083 | PA      | $2200133.10   | 0.21%             | 2036-12-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | TRANSOCEAN LTD                                                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         518 | NC      | $6216.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EG Group                                               | EG Group                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       72853 | PA      | $66802.92     | 0.01%             | 2025-02-06      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| HEDOSOPHIA EUROPEAN GROWTH                             | HEDOSOPHIA EUROPEAN-CW27                                                         | CUSIP: 000000000<br>LEI: 549300Q5OZTF68OGPY72 | Long             | EC               | CORP              | GB        |       11638 | NS      | $242.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KARNOV GROUP AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5180.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SOLAR A/S                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10022.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9175.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18744.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TALGO SA                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1678.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                           | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        5823 | NS      | $241654.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV                               | Just Eat Takeaway.com NV                                                         | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Short            | EC               | CORP              | NL        |       -1677 | NS      | $-38853.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                       | ArcelorMittal SA                                                                 | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      245000 | PA      | $247814.09    | 0.02%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Altair Engineering Inc                                 | Altair Engineering Inc                                                           | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Short            | EC               | CORP              | US        |       -3964 | NS      | $-194513.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                                | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |        2491 | NS      | $368429.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS STANDARD CHARTERED PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $19313.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11123.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | MARVELL TECHNOLOGY INC                                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          98 | NC      | $882.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1507.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                     | Cooper Cos Inc/The                                                               | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        1109 | NS      | $350832.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS BIOSYNEX                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1603.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      570000 | PA      | $385293.27    | 0.04%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                         | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22540VQ96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      148824 | PA      | $111015.31    | 0.01%             | 2032-05-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-8440.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SCHOUW & CO A/S                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-11274.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3591.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS COOR SERVICE MANAGEMENT HOLDING AB                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-72208.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETIQ INC                                              | PetIQ Inc                                                                        | CUSIP: 71639TAB2<br>LEI: 549300GROACFGKVYOX14 | Long             | DBT              | CORP              | US        |      882000 | PA      | $771438.23    | 0.08%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SPAREBANK 1 SMN                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-767.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lerer Hippeau Acquisition Corp                         | Lerer Hippeau Acquisition Corp                                                   | CUSIP: 526749106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10961 | NS      | $110158.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARINGS BDC INC                                        | Barings BDC Inc                                                                  | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |      125000 | PA      | $105852.21    | 0.01%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS LINK MOBILITY GROUP HOLDING ASA                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-669.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-14056.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                  | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      248000 | PA      | $218085.00    | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1280.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS 3I GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $42206.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18627.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS D/S NORDEN A/S                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $25703.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                         | Wells Fargo Commercial Mortgage Trust 2016-C36                                   | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $77580.30     | 0.01%             | 2059-11-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Ho                         | Knight-Swift Transportation Holdings Inc                                         | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       64626 | NS      | $3582219.18   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NKT A/S                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-464.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS AUD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2732.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TBY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      965029 | PA      | $757410.13    | 0.07%             | 2050-07-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        -100 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ATOSS SOFTWARE AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $12994.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                                | Peloton Interactive Inc                                                          | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      320000 | PA      | $227846.90    | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13236.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Desktop Metal Inc                                      | Desktop Metal Inc                                                                | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Short            | EC               | CORP              | US        |     -285357 | NS      | $-584981.85   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $538.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12151.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6504.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                       | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |           1 | NC      | $11583.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79080.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CMC MARKETS PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $419.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS UCB                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-984.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11528.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6945.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                             | Airbnb Inc                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       14007 | NS      | $1430674.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      126000 | PA      | $124938.30    | 0.01%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SEGRO PLC                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13427.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS IQE PLC                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-59093.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SALMON EVOLUTION ASA                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $11124.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                            | Shopify Inc                                                                      | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |      913000 | PA      | $785381.77    | 0.08%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3093.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         132 | NC      | $35508.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RHI MAGNESITA NV                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38156.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH CAPITAL SERVICES, INC.                   | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: GDWTXX036O1TB7DW3U69 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48774.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $530.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPERNOVA PARTNERS ACQUISI-A                           | SUPERNOVA PARTNERSS -A -CW27                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6587 | NS      | $164.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH TL 01/27/27                              | BAUSCH HEALTH TL 01/27/27                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      225663 | PA      | $169106.43    | 0.02%             | 2027-02-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      840000 | PA      | $421533.00    | 0.04%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $53809.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8670.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | VNET GROUP INC                                                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         408 | NC      | $24480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                | Liberty Interactive LLC                                                          | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     1448000 | PA      | $506800.00    | 0.05%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14198.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-97.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                | GSR Mortgage Loan Trust 2005-AR6                                                 | CUSIP: 362341SF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20929 | PA      | $19058.17     | 0.00%             | 2035-09-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-652.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-109900.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9146.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                      | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $143404.52    | 0.01%             | 2046-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $7787.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHARMING NV                                            | Pharming Group NV                                                                | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $573787.17    | 0.06%             | 2025-01-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals Inc                            | Apellis Pharmaceuticals Inc                                                      | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Short            | EC               | CORP              | US        |      -16884 | NS      | $-843018.12   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32763.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6344.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                                         | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |         142 | NS      | $14512.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37085.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc                                               | Snap Inc                                                                         | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |       23310 | NS      | $240326.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BOUYGUES SA                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3439.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2933.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS EGYPT                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $38537.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gores Technology Partners II I                         | Gores Technology Partners II Inc                                                 | CUSIP: 38287L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24180 | NS      | $241316.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5029.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unity Software Inc                                     | Unity Software Inc                                                               | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |        -159 | NS      | $-6282.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                 | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $38849.60     | 0.00%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14125.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - TWD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $791.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15421.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SEVERN TRENT PLC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $795.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                               | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $19400.93     | 0.00%             | 2025-11-11      | Fixed         | 11.70%                | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $176.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                   | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       65000 | PA      | $59458.06     | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                    | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Short            | DBT              | CORP              | US        |     -536000 | PA      | $-437443.00   | -0.04%            | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HANNOVER RUECK SE                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-296.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AXFOOD AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-7215.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45124.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MULTICHOICE GROUP                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2124.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                       | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |           1 | NC      | $-2081.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vector Acquisition Corp II                             | Vector Acquisition Corp II                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8707 | NS      | $87244.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | EURODOLLAR 1 YEAR MIDCURVE                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          40 | NC      | $40500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                         | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $83702.56     | 0.01%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| iShares Biotechnology ETF                              | iShares Biotechnology ETF                                                        | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Short            | EC               | RF                | US        |       -2054 | NS      | $-280432.62   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8997.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                  | AECOM                                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       29117 | NS      | $2474945.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-729.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2349.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENFARNE MERGER CORP-A                                | GLENFARNE MERGER CL A -CW27                                                      | CUSIP: 378579114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         323 | NS      | $0.76         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ZIGNAGO VETRO SPA                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8831.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27383.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANDWIDTH INC                                          | Bandwidth Inc                                                                    | CUSIP: 05988JAD5<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $662384.40    | 0.06%             | 2028-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fortress Capital Acquisition C                         | Fortress Capital Acquisition Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9805 | NS      | $98638.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-317.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                   | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      514000 | PA      | $431412.26    | 0.04%             | 2026-07-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| INOTIV INC                                             | Inotiv Inc                                                                       | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |      587000 | PA      | $340520.41    | 0.03%             | 2027-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS                                | Wesco Aircraft Holdings Inc                                                      | CUSIP: 97789LAC0<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |      654000 | PA      | $327000.00    | 0.03%             | 2024-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HITACHI TRANSPORT SYSTEM LTD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8920.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS JUST EAT TAKEAWAY.COM NV                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $234.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2004-28CB                                                 | CUSIP: 12667FYS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174879 | PA      | $154123.96    | 0.02%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | WORKIVA INC                                                                      | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -77 | NC      | $-21175.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SF HLDNG INVESTMENT 2021                               | SF Holding Investment 2021 Ltd                                                   | CUSIP: 000000000<br>LEI: 655600V9A105VPU0VS17 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $326380.00    | 0.03%             | 2031-11-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SOLTEC POWER HOLDINGS SA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7552.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-118512.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                  | Burlington Stores Inc                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |       -1514 | NS      | $-296259.52   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8815.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MoneyGram International Inc                            | MoneyGram International Inc                                                      | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |       62430 | NS      | $681735.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $84.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS D'AMICO INTERNATIONAL SHIPPING                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4570.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ORANGE POLSKA SA                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2489.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                           | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       13815 | NS      | $692825.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7939.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                      | Post Holdings Inc                                                                | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63445.85     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4403.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-90.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1886.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      751000 | PA      | $760240.82    | 0.07%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | CDS AMERICAN AIRLINE                                                             | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $110.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5324.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS REACH PLC                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-798.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $586.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -144 | NC      | $-57600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      125000 | PA      | $91640.92     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | HOLLYSYS AUTOMATION TECHNOLOGIES LTD                                             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         531 | NC      | $42480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | SOFTBANK GROUP CORP                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |        5531 | NC      | $3551.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TRAINLINE PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8679.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp                            | Two Harbors Investment Corp                                                      | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Short            | EC               | CORP              | US        |       -4251 | NS      | $-69720.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ARISTON HOLDING NV                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1256.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ANORA GROUP OYJ                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6581.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          20 | NC      | $8906.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                 | Guidewire Software Inc                                                           | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |        -212 | NS      | $-12573.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DEUTSCHE TELEKOM AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-932.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AKER CARBON CAPTURE ASA                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2799.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AMG ADVANCED METALLURGICAL GROUP NV                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $510.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KONINKLIJKE PHILIPS NV                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8724.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HAMBORNER REIT AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1825.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MSPSKRE INDEX                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9862.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-292.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-76.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Education Funding Trust                                | Education Funding Trust Trust                                                    | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72735 | PA      | $67290.29     | 0.01%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28564.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SECUNET SECURITY NETWORKS AG                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14779.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TOWER SEMICONDUC LTD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11465.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PONTEM CORP-CLASS A                                    | PONTEM CORP-CLASS A -CW27                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4749 | NS      | $372.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES 20+ YEAR TREASURY BOND ETF                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         -99 | NC      | $-3564.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                         | Lands' End Inc                                                                   | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |       24862 | NS      | $287404.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44076.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | SHAW COMMUNICATIONS INC                                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         189 | NC      | $945.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS RAKUTEN GROUP                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5825.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                      | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAA2<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      597000 | PA      | $809816.57    | 0.08%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ascendant Digital Acquisition                          | Ascendant Digital Acquisition Corp III                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4732 | NS      | $48503.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO INC                                                | NIO Inc                                                                          | CUSIP: 62914VAE6<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |      662000 | PA      | $566751.99    | 0.06%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1366.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1973000 | PA      | $1234596.42   | 0.12%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12792.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS INR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-8938.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2727.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                         | WFRBS Commercial Mortgage Trust 2012-C7                                          | CUSIP: 92936TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $53300.00     | 0.01%             | 2045-06-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16885.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                              | Opendoor Technologies Inc                                                        | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |      -36048 | NS      | $-66688.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -11 | NC      | $-28215.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                 | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        3884 | NS      | $2127499.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | THE CBOE VOLATILITY INDEX                                                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         161 | NC      | $10948.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                 | IRS CZK                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $58125.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1548000 | PA      | $1068874.37   | 0.10%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -147 | NC      | $-24549.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BRUNEL INTERNATIONAL NV                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1050.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - NOK                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2723.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAF9<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -549000 | PA      | $-456630.75   | -0.04%            | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39351.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32846.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CARLSBERG AS                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-13417.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS HP INC                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2672.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11073.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS LOOMIS AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $64999.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER INTERNATIONAL INCORPORATED  | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 549300F8ZGW9YHCSO458 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41006.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CREDIT AGRICOLE SA                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9503.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                   | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |     1200000 | PA      | $955500.00    | 0.09%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9571.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biohaven Ltd                                           | Biohaven Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6798 | NS      | $-107544.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                    | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |          32 | NS      | $7080.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTAGE SALES & MARKET                               | Advantage Sales & Marketing Inc                                                  | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |      610000 | PA      | $478545.00    | 0.05%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $926.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMINAR TECHNOLOGIES INC                               | Luminar Technologies Inc                                                         | CUSIP: 550424AA3<br>LEI: 549300AVGXLDWYMI4298 | Long             | DBT              | CORP              | US        |      194000 | PA      | $128731.78    | 0.01%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                           | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        3143 | NS      | $735116.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                                           | Innoviva Inc                                                                     | CUSIP: 45781MAC5<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |      742000 | PA      | $599165.00    | 0.06%             | 2028-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2125.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS LLOYDS BANKING GROUP PLC                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5045.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AFRICA ENERGY CORP                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-549.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NORDIC SEMICONDUCTOR ASA                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6546.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                    | Affirm Holdings Inc                                                              | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      469000 | PA      | $276006.50    | 0.03%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS SWISSCOM AG-REG                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14315.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS UNICAJA BANCO SA                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2032.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REVANCE THERAPEUTICS INC                               | Revance Therapeutics Inc                                                         | CUSIP: 761330AB5<br>LEI: 549300N33TFDZHS81H11 | Long             | DBT              | CORP              | US        |      822000 | PA      | $815835.00    | 0.08%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                  | Toorak Mortgage Corp 2021-1 Ltd                                                  | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $179303.11    | 0.02%             | 2024-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                             | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |          29 | NS      | $12789.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS IREN SPA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6956.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SSE PLC                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $82.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4662.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shoals Technologies Group Inc                          | Shoals Technologies Group Inc                                                    | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       61930 | NS      | $1794112.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ASSICURAZIONI GENERALI SPA                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1993.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Partner Acquisition Cor                         | Global Partner Acquisition Corp II                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17700 | NS      | $178150.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                          | Aircastle Ltd                                                                    | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      170000 | PA      | $158600.87    | 0.02%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2468.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5330.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS US STEEL CORP                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-567.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                   | Tencent Holdings Ltd                                                             | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $173838.90    | 0.02%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                               | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -536000 | PA      | $-496462.77   | -0.05%            | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-116.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                | New Fortress Energy Inc                                                          | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      797000 | PA      | $779729.01    | 0.08%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1703.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                | American Airlines Group Inc                                                      | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      683000 | PA      | $775546.50    | 0.08%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| HELIX ENERGY SOLUTIONS                                 | Helix Energy Solutions Group Inc                                                 | CUSIP: 42330PAK3<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |     1067000 | PA      | $1359144.60   | 0.13%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECH L+800 12/26                              | RIVERBED TECH L+800 12/26                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      137428 | PA      | $58112.07     | 0.01%             | 2026-12-08      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS DAIMLER AG                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3086.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7618.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2018-5                                                 | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $74209.68     | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6292.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DHC ACQUISITION CORP-A                                 | DHC ACQUISITION CORP A -CW27                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         241 | NS      | $2.43         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                    | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       90000 | PA      | $59991.46     | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28604.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS KAWASAKI HEAVY                                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3114.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS US STEEL CORP                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-285.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AUTONEUM N                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ESSILORLUXOTTICA SA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12977.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                               | OHA Credit Funding 4 Ltd                                                         | CUSIP: 67098EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $283249.32    | 0.03%             | 2036-10-22      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS INR                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $5086.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MELEXIS NV                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11547.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA UK INVESTMENTS                                 | Vedanta Resources Ltd                                                            | CUSIP: 000000000<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $187000.00    | 0.02%             | 2023-05-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SUPERDRY PLC                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1788.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS EQT AB                                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10084.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5271.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1398.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HORNBACH HOLDING AG & CO KGAA                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4036.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14660.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS UNICREDIT SPA                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2578.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HEXAGON COMPOSITES ASA                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4757.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16446.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          80 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIIG Capital Partners II Inc                           | CIIG Capital Partners II Inc                                                     | CUSIP: 12561U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10448 | NS      | $105211.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18378.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                               | DSLA Mortgage Loan Trust 2005-AR5                                                | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27453 | PA      | $17243.03     | 0.00%             | 2045-09-19      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           2 | NC      | $1875.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                             | CBOE Volatility Index                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |           5 | NC      | $-8699.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS FERGUSON PLC                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1328.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           1 | NC      | $387.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ZUMTOBEL GROUP AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-110.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EUROTECH SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1795.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IRS CLP                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-52789.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS POWERCELL SWEDEN AB                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6238.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                       | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      353000 | PA      | $323873.97    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SEPLAT ENERGY PLC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | BLACKSTONE INC                                                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         132 | NC      | $65076.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS GRINDROD LTD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-124.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20254.99     | 0.00%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CEMENTIR HOLDING NV                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6974.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagen Inc                                             | Seagen Inc                                                                       | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1884 | NS      | $228698.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ERCROS SA                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11545.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS ARCELORMITTAL                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-34770.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS LANXESS AG                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $6330.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      267000 | NS      | $268898.20    | 0.03%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gossamer Bio Inc                                       | Gossamer Bio Inc                                                                 | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Short            | EC               | CORP              | US        |      -38281 | NS      | $-327685.36   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS 1LIFE HEALTHCARE INC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1425.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | REPAY HOLDINGS CORP                                                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          33 | NC      | $825.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OBOTECH ACQUISITION SE - A                             | OBOTECH ACQUISITION SE -CW                                                       | CUSIP: 000000000<br>LEI: 222100W9V7IC82G7I598 | Long             | EC               | CORP              | LU        |        1401 | NS      | $145.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CCC SA                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4270.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BANK MILLENNIUM SA                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-71700.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                               | Pan American Silver Corp                                                         | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |     -112179 | NS      | $-1838613.81  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo                         | Banc of America Alternative Loan Trust 2003-8                                    | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2878 | PA      | $2726.28      | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EUROCOMMERCIAL PROPERTIES NV                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1664.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $3361.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33410.88     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                   | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       75000 | PA      | $61566.84     | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $111022.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-7262.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                                    | Kenbourne Invest SA                                                              | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $185298.00    | 0.02%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1039.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21723.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ASBISC ENTERPRISES PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $56450.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                         | JB Hunt Transport Services Inc                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Short            | EC               | CORP              | US        |       -7261 | NS      | $-1335225.29  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                              | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |      -20673 | NS      | $-4025033.10  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON STOCK EXCHANGE PLC                              | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800D1EI4B9WTWWD28 | N/A              | DE               | CORP              | GB        |       -1519 | NC      | $-45769.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8053.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1279.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS MARIMEKKO OYJ                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-34397.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2184.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21713.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                   | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      105000 | PA      | $83599.43     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2918.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                         | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        4506 | NS      | $1672086.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2206.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS PNE AG                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23477.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS STOLT-NIELSEN LTD                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $40659.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1889.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hedosophia European Growth                             | Hedosophia European Growth                                                       | CUSIP: 000000000<br>LEI: 549300Q5OZTF68OGPY72 | Long             | EC               | CORP              | GB        |       31953 | NS      | $325021.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       38890 | NS      | $3927501.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ARCTIC PAPER SA                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $344.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                              | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |       -2330 | NS      | $-95040.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME INC                                          | Life Time Inc                                                                    | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      144000 | PA      | $138664.08    | 0.01%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-74245.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     2066000 | PA      | $878050.00    | 0.09%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                          | Exeter Automobile Receivables Trust 2020-2                                       | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90000 | PA      | $89155.32     | 0.01%             | 2026-04-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-99838.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS LUCECO PLC                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-588.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | CME 3 Month Eurodollar                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3495.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS IG DESIGN GROUP PLC                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $700.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                       | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |         190 | NS      | $12085.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CSWAP SGD VS USD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5264.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $194.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12991.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2016.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                        | Southern Co/The                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |      -35511 | NS      | $-2401964.04  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                             | CBOE Volatility Index                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |           6 | NC      | $-11625.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-364.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LI AUTO INC                                            | Li Auto Inc                                                                      | CUSIP: 50202MAB8<br>LEI: 2549003R73Q70J5H4I65 | Long             | DBT              | CORP              | KY        |     1613000 | PA      | $1669455.00   | 0.16%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                       | IIFL Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     1300000 | PA      | $1284400.00   | 0.13%             | 2023-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16333.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS AMERICAN AIRLINE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1289.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DSM KON                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2178.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ATLANTIC SAPPHIRE ASA                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $143.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VAHANNA TECH EDGE ACQUISI-A                            | VAHANNA TECH EDGE -CW24                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3958 | NS      | $39.58        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5107.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $22819.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS INTERNATIONAL PETROLEUM CORP                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $16072.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2924.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1609.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                 | NYBOT FINEX United States Dollar Index                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              | CORP              | US        |          14 | NC      | $-39860.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GIVAUDAN SA                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7660.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DE' LONGHI SPA                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32519.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $13454.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S-JETS Limited                                         | S-Jets 2017-1 Ltd                                                                | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |      325995 | PA      | $251002.18    | 0.02%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                             | FANUC Corp                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |        6856 | NS      | $1030875.18   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BASLER AG                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12668.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | One-Month SOFR                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          47 | NC      | $-5039.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS RESTAURANT GROUP PLC/THE                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1691.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS HOTEL CHOCOLAT GROUP PLC                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-371.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES 20+ YEAR TREASURY BOND ETF                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          51 | NC      | $16065.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-10525.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4213.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-102.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                   | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      147000 | PA      | $136182.16    | 0.01%             | 2024-04-26      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-16871.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATTEL INC                                             | Mattel Inc                                                                       | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      611000 | PA      | $561811.45    | 0.05%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                            | MongoDB Inc                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        2937 | NS      | $448450.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8061.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                | Shaw Communications Inc                                                          | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |       12557 | NS      | $342680.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARK Innovation ETF                                     | ARK Innovation ETF                                                               | CUSIP: 00214Q104<br>LEI: 254900636IK9WKHH6949 | Long             | EC               | RF                | US        |       61400 | NS      | $2301272.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT LLC                                             | Sprint LLC                                                                       | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     1176000 | PA      | $1202439.94   | 0.12%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                              | Amundi SA                                                                        | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |       26558 | NS      | $1494424.45   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS XIOR STUDENT HOUSING                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12928.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3758.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SAGAX AB                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4657.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5592.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1202.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS FRIEDRICH VORWERK GROUP SE                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10944.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5006.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RATHBONES GROUP PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-39427.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS THARISA PLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3166.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      251100 | PA      | $181409.94    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4408.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15761.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NEXI SPA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $10637.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VERBUND AG                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3048.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BASIC-FIT NV                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2138.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CDS UNITED AIRLINES HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2061.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1430.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COHERUS BIOSCIENCES INC                                | Coherus Biosciences Inc                                                          | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |     1298000 | PA      | $895749.80    | 0.09%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-74.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8248.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5515.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | EURO STOXX 50 INDEX                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |          21 | NC      | $568.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15605.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Innoviva Inc                                           | Innoviva Inc                                                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |      -16572 | NS      | $-217590.36   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - ZAR                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $198.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3770.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $170623.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SCOR SE                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16601.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-888.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS VINCI SA                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                             | CDS ARGENTINA                                                                    | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $160406.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS BUNZL PLC                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $322.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPeng Inc                                              | XPeng Inc                                                                        | CUSIP: 98422D105<br>LEI: N/A                  | Short            | EC               | CORP              | CN        |      -81596 | NS      | $-882052.76   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX SAB DE CV                                        | Cemex SAB de CV                                                                  | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      245000 | PA      | $221823.00    | 0.02%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7515.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-263.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | KCBT HARD RED WINTER WHEAT                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |           4 | NC      | $-8661.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -90 | NC      | $-45090.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SYLVANIA PLATINUM LTD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $24939.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BACHEM HOLDING AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29247.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RANGE RESOURCES CORP                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17173.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-680.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE                                         | KFE 3 Year Treasury Bond                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          -9 | NC      | $1340.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2216.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10532.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $684.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K HOVNANIAN RC 12/28/22                                | K HOVNANIAN RC 12/28/22                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      214834 | PA      | $214834.00    | 0.02%             | 2024-06-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| LIFEPOINT HEALTH INC                                   | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      749000 | PA      | $440647.94    | 0.04%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                          | Wolfspeed Inc                                                                    | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       43000 | PA      | $44806.00     | 0.00%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1204.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CAMURUS AB                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-19333.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3531.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15000.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                         | Banc of America Mortgage 2005-A Trust                                            | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2074 | PA      | $1970.70      | 0.00%             | 2035-02-25      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                       | CURRENCY CONTRACT - TWD                                                          | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                              | Jabil Inc                                                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Short            | EC               | CORP              | US        |      -33390 | NS      | $-2410424.10  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HEINEKEN HOLDING NV                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3654.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RENAULT SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $25648.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TELEVISION FRANCAISE 1                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $22851.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - TWD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $95.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                | American Airlines Group Inc                                                      | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $613676.28    | 0.06%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ERGOMED PLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $23752.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | THE CBOE VOLATILITY INDEX                                                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         758 | NC      | $32594.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | THE CBOE VOLATILITY INDEX                                                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          93 | NC      | $39525.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30038.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-110350.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS PALFINGER AG                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2786.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS JFE HOLDINGS                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2422.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IMM EURODOLLAR TIME DEPOSIT                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          17 | NC      | $101893.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                        | RingCentral Inc                                                                  | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      576000 | PA      | $495360.00    | 0.05%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SILTRONIC AG                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $17246.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                      | Herc Holdings Inc                                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       20538 | NS      | $2632355.46   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TREATT PLC                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13428.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS JCDECAUX SA                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14746.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                            | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      934000 | PA      | $883503.32    | 0.09%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS MITSUI OSK LINES                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-512.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                               | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $24250.00     | 0.00%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | DBT              | CORP              | US        |     -743000 | PA      | $-669654.50   | -0.07%            | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ALFA LAVAL AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $92.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GENUIT GROUP PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $20934.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ORDINA NV                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $22536.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITUAN                                                | Meituan                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |      800000 | PA      | $599885.34    | 0.06%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33598.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8435.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - HKD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $322.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS CHRYSALIS INVESTMENTS LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $310.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                 | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      691000 | PA      | $567483.75    | 0.06%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33087.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2688.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5159.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-61.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS VESTAS WIND SYSTEMS A/S                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-16246.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SANTAM LTD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3633.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $94.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW METRO GLOBAL LTD                                   | New Metro Global Ltd                                                             | CUSIP: 000000000<br>LEI: 549300HJRNTCANEH0D47 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $120000.00    | 0.01%             | 2025-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $151.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS COMPUTACENTER PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-43889.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-9646.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CREST NICHOLSON HOLDINGS PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3384.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PREMIER FOODS PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1000.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11663.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp                                             | TELUS Corp                                                                       | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |       43877 | NS      | $934198.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                            | Magnite Inc                                                                      | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Short            | EC               | CORP              | US        |       -1393 | NS      | $-15476.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME Copper                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          13 | NC      | $204568.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS TWD                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3754.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ION BEAM APPLICATIONS                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1032.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7406.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | TENNECO INC                                                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         455 | NC      | $2275.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ROTHSCHILD & CO                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $25203.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11266.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PETROFAC LTD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $70171.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONGC VIDESH LTD                                        | ONGC Videsh Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800WPRPCRI524XG72 | Long             | DBT              | CORP              | IN        |      363000 | PA      | $360170.15    | 0.04%             | 2023-05-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4546.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | S&P/ASX 200                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         427 | NC      | $16607.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                     | OSE Nikkei 225 Index                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |          35 | NC      | $99014.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4798.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RMG Acquisition Corp III                               | RMG Acquisition Corp III                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35182 | NS      | $352523.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4627.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7153.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $53950.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH 02/11/2026                               | BAUSCH HEALTH 02/11/2026                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      595408 | PA      | $446183.53    | 0.04%             | 2027-02-01      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Accelerate Acquisition Corp                            | Accelerate Acquisition Corp                                                      | CUSIP: 00439D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8174 | NS      | $82312.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14646.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SOLARIA ENERGIA Y MEDIO AMBIENTE SA                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17582.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS BUDIMEX SA                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2669.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31988.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INTERROLL N                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1589.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3771.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8552.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ERAMET SA                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $653.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3659.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1404.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TAMBURI INVESTMENT PARTNERS SPA                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8835.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $47826.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27592.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TECHNOGYM SPA                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7130.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $137.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47307.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS DBV TECHNOLOGIES SA                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-276.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES 20+ YEAR TREASURY BOND ETF                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -142 | NC      | $-10366.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PENNON GROUP PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11866.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ANGLOGOLD ASHANTI LTD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38462.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17204.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ITV PLC                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19307.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                               | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     1193000 | PA      | $1030340.42   | 0.10%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $125742.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS COVESTRO AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6024.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18854.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HUFVUDSTADEN AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-31655.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                               | First Quantum Minerals Ltd                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      375000 | PA      | $357774.75    | 0.03%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amyris Inc                                             | Amyris Inc                                                                       | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |       13900 | NS      | $24047.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                              | IRS ZAR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12144.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-897.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CATHAY PACIFIC FIN III                                 | Cathay Pacific Finance III Ltd                                                   | CUSIP: 000000000<br>LEI: 549300K30Y0MI5T0HV31 | Long             | DBT              | CORP              | KY        |     8000000 | PA      | $1057233.76   | 0.10%             | 2026-02-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12989.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DIGITAL BROS                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $8436.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dragoneer Growth Opportunities                         | Dragoneer Growth Opportunities Corp III                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       57467 | NS      | $566049.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2647.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ELIA GROUP                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4806.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS LOTUS BAKERIES NV                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15758.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-499.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CAIRO COMMUNICATION SPA                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5611.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - BRL                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-167.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-512.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                          | CommScope Inc                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      145000 | PA      | $112609.90    | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FIVERR INTERNATIONAL LTD                               | Fiverr International Ltd                                                         | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |     1125000 | PA      | $922500.00    | 0.09%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                             | TRS BARCO NV                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3744.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SARTORIUS STEDIM BIOTECH                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-306.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS INTERTEK GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3250.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BANCA POPOLARE DI SONDRIO SPA                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7266.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | FTSE 100 Index                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |          20 | NC      | $28622.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                             | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        2946 | NS      | $454096.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ODAS ELEKTRIK                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $28532.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MAIRE TECNIMONT SPA                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8391.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR MID-CURVE                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -60 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SCHIBSTED ASA                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-42626.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RENEWI PLC                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-56335.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12537.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC                                | Sunnova Energy International Inc                                                 | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |      581000 | PA      | $533648.50    | 0.05%             | 2028-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-52.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS CELLECTIS                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-539.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HANWHA SOLUTIONS ORD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21335.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS JM AB                                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $8565.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                               | Solaris Midstream Holdings LLC                                                   | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |      557000 | PA      | $549291.12    | 0.05%             | 2026-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $10982.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS RAKUTEN GROUP                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6478.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1649.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-601.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS GJENSIDIGE FORSIKRING ASA                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $7425.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS WPP PLC                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15205.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2634.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avadel Pharmaceuticals PLC                             | Avadel Pharmaceuticals PLC                                                       | CUSIP: 05337M104<br>LEI: 549300E27PTSG2RHC762 | Short            | EC               | CORP              | IE        |      -52918 | NS      | $-485258.06   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Fiverr International Ltd                               | Fiverr International Ltd                                                         | CUSIP: 000000000<br>LEI: 549300Z8OREY6THCPF67 | Short            | EC               | CORP              | IL        |        -245 | NS      | $-8616.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VALIANT HOLDING AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9151.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2520.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | TRANSOCEAN LTD                                                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         500 | NC      | $18000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS STORYTEL AB                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2897.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ORIOR AG                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7875.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FAURECIA SE                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-33328.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Etsy Inc                                               | Etsy Inc                                                                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |        -631 | NS      | $-83348.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1563.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GORES TECHNOLOGY PARTNERS-A                            | GORES TECH PARTN CL A -CW27                                                      | CUSIP: 382870111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1971 | NS      | $8.87         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KONGSBERG GRUPPEN ASA                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $17043.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BEFESA SA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17195.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                           | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |      700000 | PA      | $526190.00    | 0.05%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| dMY Technology Group Inc VI                            | dMY Technology Group Inc VI                                                      | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26930 | NS      | $267953.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-944.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS PERNOD RICARD SA                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-106.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PARTNER ACQUISITION-A                           | GLOBAL PARTNER ACQ A -CW27                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2950 | NS      | $82.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-62826.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ARGO BLOCKCHAIN PLC                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-465.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-36754.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES 20+ YEAR TREASURY BOND ETF                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         -74 | NC      | $-6512.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HUARONG FINANCE 2019                                   | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $143110.85    | 0.01%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REC LIMITED                                            | REC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $287485.50    | 0.03%             | 2024-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17939.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AMBEA AB                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1547.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | AMERICAN AIRLINES GROUP INC                                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          38 | NC      | $418.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS PLN                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-141741.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS LEONARDO SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $12474.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AMS-OSRAM AG                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5667.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp                                          | Coherent Corp                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |       -7158 | NS      | $-262483.86   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS QUANTAFUEL ASA                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1063.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10454.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | GREENBRIER COS INC/THE                                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          15 | NC      | $945.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano                              | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |      276000 | NS      | $60215.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $250.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                       | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |          87 | NS      | $8693.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      739000 | PA      | $515317.81    | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18285.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OKTA INC                                               | Okta Inc                                                                         | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |      323000 | PA      | $277295.50    | 0.03%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SANOMA OYJ                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $20499.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $18091.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-150.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SCHWEITER TECHNOLOGIES AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12103.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                               | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      994000 | PA      | $95892.01     | 0.01%             | 2025-04-16      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | 10 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -10 | NC      | $-1718.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Guangdong Investment Ltd                               | Guangdong Investment Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     1680058 | NS      | $1549129.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      429000 | PA      | $385678.52    | 0.04%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $126803.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18249.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2209.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BANCA IFIS SPA                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $849.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1186.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $349.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    21980000 | PA      | $975334.68    | 0.10%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SATELLOGIC INC-A                                       | SATELLOGIC INC-A -23                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | UY        |        2058 | NS      | $612.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9717.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                   | Aramark Services Inc                                                             | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59966.70     | 0.01%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                      | Post Holdings Inc                                                                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | EC               | CORP              | US        |       -2185 | NS      | $-204537.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $276.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVF Investment Corp 2                                  | SVF Investment Corp 2                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9817 | NS      | $98464.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS EPIROC AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-402.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Transformation Opportu                         | Digital Transformation Opportunities Corp                                        | CUSIP: 25401K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       39182 | NS      | $389469.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $108.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS INR                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4079.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | TURQUOISE HILL RESOURCES LTD                                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          38 | NC      | $380.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                              | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $249963.75    | 0.02%             | 2030-10-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS REPUBLIC OF UKRAINE                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $32357.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CD PROJEKT SA                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-83866.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $341.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                         | NRG Energy Inc                                                                   | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62322.00     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                  | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      120000 | PA      | $50192.74     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS STORA ENSO OYJ R                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1651.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BANCA MONTE DEI PASCHI DI SIENA SPA                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $621.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3709.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4515.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd                                  | Nabors Industries Ltd                                                            | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |         226 | NS      | $35782.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Periphas Capital Partnering Co                         | Periphas Capital Partnering Corp                                                 | CUSIP: 713895100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10736 | NS      | $268936.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2813.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14128.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVEVA Group PLC                                        | AVEVA Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |       67561 | NS      | $2621780.75   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                             | Dexcom Inc                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        3200 | NS      | $372096.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-63998.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1611.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3820.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | DANIMER SCIENTIFIC INC                                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          70 | NC      | $2450.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                               | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     2995000 | PA      | $3126031.25   | 0.31%             | 2025-11-13      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | USERTESTING INC                                                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          66 | NC      | $825.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | MAGNACHIP SEMICONDUCTOR CORP                                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         142 | NC      | $2130.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SOLGOLD PLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $22845.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                   | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $180874.00    | 0.02%             | 2024-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                   | Jacobs Solutions Inc                                                             | CUSIP: 46982L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9147 | NS      | $-1157461.38  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                        | Porch Group Inc                                                                  | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |       -9356 | NS      | $-19086.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                            | Cintas Corp                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6225 | NS      | $2874580.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -1 | NC      | $-1225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $464.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS PEACH PROPERTY N                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-765.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CME ULTRA LONG TERM US TREASURY BOND                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -46 | NC      | $-6641.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS FLEX LNG LTD                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9886.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                            | Embarq Corp                                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      437000 | PA      | $186419.83    | 0.02%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS US STEEL CORP                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-285.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17735.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS UNICREDIT SPA                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24518.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                     | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1838000 | PA      | $397706.44    | 0.04%             | 2034-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30319.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ADMIRAL GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10884.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3635.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NightDragon Acquisition Corp                           | NightDragon Acquisition Corp                                                     | CUSIP: 65413D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21996 | NS      | $220179.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                                   | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8292400000 | PA      | $978839.65    | 0.10%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SPAREBANK 1 SR-BANK ASA                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5918.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                     | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       78224 | NS      | $6625572.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENA CONSUMER ACQUISITIO-A                           | ATHENA CONSUMER ACQ -CW23                                                        | CUSIP: 04684M114<br>LEI: 549300I3J7Y1D6R3A720 | Long             | EC               | CORP              | US        |       13194 | NS      | $1596.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ODFJELL DRILLING LTD                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $182.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                                  | Envista Holdings Corp                                                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |        7574 | NS      | $258424.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                            | CONMED Corp                                                                      | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |        3248 | NS      | $269096.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                             | CDS AMERICAN AXLE                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3417.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextGen Healthcare Inc                                 | NextGen Healthcare Inc                                                           | CUSIP: 65343C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9979 | NS      | $-207563.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO VIII Ltd                                                           | CUSIP: 07132BAS0<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1239773.42   | 0.12%             | 2030-07-18      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                     | NYMEX NY HARBOR ULSD                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          22 | NC      | $-81159.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-125.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VII                             | Churchill Capital Corp VII                                                       | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26516 | NS      | $264894.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                             | CBOE Volatility Index                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |           8 | NC      | $-10117.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                      | Lam Research Corp                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        1077 | NS      | $508753.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS GROUPE CASINO                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-77.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FLUTTER ENTERTAINMENT                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34901.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      181000 | PA      | $171724.62    | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NN GROUP NV                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15093.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                    | Kasikornbank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $160493.74    | 0.02%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $50413.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1749.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $236.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER INTERNATIONAL INCORPORATED  | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 549300F8ZGW9YHCSO458 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6769.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                               | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2340394.53   | 0.23%             | 2038-05-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1454.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1411.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8079.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                             | CBOE Volatility Index                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |          10 | NC      | $-7710.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                                        | LendingTree Inc                                                                  | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1335426.40   | 0.13%             | 2025-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16485.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Varex Imaging Corp                                     | Varex Imaging Corp                                                               | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Short            | EC               | CORP              | US        |      -40855 | NS      | $-867760.20   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS RPS GROUP PLC                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-42.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-6755.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - CZK                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                                | WEX Inc                                                                          | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        5275 | NS      | $892213.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HARBOUR ENERGY PLC O                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13125.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -22 | NC      | $-60094.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4185.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $152.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                     | Ford Motor Co                                                                    | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      683000 | PA      | $708954.00    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                      | DISH Network Corp                                                                | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Short            | EC               | CORP              | US        |       -9702 | NS      | $-155717.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International I                         | Sunnova Energy International Inc                                                 | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      154010 | NS      | $3516048.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS UPONOR OYJ                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9480.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CHEMRING GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2507.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-261.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ENTAIN PLC                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-101422.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                      | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |         139 | NS      | $6911.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MEDIASET ESPANA COMUNICACION SA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6195.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS UNILEVER PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8236.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3309.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VONTOBEL HOLDING AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-226.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6302.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1021000 | PA      | $-1033563.09  | -0.10%            | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4023.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS INVISIO AB                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10735.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS PEXIP HOLDING ASA                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $447.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1429.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS WIHLBORGS FASTIGHETER AB                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $14190.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        4000 | NC      | $16000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $501.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AGRONOMICS LTD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5425.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TECHNOPROBE SPA                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6138.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4853.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                               | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       71754 | NS      | $2345638.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                               | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     1262000 | PA      | $999339.94    | 0.10%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS WACKER NEUSON SE                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5621.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36903.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS FIELMANN AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5174.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                     | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      241000 | PA      | $219249.75    | 0.02%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS TRELLEBORG AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $14303.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS INR                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6418.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5522.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS MPC CONTAINER SHIPS ASA                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-15713.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62618.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Biohaven Ltd                                           | Biohaven Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17900 | NS      | $283178.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $44921.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS RINGKJOEBING LANDBOBANK A/S                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-26972.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | Eurex EURO STOXX 50                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |         215 | NC      | $259665.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDH ACQUISITION CORP -CL A                             | MDH ACQ CL A -CW28                                                               | CUSIP: 55283P114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1198 | NS      | $4.79         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-881.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VOLTALIA SA                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12843.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VARSITY BRANDS HOLDING                                 | Varsity Brands Holding Co Inc                                                    | CUSIP: 000000000<br>LEI: 549300YOKDS0ZSYJRX81 | Long             | LON              | CORP              | US        |       19764 | PA      | $19013.63     | 0.00%             | 2024-12-16      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EVS BROADCAST EQUIPMENT SA                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1083.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HUBER + SUHNER AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4350.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                    | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       26182 | NS      | $2250866.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2644.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11220.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KAP INDUSTRIAL HOLDINGS LTD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14180.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HEMNET GROUP AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-18811.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                         | VOLT XCIV LLC                                                                    | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215000 | PA      | $182203.92    | 0.02%             | 2051-02-27      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         108 | NC      | $74520.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                      | MP Materials Corp                                                                | CUSIP: 553368101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8992 | NS      | $-298984.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CNY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5747.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DUFRY AG                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5036.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOSSAMER BIO INC                                       | Gossamer Bio Inc                                                                 | CUSIP: 38341PAA0<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | DBT              | CORP              | US        |      622000 | PA      | $499652.60    | 0.05%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ZEPHYR ENERGY PLC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-123.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         -79 | NC      | $-790.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $41152.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-336.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                         | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     2141000 | PA      | $1961980.29   | 0.19%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18481.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CATENA AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5727.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-100440.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VARSITY BRANDS T 12/16/24                              | VARSITY BRANDS T 12/16/24                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       27263 | PA      | $26228.51     | 0.00%             | 2024-12-16      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| PNM Resources Inc                                      | PNM Resources Inc                                                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       12997 | NS      | $636853.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $8316.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CIA DE DISTRIBUCION INTEGRAL L                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15584.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                       | MortgageIT Mortgage Loan Trust 2006-1                                            | CUSIP: 61915RCK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      552049 | PA      | $227379.38    | 0.02%             | 2036-04-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KONE OYJ                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-20243.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20683.89     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS WESTWING GROUP SE                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6425.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $978.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9284.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                           | VeriSign Inc                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        1101 | NS      | $219990.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                 | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      119000 | PA      | $116385.78    | 0.01%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                         | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      512000 | PA      | $353383.35    | 0.03%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1617.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GALLIFORD TRY HOLDINGS PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2642.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE PLC                              | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800D1EI4B9WTWWD28 | N/A              | DE               | CORP              | GB        |        1519 | NC      | $132731.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8018.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                      | Montreal Exchange 10 Year Canadian Bond                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           3 | NC      | $1398.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Longview Acquisition Corp II                           | Longview Acquisition Corp II                                                     | CUSIP: 54319Q105<br>LEI: 549300KFRIOC6K28E041 | Long             | EC               | CORP              | US        |       14811 | NS      | $148702.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-782.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11097.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquisition Co                         | Screaming Eagle Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       96744 | NS      | $954863.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ASTRAZENECA PLC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-420.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                   | Edison International                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42599.50     | 0.00%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1894.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                          | CDS CDX.NA.HY.39.V1                                                              | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6959.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2484000 | PA      | $1992214.90   | 0.19%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                   | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $180088.40    | 0.02%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $258.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - TWD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-471.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS EXPERIAN PLC                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $236.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SWEDENCARE AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $70753.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                     | Huarong Finance II Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $174000.00    | 0.02%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-882.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2243.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5806.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS GETINGE AB                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9180.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VIDRALA SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-55961.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SONDER HOLDINGS INC                                    | GORES METROPOULOS II -CW28                                                       | CUSIP: 83542D110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3948 | NS      | $661.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                               | eBay Inc                                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       15591 | NS      | $708455.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                       | IRS CZK                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-69012.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2019 A LTD                               | RKPF Overseas 2019 A Ltd                                                         | CUSIP: 000000000<br>LEI: 254900P8BXRCW5458103 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $112650.00    | 0.01%             | 2025-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS TELEFONAKTIEBOLAGET LM ERICSSON                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-19188.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MIGROS TICARET AS                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15983.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2661.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS TURKIYE SINAI KALKINMA BANKASI AS                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $240.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS CDX.NA.HY.39.V1                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-102524.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2829.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEJO GROUP LTD                                         | WEJO GROUP LTD -CW28                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        3488 | NS      | $275.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-164.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS COSMO PHARMACEUTICALS NV                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8044.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6813.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW Owner Trust 2019-1                                                           | CUSIP: 55389PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       36757 | PA      | $34122.61     | 0.00%             | 2036-11-20      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VGP NV                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2738.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2851.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                 | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      421000 | PA      | $422123.53    | 0.04%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SOFTWARE AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11756.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS REPSOL ORD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $57578.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -56 | NC      | $-48595.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5054.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-9218.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | IRS INR                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1348.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4395.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS WIENERBERGER AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7074.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritone Inc                                           | Veritone Inc                                                                     | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Short            | EC               | CORP              | US        |      -13279 | NS      | $-89500.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5627.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                         | IndyMac INDX Mortgage Loan Trust 2006-AR3                                        | CUSIP: 45660L5W5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1532999 | PA      | $1247361.00   | 0.12%             | 2036-04-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | SOFR 1 YEAR MIDCURVE                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          54 | NC      | $675.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10348.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VILMORIN & CIE SA                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11188.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FORTRESS REIT LTD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16807.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVESTCORP EUROPE ACQUISI-A                            | INVESTCORP EUROPE ACQUIS -27                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9717 | NS      | $539.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT Soybean Oil                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          19 | NC      | $-13426.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                       | MGM Resorts International                                                        | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       71000 | PA      | $69425.92     | 0.01%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-80.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5175.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                   | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88323AAA0<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     2500000 | PA      | $2493744.50   | 0.24%             | 2023-01-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                 | IRS ZAR                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $13147.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Micro Focus International PLC                          | Micro Focus International PLC                                                    | CUSIP: 000000000<br>LEI: 213800F8E4X648142844 | Long             | EC               | CORP              | GB        |      118831 | NS      | $752330.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $694.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SIEMENS HEALTHINEERS AG                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8014.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ENQUEST PLC                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $169.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                        | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        1195 | NS      | $180994.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NEXT FIFTEEN COMMUNICATIONS GROUP PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10180.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13617.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                            | Federal Home Loan Mortgage Corp                                                  | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |        8177 | NS      | $17989.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ARBONIA AG                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $969.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-122646.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 9128282D1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1095000 | PA      | $1067882.12   | 0.10%             | 2023-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TELECOM ITALIA                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1056.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlantic Coastal Acquisition C                         | Atlantic Coastal Acquisition Corp                                                | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |       16329 | NS      | $162800.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS COFINIMMO SA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5335.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8209.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS CARNIVAL CORP                                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21461.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH CAPITAL SERVICES, INC.                   | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: GDWTXX036O1TB7DW3U69 | N/A              | DFE              | CORP              | US        |           1 | NC      | $44325.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5058.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RYANAIR HOLDINGS                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8560.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                         | Albemarle Corp                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |       -5077 | NS      | $-1411355.23  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | AMYRIS INC                                                                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |           3 | NC      | $45.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                               | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Short            | DBT              | CORP              | US        |     -463000 | PA      | $-325963.58   | -0.03%            | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      143485 | NS      | $162138.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS IDORSIA LTD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7482.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7760.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $94.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | USERTESTING INC                                                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         441 | NC      | $45202.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SBM OFFSHORE NV                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10038.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12318.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS L F ORD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-67538.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                      | Expedia Group Inc                                                                | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $25684.05     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      715000 | PA      | $726654.50    | 0.07%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9366.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BELL FOOD GROUP AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6582.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento Basico do Es                         | Cia de Saneamento Basico do Estado de Sao Paulo                                  | CUSIP: 20441A102<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |       37677 | NS      | $435169.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DELIVERY HERO AG                                       | Delivery Hero SE                                                                 | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $764190.38    | 0.07%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS FINANCIAL SERVICES INC.                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3114.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LONDON STOCK EXCHANGE GROUP PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9657.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INTESA SANPAOLO SPA                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2300.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CELLNEX TELECOM SA                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $60519.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                     | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       20861 | NS      | $4535807.23   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HEIDELBERGCEMENT AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7986.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                              | DigitalOcean Holdings Inc                                                        | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |       -1345 | NS      | $-40121.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TBC BANK GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $56311.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                         | Wells Fargo Mortgage Backed Securities 2007-AR6 Trust                            | CUSIP: 949794AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105498 | PA      | $92531.07     | 0.01%             | 2037-10-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2004-J10                                                  | CUSIP: 12667FVB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28680 | PA      | $27302.26     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | Eurex 10 Year Euro BUND                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -52 | NC      | $-106120.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FAST RADIUS INC                                        | FAST RADIUS -CW28                                                                | CUSIP: 31187R118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2678 | NS      | $25.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS LIFCO AB                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $10.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                               | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $16531.10     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COPA HOLDINGS SA                                       | Copa Holdings SA                                                                 | CUSIP: 21720AAB8<br>LEI: 529900BB9UQJV6QQHA59 | Long             | DBT              | CORP              | PA        |     1963000 | PA      | $3500029.00   | 0.34%             | 2025-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $111830.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS AMERICAN AXLE                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1687.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crystal Peak Acquisition                               | Crystal Peak Acquisition                                                         | CUSIP: 000000000<br>LEI: 549300QV2DQ5QN1K3U52 | Long             | EC               | CORP              | KY        |        6767 | NS      | $66654.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24775.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $80277.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA FUNDI                               | Finance of America Funding LLC                                                   | CUSIP: 317386AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $425725.82    | 0.04%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS KAWASAKI HEAVY                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3114.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ASTON MARTIN LAGONDA                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $358.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                          | Snowflake Inc                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        5783 | NS      | $826390.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-286.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS RVRC HOLDING AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-22697.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-109.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TAURON POLSKA ENERGIA SA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-53080.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LANDCADIA HOLDINGS IV INC-A                            | LANDCADIA HOLDINGS IV -CW28                                                      | CUSIP: 51477A112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1171 | NS      | $140.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BAVARIAN NORDIC A/S                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $485.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AZELIS GROUP NV                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6521.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS KAWASAKI HEAVY                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6229.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS QINETIQ GROUP PLC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $661.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                                | Huarong Finance 2017 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $173250.00    | 0.02%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6210.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         606 | NS      | $494774.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TRANSFORMATION OPP-A                           | DIGITAL TRANSFORMATION -CW28                                                     | CUSIP: 25401K115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9795 | NS      | $881.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                                        | Lucid Group Inc                                                                  | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1930 | NS      | $19570.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                               | TRS AXA SA                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $32402.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VETROPACK HOLDING AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1617.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | GOL LINHAS AEREAS INTELIGENTES SA                                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         346 | NC      | $8650.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toshiba Corp                                           | Toshiba Corp                                                                     | CUSIP: 000000000<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |        9747 | NS      | $332423.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS OZAK GAYRIMENKUL YATIRIM ORTAKLIGI                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $79544.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APACHE CORP                                            | Apache Corp                                                                      | CUSIP: 037411BE4<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Short            | DBT              | CORP              | US        |      -24000 | PA      | $-21603.72    | -0.00%            | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | CINEMARK HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          45 | NC      | $2925.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                       | CSC Holdings LLC                                                                 | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      192000 | PA      | $185243.52    | 0.02%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE REALREAL INC                                       | RealReal Inc/The                                                                 | CUSIP: 88339PAD3<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |      557000 | PA      | $208875.00    | 0.02%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-13970.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Short            | DBT              | CORP              | US        |     -268000 | PA      | $-264584.97   | -0.03%            | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS AMERICAN AXLE                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8437.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                    | Coinbase Global Inc                                                              | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |      -10710 | NS      | $-489768.30   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Catamaran CLO Ltd                                      | Catamaran CLO 2014-2 Ltd                                                         | CUSIP: 14889JAA3<br>LEI: 549300YV4DIC30VMKL37 | Long             | ABS-CBDO         | CORP              | KY        |     1010665 | PA      | $970542.56    | 0.09%             | 2026-10-18      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                               | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $21171.92     | 0.00%             | 2030-07-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $289.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-114.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-65766.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SAMSUNG SDI ORD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8420.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS DUSTIN GROUP AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $531.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                 | Export-Import Bank of India                                                      | CUSIP: 000000000<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      500000 | PA      | $499317.50    | 0.05%             | 2023-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS FINGERPRINT CARDS AB                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-750.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27535.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                    | SVB Financial Group                                                              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Short            | EC               | CORP              | US        |       -2499 | NS      | $-579218.22   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9335.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Backed                          | Merrill Lynch Mortgage Backed Securities Trust Series 2007-3                     | CUSIP: 59025JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1990163 | PA      | $1262467.39   | 0.12%             | 2037-06-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BHG GROUP AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-262.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CDS AMERICAN AXLE                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1016.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $12869.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anthemis Digital Acquisitions                          | Anthemis Digital Acquisitions I Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17623 | NS      | $180195.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF TURKEY                                     | Turkey Government International Bond                                             | CUSIP: 900123AW0<br>LEI: 5493000PCHOG3B6S3Q85 | Short            | DBT              | NUSS              | TR        |     -590000 | PA      | $-594153.60   | -0.06%            | 2025-02-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12544.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                        | Yamana Gold Inc                                                                  | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |      702012 | NS      | $3832985.52   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $852.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4398.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14709.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $147185.98    | 0.01%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                     | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1125000 | PA      | $241884.00    | 0.02%             | 2035-03-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8143.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mason Industrial Technology In                         | Mason Industrial Technology Inc                                                  | CUSIP: 57520Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15593 | NS      | $155306.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                      | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27829.26     | 0.00%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VIRGIN MONEY UK PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $24886.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1867.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tishman Speyer Innovation Corp                         | Tishman Speyer Innovation Corp II                                                | CUSIP: 88825H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1653 | NS      | $16645.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2314.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $43161.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                            | KnowBe4 Inc                                                                      | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      101291 | NS      | $2500874.79   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVERBED HLDGS CMN STOCK                               | RIVERBED HLDGS CMN STOCK                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5404 | NS      | $1378.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $52.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4414.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14938.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS TRYG A/S                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-13071.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                   | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      184000 | PA      | $94116.00     | 0.01%             | 2023-10-24      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $11258.76     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AUTO1 GROUP SE                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4894.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SMITHS GROUP PLC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $398.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SIEGFRIED HOLDING AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4470.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-948.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9153.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MCPHY ENERGY SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7211.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                   | YPF SA                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      536000 | PA      | $424230.60    | 0.04%             | 2025-07-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ENEA SA                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-99063.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $128307.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS CALPINE CORP                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12611.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1680.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                          | Carnival Corp                                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | US        |      -24269 | NS      | $-240991.17   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                          | ImmunoGen Inc                                                                    | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |       26932 | NS      | $139777.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                            | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        5347 | NS      | $539940.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY PRINCIPAL 250 MERG-A                           | B RILEY PRINCIPAL 250 -CW27                                                      | CUSIP: 05602L112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2651 | NS      | $77.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS OMV AG                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $586.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Array Technologies Inc                                 | Array Technologies Inc                                                           | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |      -25061 | NS      | $-524777.34   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                              | Cowen Inc                                                                        | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |       65590 | NS      | $2535709.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE EQUITY PARTNERS OPEN-A                             | ONE EQUITY PARTNERS A -CW27                                                      | CUSIP: 68237L113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         756 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ICADE                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9129.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SWATCH GROUP AG/THE                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4069.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SOCIETE POUR L'INFORMATIQUE INDUSTRIELLE                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4105.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-123238.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                 | TRS MSPSENTH INDEX                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-9380.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11578.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS POLSKI KONCERN NAFTOWY ORLEN SA                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1299.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $271.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11011.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                     | Zambia Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1763000 | PA      | $822746.26    | 0.08%             | 2024-04-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DIGITAL VALUE                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $14.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F45 Training Holdings Inc                              | F45 Training Holdings Inc                                                        | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |       71304 | NS      | $191807.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -192 | NC      | $-20352.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34426.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KONINKLIJKE BAM GROEP NV                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11134.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crixus BH3 Acquisition Co                              | Crixus BH3 Acquisition Co                                                        | CUSIP: 22677T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30353 | NS      | $305502.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1207.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avid Bioservices Inc                                   | Avid Bioservices Inc                                                             | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Short            | EC               | CORP              | US        |      -25953 | NS      | $-406423.98   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | One-Month SOFR                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -62 | NC      | $204954.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $196.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERSCEND ESCROW CORP                                   | Verscend Escrow Corp                                                             | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      296000 | PA      | $296503.20    | 0.03%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BIDVEST GROUP LTD/THE                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3174.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HUGO BOSS AG                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $27443.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 Month Euro Euribor                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        -108 | NC      | $-2039.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16884.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2493.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVADEL FIN CAYMAN LTD                                  | Avadel Finance Cayman Ltd                                                        | CUSIP: 05337YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      757000 | PA      | $749714.37    | 0.07%             | 2023-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-155.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $3272.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-280.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $496.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $220.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-278.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corner Growth Acquisition Corp                         | Corner Growth Acquisition Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22818 | NS      | $229549.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48607.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3852.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Karyopharm Therapeutics Inc                            | Karyopharm Therapeutics Inc                                                      | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Short            | EC               | CORP              | US        |      -28434 | NS      | $-150415.86   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JAWS MUSTANG ACQUISITION C-A                           | JAWS MUSTANG ACQ C -CW26                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6663 | NS      | $666.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        1693 | NS      | $1029547.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS AMERICAN AIRLINE                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $185.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20363.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINDETER                                               | Financiera de Desarrollo Territorial SA Findeter                                 | CUSIP: 31772MAA0<br>LEI: 54930036EU95I2CWYJ76 | Long             | DBT              | NUSS              | CO        |   393000000 | PA      | $72637.78     | 0.01%             | 2024-08-12      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS INVESTEC PROPERTY FUND LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $26.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ELISA OYJ                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $179.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FLUIDRA SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5159.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-245.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                         | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      172800 | PA      | $161035.97    | 0.02%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS WIIT                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6618.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PINE TECHNOLOGY ACQUISI-CL A                           | PINE TECHNOLOGY ACQ A -CW28                                                      | CUSIP: 722850112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3876 | NS      | $193.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -4000 | NC      | $-8000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23146.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $594.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1419.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         133 | NC      | $47215.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3470.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-197889.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS LU-VE SPA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4444.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-665.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS MITSUI OSK LINES                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1094.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLONNADE ACQUISITION CORP-A                           | COLONNADE ACQ CL A -CW27                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13654 | NS      | $819.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1953.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS ARCELORMITTAL                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8624.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2152.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS RIETER HOLDING AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1522.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC                                               | Snap Inc                                                                         | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1654000 | PA      | $1120585.00   | 0.11%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Class Acceleration Corp                                | Class Acceleration Corp                                                          | CUSIP: 18274B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13473 | NS      | $134999.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26849.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS IMI ORD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1192.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1857.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| G Squared Ascend I Inc                                 | G Squared Ascend I Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10807 | NS      | $108610.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS NIPPON PAPER                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1077.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                 | Penn Entertainment Inc                                                           | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $41912.50     | 0.00%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                  | Universal Health Services Inc                                                    | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      192000 | PA      | $164883.22    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4781.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | TRS ENERGY TRANSFER LP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $5323.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                                        | Porch Group Inc                                                                  | CUSIP: 733245AA2<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |     1428000 | PA      | $763980.00    | 0.07%             | 2026-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BANK HANDLOWY W WARSZAWIE SA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $31715.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                  | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8555.89      | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $42437.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TULLOW OIL PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2681.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $153.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANAPPURAM FINANCE LTD                                 | Manappuram Finance Ltd                                                           | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | DBT              | CORP              | IN        |      939000 | PA      | $934445.85    | 0.09%             | 2023-01-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS FERREXPO PLC                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-162.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12828.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc                                             | MasTec Inc                                                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Short            | EC               | CORP              | US        |       -2414 | NS      | $-219263.62   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS INDIVIOR PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21502.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11165.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                | Talen Energy Supply LLC                                                          | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      596000 | PA      | $604177.12    | 0.06%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                    | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |       92000 | PA      | $89730.82     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TURK HAVA YOLLARI AO                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $62865.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iRobot Corp                                            | iRobot Corp                                                                      | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Short            | EC               | CORP              | US        |      -11301 | NS      | $-588669.09   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS STELLANTIS NV SNR SE                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11787.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $480.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-566.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS JD SPORTS FASHION PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $701.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15275.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SOFTWAREONE HOLDING AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4511.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                          | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -191000 | PA      | $-160270.97   | -0.02%            | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS AMERICAN AIRLINE                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17673.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9244.92      | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MSPSSCN INDEX                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9916.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS H LUNDBECK A/S                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2623.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                           | Madrigal Pharmaceuticals Inc                                                     | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |         792 | NS      | $55527.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                             | TRS INNOVATEC SPA                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11756.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN GOLD ACQUISITION C-A                           | AFRICAN GOLD ACQUISITION CW                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4750 | NS      | $95.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2996.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS UNIPOL GRUPPO SPA                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $18208.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS STRIX GROUP PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $66038.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-276.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2006-3                                                  | CUSIP: 07386HK83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1011570 | PA      | $777211.33    | 0.08%             | 2036-05-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4442.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13324.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $340.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunnova Energy International I                         | Sunnova Energy International Inc                                                 | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Short            | EC               | CORP              | US        |      -14370 | NS      | $-328067.10   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | BLACKSTONE INC                                                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -132 | NC      | $-29304.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS INTERPARFUMS SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18438.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Plug Power Inc                                         | Plug Power Inc                                                                   | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |     -110224 | NS      | $-1759175.04  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38100 | PA      | $36095.82     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT WHEAT                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -38 | NC      | $88155.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS CARNIVAL CORP                                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21461.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1581.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CAPITEC BANK HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16529.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $140155.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-204341.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |           4 | NC      | $8324.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS YPSOMED HOLDING AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-33869.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AFRICAN RAINBOW MIN LTD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14104.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                              | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |         303 | NS      | $44853.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                                     | TSE TOPIX (Tokyo Price Index)                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |          61 | NC      | $267128.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SMCP SA                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $54646.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GYM GROUP PLC/THE                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $26141.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME Primary Aluminum                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          18 | NC      | $41116.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29497.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29853.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                       | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      691000 | PA      | $613953.50    | 0.06%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-905.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW METRO GLOBAL LTD                                   | New Metro Global Ltd                                                             | CUSIP: 000000000<br>LEI: 549300HJRNTCANEH0D47 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $109000.00    | 0.01%             | 2026-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                    | NCL Corp Ltd                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      773000 | PA      | $590755.85    | 0.06%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                | Fannie Mae Grantor Trust 2004-T5                                                 | CUSIP: 31394AYE0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      273525 | PA      | $248098.23    | 0.02%             | 2035-05-28      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS GROUPE CASINO                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-618.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHCARE SERVICES ACQUI-A                            | HEALTHCARE SERVICES -CW27                                                        | CUSIP: 42227K112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4019 | NS      | $120.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS KOBE STEEL LTD                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-27.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18286.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Celldex Therapeutics Inc                               | Celldex Therapeutics Inc                                                         | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |        5168 | NS      | $191681.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MICRON TECHNOLOGY INC                                  | Micron Technology Inc                                                            | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      115000 | PA      | $119849.26    | 0.01%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS PAN AMERICAN SILVER CORP                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11982.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AURORA CANNABIS INC                                    | Aurora Cannabis Inc                                                              | CUSIP: 05156XAG3<br>LEI: 549300F6VHCLKCUWDT34 | Long             | DBT              | CORP              | CA        |      887000 | PA      | $847085.00    | 0.08%             | 2024-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1156.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                          | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       60000 | PA      | $50607.60     | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                       | IRS INR                                                                          | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | N/A              | DIR              | CORP              | CH        |           1 | NC      | $52747.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8405.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ASML HOLDING NV                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $14142.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inotiv Inc                                             | Inotiv Inc                                                                       | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Short            | EC               | CORP              | US        |       -6523 | NS      | $-39398.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $64.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $392.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                 | Par Pharmaceutical Inc                                                           | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $833540.18    | 0.08%             | 2027-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3854.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | VANECK SEMICONDUCTOR ETF                                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          29 | NC      | $23780.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verona Pharma PLC                                      | Verona Pharma PLC                                                                | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |        1553 | NS      | $20033.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CONCENTRIC AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3189.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                               | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $188113.27    | 0.02%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ELECNOR SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1860.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS TELE2 AB                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $573.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ROVIO ENTERTAINMENT OYJ                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2236.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                    | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        8796 | NS      | $946273.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AVON PROTECTION PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11470.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                           | Saxon Asset Securities Trust 2002-3                                              | CUSIP: 805564ML2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1133472 | PA      | $978172.48    | 0.10%             | 2032-12-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-322768.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                  | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3851885 | PA      | $905239.81    | 0.09%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1901.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MAREL HF                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2115.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                           | AES Corp/The                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      402763 | NS      | $11647905.96  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Acquisition Holdings I Cor                         | KKR Acquisition Holdings I Corp                                                  | CUSIP: 48253T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10052 | NS      | $101022.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11157.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | CDS AMERICAN AIRLINE                                                             | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $258.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CAIRN HOMES PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8732.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $156.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      180000 | PA      | $157032.00    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14953.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                       | Norinchukin Bank/The                                                             | CUSIP: 000000000<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |      900000 | PA      | $890698.94    | 0.09%             | 2032-09-14      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $195.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                               | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Short            | DBT              | CORP              | US        |    -1039411 | PA      | $-926780.42   | -0.09%            | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS LVMH MOET HENNESSY LOUIS VUITTON SE                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1503.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                               | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $3874.00      | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brenntag SE                                            | Brenntag SE                                                                      | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       17131 | NS      | $1089205.73   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6873.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TEGNA INC                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $47326.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9147.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Confluent Inc                                          | Confluent Inc                                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |       -2749 | NS      | $-63309.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31862.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BALFOUR BEATTY PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5742.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $147.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $80927.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS TROAX GROUP AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8676.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-103251.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS HP INC                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2906.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AP MOLLER - MAERSK A/S                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10266.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GVS SPA                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9810.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20822.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2693.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SeaSpine Holdings Corp                                 | SeaSpine Holdings Corp                                                           | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      100381 | NS      | $751853.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                          | Carnival Corp                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      220000 | PA      | $215050.00    | 0.02%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25343.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $321.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                             | Federal National Mortgage Association                                            | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |       15150 | NS      | $35905.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS                                     | Palo Alto Networks Inc                                                           | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |      736000 | PA      | $1415328.00   | 0.14%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                         | WFRBS Commercial Mortgage Trust 2014-C24                                         | CUSIP: 92939KBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $90902.52     | 0.01%             | 2047-11-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Co                                    | Century Aluminum Co                                                              | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |      -20596 | NS      | $-185569.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3451.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BERGEN CARBON SOLUTIONS AS                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-666.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                              | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        6159 | NS      | $793944.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8325.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2                                | Match Group Financeco 2 Inc                                                      | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |      763000 | PA      | $711497.50    | 0.07%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                               | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1351000 | PA      | $1101065.00   | 0.11%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $297.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                                    | PAR Technology Corp                                                              | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |      709000 | PA      | $502326.50    | 0.05%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS VOLVO AB                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $42.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elliott Opportunity II Corp                            | Elliott Opportunity II Corp                                                      | CUSIP: 000000000<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | US        |       56350 | NS      | $562373.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      909000 | PA      | $617096.44    | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME PRIMARY ALUMINUM                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         -15 | NC      | $-48007.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                                   | Beauty Health Co/The                                                             | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Short            | EC               | CORP              | US        |       -8268 | NS      | $-88881.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS INR                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-48499.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21219.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AVI LTD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-257.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32148.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-56.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5203.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT US Long Bond                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          12 | NC      | $-1206.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GK SOFTWARE SE                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $8465.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $212.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ILLIMITY BANK                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $572.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                     | Unity Software Inc                                                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |      656000 | PA      | $486752.00    | 0.05%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15118.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSITION PARTNERS                             | ENERGY TRANSITION PARTN-CW26                                                     | CUSIP: 000000000<br>LEI: 724500Y8U5ELNMGRA511 | Long             | EC               | CORP              | NL        |        1124 | NS      | $568.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS EGYPT                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $51506.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS CARNIVAL CORP                                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21461.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $298.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | Three-Month SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          -8 | NC      | $-1014.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BOOHOO GROUP PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2229.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                               | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       35000 | PA      | $29546.72     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14240.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $86.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8368.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13331.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-52203.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS EURONEXT NV                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2107.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS STRAUMANN N                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10131.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $345822.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SNAM                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5539.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                                     | Greenbrier Cos Inc/The                                                           | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      551000 | PA      | $517664.50    | 0.05%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                     | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: 000000000<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $72862.42     | 0.01%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MORGAN ADVANCED MATERIALS PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $24060.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                          | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $1591213.40   | 0.16%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | Three-Month SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -311 | NC      | $-62050.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ANIMA HOLDING SPA                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5641.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVID SPV LLC                                           | Avid SPV LLC                                                                     | CUSIP: 05369GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      838000 | PA      | $841391.04    | 0.08%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ATLANTIC COASTAL ACQUISITI-A                           | ATLANTIC COASTAL ACQ A -CW27                                                     | CUSIP: 048453112<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |        5443 | NS      | $381.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                         | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       20784 | NS      | $2006487.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corp                                            | Omeros Corp                                                                      | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Short            | EC               | CORP              | US        |       -4186 | NS      | $-8958.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                              | CUSIP: 83368RAY8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $156223.88    | 0.02%             | 2035-07-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $11612.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                              | Ball Corp                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       89473 | NS      | $5017645.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ENAD GLOBAL 7 AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $414.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | WILLIAMS COS INC/THE                                                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          -1 | NC      | $-100.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-930.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc                                               | Okta Inc                                                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |        -358 | NS      | $-19088.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust Series 1                             | Invesco QQQ Trust Series 1                                                       | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |          42 | NS      | $12321.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6061.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IRS CLP                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-78195.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Groupon Inc                                            | Groupon Inc                                                                      | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |       -6567 | NS      | $-54703.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HILL & SMITH HOLDINGS PLC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16654.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS TOPDANMARK AS                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8851.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200867.25    | 0.02%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                  | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       30305 | NS      | $4221183.45   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TERNA - RETE ELETTRICA NAZIONALE                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-70.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ECKERT & ZIEGLER STRAHLEN- UND MEDIZINTECHNIK AG                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-62890.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | CME E-Mini Standard & Poor's 500 Index                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        -216 | NC      | $-3081821.71  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS AUDIOBOOM GROUP PLC                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-182.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANARA BANK LONDON                                     | Canara Bank/London                                                               | CUSIP: 000000000<br>LEI: 335800E4RH82Z8XC3C30 | Long             | DBT              | CORP              | IN        |      466000 | PA      | $455021.04    | 0.04%             | 2024-03-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Twelve Seas Investment Co II                           | Twelve Seas Investment Co II                                                     | CUSIP: 90118T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4888 | NS      | $48782.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares China Large-Cap ETF                            | iShares China Large-Cap ETF                                                      | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |       78778 | NS      | $2218388.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                     | GASOLINE RBOB                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          21 | NC      | $-76440.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3218.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3770.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FAES FARMA SA                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6606.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                     | Grupo Televisa SAB                                                               | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Short            | DBT              | CORP              | MX        |     -471000 | PA      | $-468896.19   | -0.05%            | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                 | TRS HERMES INTERNATIONAL                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |           1 | NC      | $21784.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11624.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4083.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3469.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ISS A/S                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1165.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HOME24 SE INH O.N.                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - PLN                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3699.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-245.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $90.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS AEROPORTS DE PARIS                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $10.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11338.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AAK AB                                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-15294.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HUMBLE GROUP AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $69.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS COREM PROPERTY GROUP AB                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-91.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Zeus Acquisition Corp                             | FTAC Zeus Acquisition Corp                                                       | CUSIP: 30320F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6342 | NS      | $63768.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MFE-MEDIAFOREUROPE NV                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $264.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIAN OIL CORP LTD                                    | Indian Oil Corp Ltd                                                              | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $300522.35    | 0.03%             | 2023-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1507.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS GRANGES AB                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3405.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SAMPO OYJ                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-277.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | IRS PLN                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-2825.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8147.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gores Holdings VII Inc                                 | Gores Holdings VII Inc                                                           | CUSIP: 38286T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       85610 | NS      | $853531.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMARCO MINERACAO SA                                   | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      925000 | PA      | $413824.41    | 0.04%             | 2022-11-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | S&P/ASX 200                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         203 | NC      | $17373.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IMM EURODOLLAR TIME DEPOSIT                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -40 | NC      | $-6500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                  | DigitalOcean Holdings Inc                                                        | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     1174000 | PA      | $845280.00    | 0.08%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - TWD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-665.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS INTEGRAFIN HOLDINGS PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23242.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS AMERICAN AXLE                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17345.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AMUNDI- W/I                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-315.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-307.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                            | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61977.60     | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                       | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |           1 | NC      | $787.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17314.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7521.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57637.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CHERRY AG                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $175.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1482.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                   | Tencent Holdings Ltd                                                             | CUSIP: 88032XBD5<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $333325.84    | 0.03%             | 2061-04-22      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BLUE WHALE ACQUISITION COR-A                           | BLUE WHALE ACQ CORP -CW23                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |        1005 | NS      | $170.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BORSA ITALIANA S.P.A.                                  | FTSE/MIB Index                                                                   | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |          -1 | NC      | $-10631.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ZESPOL ELEKTROWNI PATNOW ADAMOW KONIN SA                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-49.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DIGNITY PLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6395.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH CAPITAL SERVICES, INC.                   | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: GDWTXX036O1TB7DW3U69 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11642.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-843.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VIB VERMOEGEN AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5325.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                  | Level 3 Financing Inc                                                            | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2073000 | PA      | $1749352.88   | 0.17%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4736.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-J1                                                   | CUSIP: 12667FT88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         951 | PA      | $916.96       | 0.00%             | 2025-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CENTRICA PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $36167.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34624.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RENEW HOLDINGS PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3441.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Strategic Growth Capita                         | Apollo Strategic Growth Capital II                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8290 | NS      | $82982.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8435.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CAPMAN OYJ                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3704.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CARGOTEC OYJ                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $11868.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3708.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                     | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $247111.06    | 0.02%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-780.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-437.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17985.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BAYER AG                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $14349.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS SOLUTIONS 30 SE                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-637.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26641.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Short            | EC               | CORP              | DK        |        -268 | NS      | $-581012.58   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Danimer Scientific Inc                                 | Danimer Scientific Inc                                                           | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Short            | EC               | CORP              | US        |      -25184 | NS      | $-66989.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS RELX PLC                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $69.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BANCO BPM SPA                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9571.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                 | Credit Suisse Group AG                                                           | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $210682.81    | 0.02%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | GOSSAMER BIO INC                                                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          16 | NC      | $4720.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ABOUT YOU HOLDING SE                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3066.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | SNOWFLAKE INC                                                                    | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          13 | NC      | $1495.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Semiconductor ETF                              | iShares Semiconductor ETF                                                        | CUSIP: 464287523<br>LEI: 5493004SPI3IF1GDIR85 | Short            | EC               | RF                | US        |      -10169 | NS      | $-3945877.07  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SWORD GROUP                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1144.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1513.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                               | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $19291.74     | 0.00%             | 2026-06-01      | Fixed         | 11.65%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                        | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120159.60    | 0.01%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                             | SGX MSCI SINGAPORE INDEX                                                         | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |           2 | NC      | $150.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                              | Hikma Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | JO        |        8547 | NS      | $156634.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $23544.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ENAGAS SA                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-639.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      285000 | PA      | $213981.38    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                 | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      510000 | PA      | $499035.00    | 0.05%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8148.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                 | CDS CECONOMY AG                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5009.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                     | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      300000 | PA      | $251482.50    | 0.02%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                     | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       13417 | NS      | $1584547.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8209.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9485.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |       60000 | PA      | $55307.76     | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FRESNILLO PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-65025.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $82.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MOLTEN VENTURES PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1027.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1295.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MERCK KGAA                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3440.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS WATKIN JONES PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-172924.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN PROPTECH ACQUISITION-A                           | CROWN PROPTECH ACQ A -CW27                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12844 | NS      | $128.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                  | CDS ARCELORMITTAL                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17385.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8870.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 Month Euro Euribor                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |           3 | NC      | $-1360.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TONIES SE - A                                          | 468 SPAC I SE-A-CW                                                               | CUSIP: 000000000<br>LEI: 222100DAYRVSS1X9EB98 | Long             | EC               | CORP              | DE        |       41605 | NS      | $12988.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GUERBET                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11484.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CDS TRANSOCEAN INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20425.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1608.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MERCEDES-BENZ GROUP AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $10733.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | TRS ENERGY TRANSFER LP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $10447.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2109.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HIKMA PHARMACEUTICALS PLC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2368.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HALFORDS GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14504.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13263.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $95814.76     | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS LASTMINUTE.COM NV                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NOVO NORDISK A/S                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $11372.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      272000 | PA      | $258336.87    | 0.03%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5520.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2458.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      135000 | PA      | $114755.54    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                               | Varex Imaging Corp                                                               | CUSIP: 92214XAB2<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |     1108000 | PA      | $1338610.87   | 0.13%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5515.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NSI NV                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-377.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-716.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2019-4                                                | CUSIP: 33845FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90000 | PA      | $85286.75     | 0.01%             | 2026-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16447.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -4 | NC      | $-740.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $169.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5476.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1032.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS COLOPLAST A/S                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1390.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3285.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAB4<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      850000 | PA      | $833097.75    | 0.08%             | 2026-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PURETECH HEALTH PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-35544.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30300.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VEOLIA ENVIRON.                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4433.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tech and Energy Transition Cor                         | Tech and Energy Transition Corp                                                  | CUSIP: 87823R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         102 | NS      | $1014.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Adjustable Rate Mor                         | Structured Adjustable Rate Mortgage Loan Trust Series 2006-8                     | CUSIP: 86361JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      154529 | PA      | $103864.17    | 0.01%             | 2036-09-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1597.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS FINANCIAL SERVICES INC.                            | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18862.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dynavax Technologies Corp                              | Dynavax Technologies Corp                                                        | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Short            | EC               | CORP              | US        |     -117358 | NS      | $-1456412.78  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME Zinc                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          24 | NC      | $-152972.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1076.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                             | Vishay Intertechnology Inc                                                       | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |       -3514 | NS      | $-80962.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                                       | Vector Group Ltd                                                                 | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |     1566000 | PA      | $1572115.23   | 0.15%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2599.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group I                         | Helix Energy Solutions Group Inc                                                 | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Short            | EC               | CORP              | US        |     -128896 | NS      | $-822356.48   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdin                         | Social Capital Suvretta Holdings Corp IV                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27104 | NS      | $270226.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I                         | Hannon Armstrong Sustainable Infrastructure Capital Inc                          | CUSIP: 41068X100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2803 | NS      | $-90929.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2493.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INNOVID CORP                                           | ION ACQ CL A -CW27                                                               | CUSIP: 457679116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          69 | NS      | $25.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ARCTIC PAPER SA                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $456.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-93.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ETSY INC                                               | Etsy Inc                                                                         | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      250000 | PA      | $219875.00    | 0.02%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4836.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1175.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-116.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10545.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2145.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11247.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $279.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1896.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SANLAM LTD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3445.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS FRESENIUS MEDICAL CARE AG & CO KGAA                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-291.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                     | Vodafone Group PLC                                                               | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |       70121 | NS      | $787458.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      698000 | PA      | $444338.01    | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SLAM CORP-A                                            | SLAM CORP-A -CW27                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7928 | NS      | $754.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREAMING EAGLE ACQ -CLASS A                           | SCREAMING EAGLE ACQ CL A -27                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20384 | NS      | $5503.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                       | Connecticut Avenue Securities Trust 2021-R01                                     | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $92178.47     | 0.01%             | 2041-10-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $83.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9558.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC                                             | Airbnb Inc                                                                       | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      554000 | PA      | $466468.00    | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ARRIVAL SA                                                                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          66 | NC      | $198.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS REPSOL SA                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21491.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $742.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-96622.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17625.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                     | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2041000 | PA      | $487864.32    | 0.05%             | 2026-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $312083.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 Month Euro Euribor                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -15 | NC      | $59355.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NOLATO AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12870.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS KERING SA                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1061.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Radius Global Infrastructure I                         | Radius Global Infrastructure Inc                                                 | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Short            | EC               | CORP              | US        |      -16635 | NS      | $-210599.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Growth Acquisition Corp                         | Lazard Growth Acquisition Corp I                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10470 | NS      | $105014.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS PANDORA A/S                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $18953.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CA IMMOBILIEN ANLAGEN AG                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11773.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings                         | Norwegian Cruise Line Holdings Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -26175 | NS      | $-430317.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                           | Braemar Hotels & Resorts Inc                                                     | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Short            | EC               | CORP              | US        |      -59741 | NS      | $-220444.29   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER INTERNATIONAL INCORPORATED  | CURRENCY CONTRACT - CZK                                                          | CUSIP: 000000000<br>LEI: 549300F8ZGW9YHCSO458 | N/A              | DFE              | CORP              | US        |           1 | NC      | $314.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                   | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $75733.89     | 0.01%             | 2030-01-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24557.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS EUTELSAT COMMUNIC.                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-669.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                | Talen Energy Supply LLC                                                          | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     3359000 | PA      | $3457781.98   | 0.34%             | 2027-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16603.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                  | Tenet Healthcare Corp                                                            | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      779000 | PA      | $740431.71    | 0.07%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NEW WAVE GROUP AB                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $63927.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                             | HSTECH                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |           8 | NC      | $11544.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - NOK                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20073.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3691.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14603.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-294759.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies & Co                                         | Jefferies Resecuritization Trust 2009-R12                                        | CUSIP: 47232EAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121878 | PA      | $115686.41    | 0.01%             | 2035-01-26      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS BUREAU VERITAS SA                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $62551.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS OMNIA HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12790.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2260.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                          | B&G Foods Inc                                                                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       16200 | NS      | $215136.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MERSEN SA                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $35470.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                 | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $10200.93     | 0.00%             | 2025-08-18      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                   | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $19079.74     | 0.00%             | 2024-06-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LHC GROUP INC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12239.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS INWIDO AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-15119.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GESTAMP AUTOMOCION SA                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $26026.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | EURODOLLAR 1 YEAR MIDCURVE                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          20 | NC      | $2000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                     | Cocoa                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          15 | NC      | $10438.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS GENFIT                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4068.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS NIPPON STEEL                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5382.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                               | Western Midstream Operating LP                                                   | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       85000 | PA      | $81583.00     | 0.01%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $169964.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                                 | Accelerated Assets 2018-1 LLC                                                    | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       33197 | PA      | $31619.72     | 0.00%             | 2033-12-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                            | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29490.12     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                                 | Industrial & Commercial Bank of China Ltd                                        | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Short            | DBT              | CORP              | CN        |     -761000 | PA      | $-702955.55   | -0.07%            | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6076.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2230.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $38109.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $369.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $113.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS COVIVIO                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-181.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                         | 1375209 BC Ltd                                                                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      540000 | PA      | $533250.00    | 0.05%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                      | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       95000 | PA      | $78098.27     | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $62139.00     | 0.01%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding 2007-4 Trust                                             | CUSIP: 05953YBT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       29235 | PA      | $25820.54     | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SAAB AB                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2194.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          96 | NC      | $600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TALANX AG                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $24569.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BRAVIDA HOLDING AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-451.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3858.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                               | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $23877.99     | 0.00%             | 2024-08-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5521.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1703.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOMETOGO SE                                            | HOMETOGO SE - CW25                                                               | CUSIP: 000000000<br>LEI: 2221001IK1TS34BCHL37 | Long             | EC               | CORP              | LU        |         716 | NS      | $74.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS B2HOLDING ASA                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3406.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5281.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | IRS USD                                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DIR              | CORP              | AU        |           1 | NC      | $2715.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6106.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SCHOELLER-BLECKMANN OILFIELD EQUIPMENT AG                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7557.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS LENZING AG                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $16319.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                          | Confluent Inc                                                                    | CUSIP: 20717MAA1<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |      742000 | PA      | $562065.00    | 0.05%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1324.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUOR CORP                                             | Fluor Corp                                                                       | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | DBT              | CORP              | US        |     -951000 | PA      | $-867074.25   | -0.08%            | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                           | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |         159 | NS      | $5825.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4399.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                    | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       32706 | NS      | $4901975.28   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY USA INC                                        | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1318000 | PA      | $1060331.00   | 0.10%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS CALPINE CORP                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1050.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                          | RFMSI Series 2005-SA1 Trust                                                      | CUSIP: 76111XTB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77905 | PA      | $41757.29     | 0.00%             | 2035-03-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8214.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $184.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-68.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pathfinder Acquisition Corp                            | Pathfinder Acquisition Corp                                                      | CUSIP: 000000000<br>LEI: 549300MY5MYSR79R7L50 | Long             | EC               | CORP              | US        |       27835 | NS      | $277654.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS FABEGE AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8443.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                    | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       95000 | PA      | $78053.07     | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | SNOWFLAKE INC                                                                    | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          14 | NC      | $2310.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND LLC                                            | Ashland LLC                                                                      | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |      120000 | PA      | $96316.66     | 0.01%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1597.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS PSI SOFTWARE AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1108.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp                                          | Coherent Corp                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |        7158 | NS      | $262483.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METIS MERGER SUB LLC                                   | Metis Merger Sub LLC                                                             | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141000 | PA      | $116341.22    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        4276 | NS      | $1362333.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16663.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Mortgage Investment T                         | PennyMac Mortgage Investment Trust                                               | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Short            | EC               | CORP              | US        |      -36713 | NS      | $-560607.51   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE 4.0 TECHNOLOGY AC                           | ENTERPRISE 4.0 TECHNOL -CW23                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8203 | NS      | $164.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                                  | Skyline Champion Corp                                                            | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       33143 | NS      | $1723104.57   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS WORLDLINE SA/FRANCE                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4002.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sculptor Acquisition Corp I                            | Sculptor Acquisition Corp I                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14028 | NS      | $142664.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $7975.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-69.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS MITSUI OSK LINES                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1024.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS STILLFRONT GROUP AB                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-32632.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | SHIFT TECHNOLOGIES INC                                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          81 | NC      | $18832.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13746.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                     | Liberty Media Corp                                                               | CUSIP: 531229AJ1<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |     1238000 | PA      | $1159387.00   | 0.11%             | 2049-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS INR                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3028.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $717.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-47681.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS ARGENTINA                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $533842.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                               | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $307409.40    | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SAVILLS PLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22678.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6853.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      440000 | PA      | $450914.20    | 0.04%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MEDACTA GROUP SA                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7459.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                                        | WAVE 2017-1 Trust                                                                | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      158141 | PA      | $119446.71    | 0.01%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                     | Braskem Idesa SAPI                                                               | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      886000 | PA      | $629068.86    | 0.06%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ABRDN EUROPEAN LOGISTICS INCOME PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $32191.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | WORKIVA INC                                                                      | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          77 | NC      | $50204.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CHEMOMETEC A/S                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $671.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                       | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21820.44     | 0.00%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                      | Tunisian Republic                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TN        |     1706000 | PA      | $1474765.57   | 0.14%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-117.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $318.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ESSENTRA PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-42778.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS EVOLUTION AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4811.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HELLA GMBH & CO KGAA                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11013.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $5300.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hedosophia European Growth                             | Hedosophia European Growth                                                       | CUSIP: 000000000<br>LEI: 549300Q5OZTF68OGPY72 | Long             | EC               | CORP              | GB        |        3882 | NS      | $38780.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | TRS DANONE                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1663.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coupa Software Inc                                     | Coupa Software Inc                                                               | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Short            | EC               | CORP              | US        |       -1020 | NS      | $-64504.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-148.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NOVARTIS AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-298.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS US STEEL CORP                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-285.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITEK SYSTEMS INC                                      | Mitek Systems Inc                                                                | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |      946000 | PA      | $807161.77    | 0.08%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BLOOMSBURY PUBLISHING PLC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15854.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13512.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4292.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTRS Holdings Inc                                      | BTRS Holdings Inc                                                                | CUSIP: 11778X104<br>LEI: 549300K51KDPS5MBVB54 | Long             | EC               | CORP              | US        |      251704 | NS      | $2383636.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF SHANGHAI (HONG KONG) LIMITED                   | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: 549300131DM2KKXKOX69 | N/A              | DIR              | CORP              | HK        |           1 | NC      | $-9507.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS EUROBIO SCIENTIFIC SA                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6222.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VERALLIA SA                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $45367.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27920.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TKB Critical Technologies 1                            | TKB Critical Technologies 1                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10059 | NS      | $103155.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $671.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                  | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $27562.35     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS C&C GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2133.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                             | Carvana Co                                                                       | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      355000 | PA      | $128050.28    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $3615.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4557.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS KERING                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $15416.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-138947.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18776.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SYMRISE AG                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5222.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-67214.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS CARNIVAL CORP                                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21461.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS HSBC HOLDINGS PLC                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7554.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1005.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-379.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       15000 | PA      | $16443.75     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5090.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9221.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DCC PLC                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32346.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8305.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS CRODA INTERNATIONAL PLC                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $342.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $87.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SUPER GROUP LTD/SOUTH AFRICA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2243.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PAGEGROUP PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14632.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evo Payments Inc                                       | Evo Payments Inc                                                                 | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |       75706 | NS      | $2552049.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KBC GROUP NV                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3074.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6468.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS ITALY                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1902.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                              | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |          76 | NS      | $14419.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      185000 | PA      | $161157.20    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EASY TACTIC LTD                                        | Easy Tactic Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |      206048 | PA      | $24653.45     | 0.00%             | 2027-07-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KOJAMO OYJ                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5195.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1885.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HISCOX LTD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20665.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deep Lake Capital Acquisition Corp                     | Deep Lake Capital Acquisition Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2067 | NS      | $20794.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SONOVA N                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6229.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4154.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIP CO LTD                                             | Zip Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 254900RM95URFC15G140 | Long             | DBT              | CORP              | AU        |      800000 | PA      | $108600.04    | 0.01%             | 2028-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          18 | NC      | $25754.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                                 | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $20172.97     | 0.00%             | 2024-02-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CNY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-718.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ELMOS SEMICONDUCTOR SE                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $20676.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SPINNOVA OYJ                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2152.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp                            | Two Harbors Investment Corp                                                      | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |           0 | NS      | $4.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ITM POWER ORD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $640.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                               | OWL Rock Core Income Corp                                                        | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     1298000 | PA      | $1313726.45   | 0.13%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PRUDENTIAL PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3761.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1250.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS H+H INTERNATIONAL A/S                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-18698.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $148.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNEY TECHNOLOGY ACQU- CL A                           | CARNEY TECHNOLOGY ACQ -CW27                                                      | CUSIP: 143636116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5876 | NS      | $237.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-282.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RESTORE PLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $24793.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $141.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                 | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1328000 | PA      | $1222995.04   | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4910.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $630.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          23 | NC      | $3414.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4881.70      | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12209.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2622.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                 | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |       -8183 | NS      | $-1390291.70  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35787.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12396.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CC NEUBERGER PRINCIPAL III-A                           | CC NEUBERGER PRINCIPAL -CW27                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6916 | NS      | $691.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-135.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | IRS AUD                                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DIR              | CORP              | US        |           1 | NC      | $12252.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | NEWMONT CORP                                                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          -1 | NC      | $-121.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-251.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS INR                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3754.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                 | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        4357 | NS      | $740254.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-6974.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                     | Coupa Software Inc                                                               | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |      363000 | PA      | $320166.00    | 0.03%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BIOGAIA AB                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-29688.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ANTARES VISION SPA                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-290.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1942.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infinera Corp                                          | Infinera Corp                                                                    | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Short            | EC               | CORP              | US        |      -18356 | NS      | $-123903.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp Europe Acquisition                          | Investcorp Europe Acquisition Corp I                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40934 | NS      | $419164.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VMG Consumer Acquisition Corp                          | VMG Consumer Acquisition Corp                                                    | CUSIP: 91842V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2210 | NS      | $22365.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS VAR ENERGI ASA                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4546.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912828T26<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      705000 | PA      | $685612.81    | 0.07%             | 2023-09-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                            | Wayfair Inc                                                                      | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      401000 | PA      | $324409.00    | 0.03%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      622000 | PA      | $652684.52    | 0.06%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ITALIAN WINE BRANDS SPA                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1502.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                               | Davide Campari-Milano NV                                                         | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | IT        |      188850 | NS      | $1990347.71   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DEUTZ AG                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1314.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Air Worldwide Holdings I                         | Atlas Air Worldwide Holdings Inc                                                 | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       37682 | NS      | $3797215.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27133.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BIOTAGE AB                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-21604.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS MAGNORA ASA                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4659.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $19629.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                               | Ceridian HCM Holding Inc                                                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       23589 | NS      | $1614431.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                              | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |        9003 | NS      | $788302.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS INR                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4084.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                     | TSE Japanese 10 Year Bond                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |          -2 | NC      | $7834.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS VALMET OYJ                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1404.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40078.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1245.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $210999.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Pacific Airways Ltd                             | Cathay Pacific Airways Ltd                                                       | CUSIP: 000000000<br>LEI: EQNZNT235RBOJ6LJQZ02 | Short            | EC               | CORP              | HK        |     -667600 | NS      | $-693960.33   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KEMPOWER OYJ                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-33614.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20269.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $681.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MAYR MELNHOF KARTON AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18941.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1254.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-532.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $82893.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |      -77000 | PA      | $-80019.84    | -0.01%            | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                          | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1843.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                              | Argenx SE                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        1732 | NS      | $689284.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KINNEVIK AB                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-9130.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4746.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23330.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                   | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $293520.17    | 0.03%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rosecliff Acquisition Corp I                           | Rosecliff Acquisition Corp I                                                     | CUSIP: 77732R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       59628 | NS      | $597472.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SHANGJI AUTO ORD A                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-143393.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I                         | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        3596 | NS      | $5284537.76   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ASSA ABLOY AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $431.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MONEYGRAM INTERNATIONAL INC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-47054.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS IOG PLC                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1692.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                              | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      700000 | PA      | $634970.00    | 0.06%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11166.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2501.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -20 | NC      | $-74142.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                            | IRS CZK                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $52180.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                         | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $461479.39    | 0.05%             | 2037-02-19      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TECHNIP ENERGIES NV                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $35320.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2883.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUST EAT TAKEAWAY                                      | Just Eat Takeaway.com NV                                                         | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $707161.54    | 0.07%             | 2028-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS RAKUTEN GROUP                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13155.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | Three-Month SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         130 | NC      | $22278.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6174.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp                              | California Resources Corp                                                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        3913 | NS      | $177571.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                  | Shockwave Medical Inc                                                            | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |         730 | NS      | $185128.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1832.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LVMH MOET HENNESSY                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $125078.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                       | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      465000 | PA      | $447652.65    | 0.04%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERBRIDGE INC                                         | Everbridge Inc                                                                   | CUSIP: 29978AAC8<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |      817000 | PA      | $734155.76    | 0.07%             | 2024-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS MLP SE                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2430.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS NEXT PLC                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1940.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS WUESTENROT & WUERTTEMBERGISCHE AG                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1460.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9917.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SKAN GROUP AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22933.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1227.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-145.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         192 | NC      | $384.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - HKD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Auto Inc                                            | Li Auto Inc                                                                      | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Short            | EC               | CORP              | CN        |      -34809 | NS      | $-765798.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME Primary Aluminum                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         -18 | NC      | $-26458.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4711.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cutera Inc                                             | Cutera Inc                                                                       | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Short            | EC               | CORP              | US        |      -28699 | NS      | $-1365498.42  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 INC                                                | 8x8 Inc                                                                          | CUSIP: 282914AD2<br>LEI: 254900XWSOC5U1BRW939 | Long             | DBT              | CORP              | US        |      581000 | PA      | $472643.50    | 0.05%             | 2028-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS MSPSDCPH INDEX                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-62197.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ST GALLER KANTONALBANK AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2007.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4214.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $803.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1202.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                  | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       12950 | NS      | $1332037.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9239.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $152.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SINCH AB                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-570.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                   | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |          42 | NS      | $20377.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                 | NYBOT CSC C Coffee                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         -19 | NC      | $24077.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SHOPRITE HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-31520.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3565.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INPOST SA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11731.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BW OFFSHORE LTD                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $222.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS XVIVO PERFUSION AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6222.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10081.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | 10 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          10 | NC      | $7031.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS QUESTERRE ENERGY CORP                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $295.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SESA SPA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $10745.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                 | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-17411.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS B & M EUROPEAN VALUE                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36338.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BW ENERGY LTD                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-18474.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GRAND CITY PROPERTIES SA                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-719.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $75.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Braemar Hotels & Resorts Inc                           | Braemar Hotels & Resorts Inc                                                     | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |          47 | NS      | $173.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc                                | Pliant Therapeutics Inc                                                          | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |        4177 | NS      | $76773.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $56624.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-38894.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                            | Vaxcyte Inc                                                                      | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |        7655 | NS      | $352589.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                 | Mauser Packaging Solutions Holding Co                                            | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      629000 | PA      | $621229.59    | 0.06%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36937.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARK Innovation ETF                                     | ARK Innovation ETF                                                               | CUSIP: 00214Q104<br>LEI: 254900636IK9WKHH6949 | Short            | EC               | RF                | US        |      -91226 | NS      | $-3419150.48  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                                 | Chesapeake Energy Corp                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       11749 | NS      | $1216021.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GSK PLC                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13511.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SVENSKA CELLULOSA AB SCA                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5735.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Vision Holdings Inc                           | National Vision Holdings Inc                                                     | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Short            | EC               | CORP              | US        |      -29036 | NS      | $-1174796.56  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                                   | Republic of Italy Government International Bond                                  | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      350000 | PA      | $328468.52    | 0.03%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $314.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $127430.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL                                | MoneyGram International Inc                                                      | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |      994000 | PA      | $1003478.59   | 0.10%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $76641.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-365999.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EXMAR NV                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-453.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PAN AFRICAN RESOURCES PLC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14656.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAZOO GROUP LTD                                        | CAZOO GROUP LTD-CW26                                                             | CUSIP: 000000000<br>LEI: 549300PNRTNVMGVJY078 | Long             | EC               | CORP              | GB        |       19178 | NS      | $230.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILE GROWTH CORP-A                                    | AGILE GROWTH CORP -CW27                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1303 | NS      | $17.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $13041.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BELIMO HOLDING AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10922.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-168.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                          | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       95000 | PA      | $70775.00     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                 | Dr Ing hc F Porsche AG                                                           | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Short            | EP               | CORP              | DE        |      -10668 | NS      | $-1207802.63  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6656.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $542.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-805.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                             | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        2980 | NS      | $942872.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CARD FACTORY PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $30130.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SIPEF NV                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1967.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS IMCD NV                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1818.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BANCA GENERALI SPA                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1692.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS COCA-COLA HBC AG                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $232.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4280.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                          | Herbalife Nutrition Ltd                                                          | CUSIP: 42703MAD5<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |     1203000 | PA      | $1100745.00   | 0.11%             | 2024-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS PSP SWISS PROPERTY AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-240.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $128.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS WACKER CHEMIE AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4259.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21088.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3172.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-120950.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21804.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repay Holdings Corp                                    | Repay Holdings Corp                                                              | CUSIP: 76029L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8968 | NS      | $-79456.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-109778.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Innovative International Acqui                         | Innovative International Acquisition Corp                                        | CUSIP: 000000000<br>LEI: 549300U6QXNGB66F1K14 | Long             | EC               | CORP              | US        |       13172 | NS      | $135276.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SOPRA STERIA GROUP SACA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1721.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS UNIVERSAL MUSIC GROUP NV                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11305.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANNKIND CORP                                          | MannKind Corp                                                                    | CUSIP: 56400PAQ5<br>LEI: 213800GFBCNY1ZFST722 | Long             | DBT              | CORP              | US        |     1773000 | PA      | $1952073.00   | 0.19%             | 2026-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HELICAL PLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9267.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZ Minerals Ltd                                        | OZ Minerals Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900O2VBT5CL7EZT27 | Long             | EC               | CORP              | AU        |       52993 | NS      | $995761.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-178.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS ECO ATLANTIC OIL & GAS LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-282.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS AUD                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4364.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS AMERICAN AIRLINE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5945.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8309.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SMART EYE AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-194.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SAGA PLC                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $39224.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VPC Impact Acquisition Holding                         | VPC Impact Acquisition Holdings II                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6544 | NS      | $65701.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS INR                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2681.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KARYOPHARM THERAPEUTICS                                | Karyopharm Therapeutics Inc                                                      | CUSIP: 48576UAA4<br>LEI: 549300J1VANRCNTYST87 | Long             | DBT              | CORP              | US        |      855000 | PA      | $694029.87    | 0.07%             | 2025-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9617.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITIQUIRA ACQUISITION CORP                              | ITIQUIRA ACQUISITION CORP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         361 | NS      | $3626.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SULZER AG                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $316.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NIBE INDUSTRIER AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2819.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SANDVIK AB                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $444.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                      | Ivanhoe Mines Ltd                                                                | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Short            | EC               | CORP              | CA        |      -66810 | NS      | $-597994.57   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23754.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLIMATE REAL IMPACT SOLUTI-A                           | CLIMATE REAL IMPACT SOL-CW27                                                     | CUSIP: 187171111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         112 | NS      | $0.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AEDIFICA SA                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1021.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34401.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | MAGNACHIP SEMICONDUCTOR CORP                                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -142 | NC      | $-710.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-189.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $55.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $293.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SCHINDLER HOLDING AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-340.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1827.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -108 | NC      | $-43200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6422.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | CROWN HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -37 | NC      | $-9805.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1192.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS CURRO HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $171.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                 | Argent Securities Inc Asset Back Pass Thr Certs Ser 2004 W3                      | CUSIP: 040104GA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102795 | PA      | $116024.16    | 0.01%             | 2034-02-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| athenahealth, 02/01/2029                               | athenahealth, 02/01/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       63231 | PA      | $57903.81     | 0.01%             | 2029-02-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ANIMA HOLDING SPA                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16016.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-40594.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2020-RPL3 Trust                                                             | CUSIP: 12656PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       89316 | PA      | $84833.26     | 0.01%             | 2060-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BOLLORE SE                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-42843.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gores Holdings VII Inc                                 | Gores Holdings VII Inc                                                           | CUSIP: 38286T200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21460 | NS      | $213956.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APx Acquisition Corp I                                 | APx Acquisition Corp I                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       13835 | NS      | $141670.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4536.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CONVATEC GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10199.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | ARK INNOVATION ETF                                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         178 | NC      | $10502.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2323.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DRDGOLD LTD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3941.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8043.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ELECTROLUX AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-31956.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP                                    | Audacy Capital Corp                                                              | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |      998000 | PA      | $226955.18    | 0.02%             | 2029-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                         | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 225458X29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78453 | PA      | $64282.95     | 0.01%             | 2035-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TechTarget Inc                                         | TechTarget Inc                                                                   | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Short            | EC               | CORP              | US        |       -1265 | NS      | $-57759.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                    | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |          23 | NS      | $12257.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | MARVELL TECHNOLOGY INC                                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          95 | NC      | $12255.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29272.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2494.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                           | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |         242 | NS      | $30610.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17364.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME PRIMARY ALUMINUM                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $828.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $206029.60    | 0.02%             | N/A             | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      352000 | PA      | $290663.29    | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6958.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPINDLETOP HEALTH ACQUISIT-A                           | SPINDLETOP HEALTH ACQ -CW28                                                      | CUSIP: 84854Q111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5703 | NS      | $13.69        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | FLEX LTD                                                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          96 | NC      | $30720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Adjustable Rate Mor                         | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579TM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      153127 | PA      | $97993.31     | 0.01%             | 2035-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     1164000 | PA      | $1148611.92   | 0.11%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ScION Tech Growth I                                    | ScION Tech Growth I                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        3306 | NS      | $33258.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-10504.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-22927.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                  | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      259000 | PA      | $144988.20    | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CDS LOUIS DREYFUS                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18647.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MBANK SA                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-126603.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                   | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |         297 | NS      | $10305.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2927.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $232.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                  | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      319000 | PA      | $299062.50    | 0.03%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - BRL                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14938.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3269.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5295.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danimer Scientific Inc                                 | Danimer Scientific Inc                                                           | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |        1700 | NS      | $4522.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co                         | Khosla Ventures Acquisition Co III                                               | CUSIP: 482506102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23001 | NS      | $229089.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-154.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3571.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper II Corp                                        | Juniper II Corp                                                                  | CUSIP: 48203N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11402 | NS      | $116072.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1173.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CITYCON OYJ                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12700.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1577.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS                               | Braemar Hotels & Resorts Inc                                                     | CUSIP: 10482BAB7<br>LEI: 549300JDUUEBN868C776 | Long             | DBT              | CORP              | US        |      641000 | PA      | $591246.92    | 0.06%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                            | TRS KERING                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7206.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                      | Suncor Energy Inc                                                                | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |        5802 | NS      | $190776.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS PGS ASA                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $94.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                  | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $16790.35     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                        | IHS Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      785000 | PA      | $610612.25    | 0.06%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16904.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | BIOHAVEN PHARMACEUTICAL HOLDING CO LTD                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -29 | NC      | $-8990.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                    | NCL Corp Ltd                                                                     | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      626000 | PA      | $489219.00    | 0.05%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                          | MASTR Alternative Loan Trust 2004-2                                              | CUSIP: 576434MU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100271 | PA      | $87002.93     | 0.01%             | 2034-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                             | Hasbro Inc                                                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        5216 | NS      | $327669.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                            | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4901.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Motion Technology Corp                         | Silicon Motion Technology Corp                                                   | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | TW        |        3835 | NS      | $241988.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zogenix Inc                                            | Zogenix Inc                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38902 | NS      | $26453.36     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8973.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sustainable Development Acquis                         | Sustainable Development Acquisition I Corp                                       | CUSIP: 86934L202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8363 | NS      | $83797.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-176.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERITONE INC                                           | Veritone Inc                                                                     | CUSIP: 92347MAB6<br>LEI: 549300XTAS2FCSL4EL89 | Long             | DBT              | CORP              | US        |      800000 | PA      | $518400.00    | 0.05%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS INTERCONTINENTAL HOTELS                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-207.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-1039.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2449.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3089.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TRANSACTION CAPITAL LTD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10398.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $52607.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           1 | NC      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINAN                                       | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $206468.46    | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REDWOOD TRUST INC                                      | Redwood Trust Inc                                                                | CUSIP: 758075AE5<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |      564000 | PA      | $503722.50    | 0.05%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KIN & CARTA PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16789.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS CERILLION PLC                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $29.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-335953.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SANTANDER BANK POLSKA SA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29633.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust 2004-11                                           | CUSIP: 41161PKA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       58363 | PA      | $48101.68     | 0.00%             | 2035-01-19      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | FLEX LTD                                                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         395 | NC      | $126400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                              | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       94436 | NS      | $9077188.32   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1250.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                          | HDFC Bank Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $173333.05    | 0.02%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $253.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17389.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-397.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS LUBELSKI WEGIEL BOGDANKA SA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13913.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | SPDR S&P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          38 | NC      | $1216.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                           | LivaNova PLC                                                                     | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |        8092 | NS      | $448054.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7085.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4717.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR Technology Corp                                    | PAR Technology Corp                                                              | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |       -4504 | NS      | $-109762.48   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22198.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS UNIPOLSAI ASSICURAZIONI SPA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-390.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21735.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ACCOR SA                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-957.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NESTLE SA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $113.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                    | PayPal Holdings Inc                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       22027 | NS      | $1727137.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $194.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ITV PLC                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $20082.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2207.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-846.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SARAS SPA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1166.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ITALTILE LTD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $688.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                      | Origin Energy Ltd                                                                | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |       40752 | NS      | $219187.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2021-RPL1 Trust                                                             | CUSIP: 12660KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $145556.21    | 0.01%             | 2060-09-27      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6290.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                          | AG Issuer LLC                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      554000 | PA      | $517487.23    | 0.05%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                                 | NextGen Healthcare Inc                                                           | CUSIP: 65343CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      374000 | PA      | $406634.14    | 0.04%             | 2027-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         -13 | NC      | $-11537.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - THB                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2257.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS RAI WAY                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2480.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                             | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        4980 | NS      | $802676.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON STOCK EXCHANGE PLC                              | VODAFONE GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800D1EI4B9WTWWD28 | N/A              | DE               | CORP              | GB        |       -1166 | NC      | $-14053.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AURUBIS AG                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $15144.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27510.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                            | Federal Home Loan Mortgage Corp                                                  | CUSIP: 313400772<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |       17150 | NS      | $55994.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2486.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REDFIN CORP                                            | Redfin Corp                                                                      | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     1384000 | PA      | $581280.00    | 0.06%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SOLSTAD OFFSHORE ASA                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2377.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        5661 | NS      | $705360.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13787.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $253.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REC LIMITED                                            | REC Ltd                                                                          | CUSIP: 74947MAC6<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     1000000 | PA      | $994700.00    | 0.10%             | 2023-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1210.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AURELIUS EQUITY OPPORTUNITIES SE & CO KGAA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15736.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | USD CALL VERSUS AUD PUT                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              | CORP              | GB        |    -4000000 | NC      | $-9150.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                          | Old Dominion Freight Line Inc                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |       -7793 | NS      | $-2358239.73  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $183.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SAP SE                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $187.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2948.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS XXL ASA                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $110.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                               | Granite Construction Inc                                                         | CUSIP: 387328AB3<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |      574000 | PA      | $708459.50    | 0.07%             | 2024-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                        | RingCentral Inc                                                                  | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |       65000 | PA      | $50602.50     | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3861.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2004-3T1                                                  | CUSIP: 12667FDT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      186043 | PA      | $124391.42    | 0.01%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |       -5074 | NS      | $-1264339.32  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                | Office Properties Income Trust                                                   | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      316000 | PA      | $280107.75    | 0.03%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS EXXARO RESOURCES LTD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $18223.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -15 | NC      | $-230835.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MSPSEGRL INDEX                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5013.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS MYCRONIC AB                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-31937.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | TRS DUFRY AG                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7148.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS RENTOKIL INITIAL PLC                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $108.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AZELIO AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-65.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TRATON SE                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3917.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS STRABAG SE                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3293.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aequi Acquisition Corp                                 | Aequi Acquisition Corp                                                           | CUSIP: 00775W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13355 | NS      | $131813.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                         | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | EC               | CORP              | US        |      -35654 | NS      | $-1513512.30  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS VITEC SOFTWARE GROUP AB                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-7277.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-81504.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10194.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       45000 | PA      | $37356.75     | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-336.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ALCADON GROUP AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      465100 | PA      | $483340.64    | 0.05%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| two/CA                                                 | two/CA                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9851 | NS      | $98707.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2006-A3                                                 | CUSIP: 46628KBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1752064 | PA      | $1116544.53   | 0.11%             | 2035-04-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KOENIG & BAUER AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4492.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - PLN                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15587.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                       | W R Berkley Corp                                                                 | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       15022 | NS      | $1145878.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1800.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS BUREAU VERITAS SA                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5671.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8459.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1909.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MELIA HOTELS INTERNATIONAL SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5472.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AEGON NV                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3713.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Myovant Sciences Ltd                                   | Myovant Sciences Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      142259 | NS      | $3821076.74   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                            | Redfin Corp                                                                      | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Short            | EC               | CORP              | US        |       -5399 | NS      | $-28938.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | USD CALL VERSUS GBP PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -2000000 | NC      | $-6870.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41346.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8280.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise 4.0 Technology Acqu                         | Enterprise 4.0 Technology Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16406 | NS      | $167833.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12367.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2203.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NRC GROUP ASA                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5920.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                    | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      536000 | PA      | $461434.36    | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                                   | Greenko Power II Ltd                                                             | CUSIP: 000000000<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |      195500 | PA      | $169048.85    | 0.02%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                                   | Dye & Durham Ltd                                                                 | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1563000 | PA      | $897608.07    | 0.09%             | 2026-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                           | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        8487 | NS      | $2320430.67   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2287.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                  | Owl Rock Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       80000 | PA      | $64256.29     | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                     | NYMEX Henry Hub Natural Gas                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          25 | NC      | $-32755.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | IRS USD                                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DIR              | CORP              | AU        |           1 | NC      | $68661.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-543.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AKZO NOBEL                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6384.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                             | Carvana Co                                                                       | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     2019000 | PA      | $860447.33    | 0.08%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ENGIE                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $35123.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9819.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                                | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $24858.61     | 0.00%             | 2024-08-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS IP GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-325.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                             | JD.com Inc                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |        1162 | NS      | $33172.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ANTIN INFRASTRUCTURE PARTNERS SA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4773.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           1 | NC      | $6912.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                                | Activision Blizzard Inc                                                          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       67980 | NS      | $5027121.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |     6306000 | NC      | $37594.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                                 | Pacira BioSciences Inc                                                           | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1771 | NS      | $-85450.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2270.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | DICK'S SPORTING GOODS INC                                                        | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         115 | NC      | $1150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | EURODOLLAR 1 YEAR MIDCURVE                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          40 | NC      | $500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                     | Zambia Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1797000 | PA      | $829764.75    | 0.08%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -1 | NC      | $-92.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23743.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2021-1 LLC                                                 | CUSIP: 783897AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $91018.02     | 0.01%             | 2032-08-20      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-123.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8579.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PHOENIX GROUP HOLDINGS PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2210.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                        | VMC Finance 2019-FL3 LLC                                                         | CUSIP: 91834PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      880961 | PA      | $818920.92    | 0.08%             | 2036-09-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS JTC PLC                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-64411.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13800.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12475.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CINEMARK HOLDINGS INC                                  | Cinemark Holdings Inc                                                            | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $1275462.00   | 0.12%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arcutis Biotherapeutics Inc                            | Arcutis Biotherapeutics Inc                                                      | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5238 | NS      | $90250.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASUS ACQUISITION CO EUR-A                           | PEGASUS ACQUISITION CO CW27                                                      | CUSIP: 000000000<br>LEI: 8945002KP07Y9J48EM22 | Long             | EC               | CORP              | NL        |       29604 | NS      | $6161.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HURRICANE ENERGY PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2545.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FRANCAISE ENERGIE                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $56202.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DEUTSCHE WOHNEN SE                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1765.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1533.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Oak Mobility Acquisition                          | Live Oak Mobility Acquisition Corp                                               | CUSIP: 538126103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1366 | NS      | $13591.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          89 | NC      | $556.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PRS REIT PLC/THE                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1433.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SIGNIFY HEALTH INC M                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5361.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                   | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8477628092 | PA      | $1461570.98   | 0.14%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $80.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1020.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                     | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      424000 | PA      | $281383.34    | 0.03%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-681.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1131.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1325700 | PA      | $1102402.41   | 0.11%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $221.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8095.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DEUTSCHE LUFTHANSA AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11200.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumble Inc                                             | Bumble Inc                                                                       | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15072 | NS      | $367153.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CARNIVAL HLDGS BM LTD                                  | Carnival Holdings Bermuda Ltd                                                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1299291.42   | 0.13%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BARCLAYS PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10039.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silk Road Medical Inc                                  | Silk Road Medical Inc                                                            | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |        2292 | NS      | $122049.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ELRINGKLINGER AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $378.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                     | Huarong Finance II Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      500000 | PA      | $451836.67    | 0.04%             | 2025-11-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ENI SPA                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $226.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-418.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Athena Acquisition Corp                           | FTAC Athena Acquisition Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28460 | NS      | $285738.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - TWD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $844.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4014.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| StoneBridge Acquisition Corp                           | StoneBridge Acquisition Corp                                                     | CUSIP: 000000000<br>LEI: 5493000AJ4C5DLO2PK42 | Long             | EC               | CORP              | US        |        3244 | NS      | $33056.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1344.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| athenahealth, 02/01/2029                               | athenahealth, 02/01/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       10744 | PA      | $9838.80      | 0.00%             | 2029-02-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | S&P/ASX 200                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         203 | NC      | $11567.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS INR                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-38787.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Pond Holdings Corp                               | Angel Pond Holdings Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7260 | NS      | $69550.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY INC                                            | Xometry Inc                                                                      | CUSIP: 98423FAA7<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |      678000 | PA      | $666135.00    | 0.07%             | 2027-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                               | TRS GETLINK SE                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $33946.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2487.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Wall Acquisition Corp II                         | Fifth Wall Acquisition Corp III                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5283 | NS      | $52830.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS REDEFINE PROPERTIES LTD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13982.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $11926.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS FORFARMERS                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1967.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8633.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      150000 | PA      | $100271.15    | 0.01%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                     | Logan Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $25750.00     | 0.00%             | 2025-10-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HACI OMER SABANCI HOLDING AS                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6693.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                   | Abu Dhabi Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1595000 | PA      | $1174254.95   | 0.11%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $135.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DIR              | CORP              | AU        |           1 | NC      | $-1509.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FD TECHNOLOGIES PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-39101.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Social Leverage Acquisition Co                         | Social Leverage Acquisition Corp I                                               | CUSIP: 83363K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       45314 | NS      | $455405.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-157724.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-780.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ESSITY AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1975.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4673.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $35.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IMM EURODOLLAR TIME DEPOSIT                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          20 | NC      | $1875.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | E-mini Dow Jones Industrial Average Index                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |          20 | NC      | $112010.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS OSB GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4571.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2858.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SPAREBANK 1 NORD NORGE                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4706.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS STELLANTIS NV                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $19394.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12449.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-83941.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $874.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $20659.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS BMW FINANCE NV                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4431.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CADELER A/S                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-11800.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9607.28      | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | IRS AUD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4566.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25277.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                        | Gerresheimer AG                                                                  | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |       24633 | NS      | $1818258.37   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $195.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11860.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-629.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5848.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $954.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 8x8 Inc                                                | 8x8 Inc                                                                          | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Short            | EC               | CORP              | US        |      -65261 | NS      | $-279317.08   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                                     | STORE Capital Corp                                                               | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |       33310 | NS      | $1062589.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                  | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       10179 | NS      | $5489025.75   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MORGAN SINDALL GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27198.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Social Capital Suvretta Holdin                         | Social Capital Suvretta Holdings Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14142 | NS      | $141137.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CIECH SA                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14489.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19505.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| One Equity Partners Open Water                         | One Equity Partners Open Water I Corp                                            | CUSIP: 68237L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2269 | NS      | $22984.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLIOTT OPPORTUNITY II COR-A                           | ELLIOTT OPPORTUNITY II-CW23                                                      | CUSIP: 000000000<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | US        |        9039 | NS      | $1242.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GROUPE LDLC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34129.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS LEM HOLDING SA                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1934.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS EREGLI DEMIR VE CELIK FABRIKALARI TAS                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-51391.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BAYWA AG                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1489.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                        | VMC Finance 2021-FL4 LLC                                                         | CUSIP: 91835RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $973872.89    | 0.10%             | 2036-06-16      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4440.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $266630.28    | 0.03%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                                         | Livongo Health Inc                                                               | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |      180000 | PA      | $156330.00    | 0.02%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS TESSENDERLO GROUP SA                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3435.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         -53 | NC      | $-8851.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4431.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | CDS ALLY FINANCIAL                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-20876.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1177.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      336000 | PA      | $318841.70    | 0.03%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4597.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $37618.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redwood Trust Inc                                      | Redwood Trust Inc                                                                | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Short            | EC               | CORP              | US        |      -26586 | NS      | $-210029.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SOLVAY SA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5462.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SCANDI STANDARD AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $30213.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3951.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LS FINANCE 2017 LTD                                    | LS Finance 2017 Ltd                                                              | CUSIP: 000000000<br>LEI: 549300Y02UWXNTIDKH68 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $169500.00    | 0.02%             | 2024-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $52351.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFECT POINT VENTURES                                 | Perfect Point Ventures Ltd                                                       | CUSIP: 000000000<br>LEI: 254900E8TYNVH14GNB75 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $336600.00    | 0.03%             | 2025-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SOITEC                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7306.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS WICKES GROUP PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32531.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS STOCKMANN OYJ ABP                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-49284.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4430.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11185.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | SIRIUS XM HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -348 | NC      | $-18270.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS AMERICAN AXLE                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3374.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS WAGA ENERGY SA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-522.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $865.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                               | Mill City Mortgage Loan Trust 2021-NMR1                                          | CUSIP: 59982HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $78500.25     | 0.01%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                   | Colombia Government International Bond                                           | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1500000 | PA      | $1484661.96   | 0.14%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RXR Acquisition Corp                                   | RXR Acquisition Corp                                                             | CUSIP: 74981W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9640 | NS      | $96882.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CIR SPA-COMPAGNIE INDUSTRIALI                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1021.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34239.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                | Global Medical Response Inc                                                      | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      522000 | PA      | $393741.99    | 0.04%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3715.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      202000 | PA      | $203395.82    | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | S&P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -24 | NC      | $-5928.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                 | NYBOT CSC Number 11 World Sugar                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          18 | NC      | $7442.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS US STEEL CORP                                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-285.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ASPEN PHARMACARE HOLDINGS LTD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2649.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3376.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-126.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-826.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS US STEEL CORP                                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-112.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                   | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $84146.21     | 0.01%             | 2027-01-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $150.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2007-A1                                                 | CUSIP: 46630GAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         837 | PA      | $815.19       | 0.00%             | 2035-07-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-109572.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Watches of Switzerland Group P                         | Watches of Switzerland Group PLC                                                 | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |      140408 | NS      | $1734974.61   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UPFIELD RC E+300 01/02/25                              | UPFIELD RC E+300 01/02/25                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      227457 | PA      | $198229.43    | 0.02%             | 2025-01-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | USD CALL VERSUS JPY PUT                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              | CORP              | GB        |     2000000 | NC      | $902.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ STOCKHOLM AKTIEBOLAG                            | H & M HENNES & MAURITZ AB                                                        | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               | CORP              | SE        |          62 | NC      | $1889.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES 20+ YEAR TREASURY BOND ETF                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -252 | NC      | $-26712.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                | Pebblebrook Hotel Trust                                                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |      -29809 | NS      | $-496319.85   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TOSHIBA CORP                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-40015.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DAETWYLER HOLDING AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5754.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                            | NVIDIA Corp                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      512000 | PA      | $452451.22    | 0.04%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SPEEDY HIRE PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1643.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS AROUNDTOWN SA                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4818.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |         115 | NS      | $9232.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS COMPASS GROUP PLC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-555.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR MID-CURVE                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          80 | NC      | $3642.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BREEDON GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18713.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-49728.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                    | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117730.85    | 0.01%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS THERMADOR GROUPE                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5761.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4406.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS CAPITAL ACQUISITI-A                           | FORTRESS CAP ACQ CL A -CW27                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12102 | NS      | $341.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-31.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | 10 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          20 | NC      | $312.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GRIFOLS SA                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $26437.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2049.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                             | Carvana Co                                                                       | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      507000 | PA      | $178803.69    | 0.02%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SPORTS DIRECT INTERNATIONAL                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $35208.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                    | Bentley Systems Inc                                                              | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |       -2173 | NS      | $-86072.53    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SCP & CO HEALTHCARE ACQUIS-A                           | SCP & CO HEALTHCARE A -CW28                                                      | CUSIP: 784065112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1482 | NS      | $1.63         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                         | Blackstone Inc                                                                   | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        5295 | NS      | $484651.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | SOFR 1 YEAR MIDCURVE                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -108 | NC      | $-5400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ALPHA FX GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-43346.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES 20+ YEAR TREASURY BOND ETF                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -261 | NC      | $-27405.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | JD.COM INC                                                                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          70 | NC      | $6650.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1049.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-126570.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SIG GROUP AG                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2444.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS RICHEMONT N                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $33991.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS IMMOBILIARE GRANDE DISTRIBUZIONE SIIQ SPA                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1096.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1574.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3931.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $5532.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transition Partners BV                          | Energy Transition Partners BV                                                    | CUSIP: 000000000<br>LEI: 724500Y8U5ELNMGRA511 | Long             | EC               | CORP              | NL        |        3372 | NS      | $34124.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                                     | Signify Health Inc                                                               | CUSIP: 82671G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14861 | NS      | $-425321.82   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                             | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                       | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      169015 | PA      | $138381.21    | 0.01%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9054.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -110 | NC      | $-18370.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                               | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |      690000 | PA      | $550506.15    | 0.05%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48892.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                         | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REC4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $89332.09     | 0.01%             | 2027-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS CAPITAL & COUNTIES PROPERTIES PLC                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-732.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4316.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SWISS PRIME SITE AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3285.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GORES HOLDINGS VII INC-A                               | GORES HOLDINGS VII A -CW27                                                       | CUSIP: 38286T119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2103 | NS      | $10.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMG CONSUMER ACQUISITION C-A                           | VMG CONSUMER ACQUISITION COR                                                     | CUSIP: 91842V110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1105 | NS      | $44.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $603.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15513.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altimmune Inc                                          | Altimmune Inc                                                                    | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |        3282 | NS      | $32655.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3331.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                           | Gazprom PJSC                                                                     | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |      615160 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AMBU A/S                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12924.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                                    | Clearway Energy Inc                                                              | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |        6911 | NS      | $227510.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DKSH HOLDING AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6302.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8712.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22076.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                               | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    14354417 | PA      | $653749.98    | 0.06%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Energy Harbor Corp                                     | Energy Harbor Corp                                                               | CUSIP: 29279N102<br>LEI: 5493003HK03UVPUSUP12 | Long             | EC               | CORP              | US        |       85350 | NS      | $6486600.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                               | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      254000 | PA      | $244316.26    | 0.02%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                 | Global Atlantic Fin Co                                                           | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $138918.27    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2154.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        9007 | NS      | $913760.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS IMMOFINANZ AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-213.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | RUSSELL 2000 INDEX                                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Partnering Corp                          | Post Holdings Partnering Corp                                                    | CUSIP: 737465104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12717 | NS      | $125009.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $842.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                   | Shelf Drilling Holdings Ltd                                                      | CUSIP: 822538AE4<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |      157000 | PA      | $136673.09    | 0.01%             | 2025-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| THAI OIL PCL                                           | Thai Oil PCL                                                                     | CUSIP: 000000000<br>LEI: 549300HG5527UPZLTT69 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $199485.56    | 0.02%             | 2023-01-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Omeros Corp                                            | Omeros Corp                                                                      | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |        3700 | NS      | $7918.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 20+ Year Treasury Bond ETF                     | iShares 20+ Year Treasury Bond ETF                                               | CUSIP: 464287432<br>LEI: 549300WWURKS1JGBZU59 | Short            | EC               | RF                | US        |      -68458 | NS      | $-7032690.34  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| BONOS DE TESORERIA                                     | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2166000 | PA      | $593159.44    | 0.06%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3401.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                               | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    16194525 | PA      | $993873.60    | 0.10%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS STELLANTIS NV SNR SE                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-47802.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARBURG PINCUS CAPITAL COR-A                           | WARBURG PINCUS CAP A -CW27                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         249 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                             | 3M Co                                                                            | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | DBT              | CORP              | US        |     -748000 | PA      | $-644254.02   | -0.06%            | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                         | VOLT XCII LLC                                                                    | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87846 | PA      | $78228.48     | 0.01%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ARAMIS GROUP SAS                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13562.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                               | GMR Hyderabad International Airport Ltd                                          | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $197510.00    | 0.02%             | 2024-04-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CYFROWY POLSAT SA                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2304.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7972.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-530.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLICITY INC-A                                         | COLICITY INC-A -CW27                                                             | CUSIP: 194170114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4313 | NS      | $4.31         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUARONG FINANCE 2019                                   | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      500000 | PA      | $381674.12    | 0.04%             | 2029-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS FINECOBANK BANCA FINECO SPA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19344.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TWELVE SEAS INVTMNT CO II -A                           | TWELVE SEAS INV II A -CW28                                                       | CUSIP: 90118T114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1629 | NS      | $18.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS FRASERS GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $70219.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS CIVITAS SOCIAL HOUSING PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $22639.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48609.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-181.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINTECH ACQUISITION CORP -A                            | FINTECH ACQUISITION A -CW27                                                      | CUSIP: 31811H114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9902 | NS      | $3.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-76033.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                               | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    61016496 | PA      | $2814926.18   | 0.27%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Crypto 1 Acquisition Corp                              | Crypto 1 Acquisition Corp                                                        | CUSIP: 000000000<br>LEI: 5493005NMZNM4BNB7T45 | Long             | EC               | CORP              | US        |        7736 | NS      | $78404.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $3998.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8105.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BILIBILI INC                                           | Bilibili Inc                                                                     | CUSIP: 090040AE6<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |       65000 | PA      | $41637.81     | 0.00%             | 2026-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1273.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                         | IndyMac INDX Mortgage Loan Trust 2004-AR7                                        | CUSIP: 45660NU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       29283 | PA      | $25160.13     | 0.00%             | 2034-09-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6463.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45372.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13226.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veeco Instruments Inc                                  | Veeco Instruments Inc                                                            | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Short            | EC               | CORP              | US        |      -77464 | NS      | $-1539984.32  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS SOCIETE GENERALE                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4870.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SAFESTORE HOLDINGS PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5368.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS STENA AKTIEBOLAG                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $76.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CASTELLUM AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $16270.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                       | Marathon CLO VI Ltd                                                              | CUSIP: 56576VBC0<br>LEI: 5493002F390212ZEF773 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $968545.03    | 0.09%             | 2028-05-13      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2886.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPENDOOR TECHNOLOGIES IN                               | Opendoor Technologies Inc                                                        | CUSIP: 683712AA1<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |     2648000 | PA      | $1121158.48   | 0.11%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Group Nine Acquisition Corp                            | Group Nine Acquisition Corp                                                      | CUSIP: 39947R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22173 | NS      | $222616.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $805.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ALLREAL N                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SA CORPORATE REAL ESTATE LTD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3870.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS REPUBLIC OF ITALY                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1151.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1470000 | PA      | $1381800.00   | 0.13%             | 2023-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                               | Granite Construction Inc                                                         | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Short            | EC               | CORP              | US        |      -13279 | NS      | $-478309.58   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | CME E-Mini NASDAQ 100 Index                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         -23 | NC      | $-8016.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BURFORD CAPITAL LTD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12755.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Utilities Select Sector SPDR Fund                      | Utilities Select Sector SPDR Fund                                                | CUSIP: 81369Y886<br>LEI: 549300ERQDM80PRYUH21 | Short            | EC               | RF                | US        |     -147505 | NS      | $-10536282.15 | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16914.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm                         | American Home Mortgage Investment Trust 2006-1                                   | CUSIP: 02660THY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122319 | PA      | $102647.50    | 0.01%             | 2046-03-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS LLOYDS BANKING GROUP PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1755.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                               | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      161610 | NS      | $871851.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25343.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ELEMENTIS PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $28165.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | Eurex 2 Year Euro SCHATZ                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -271 | NC      | $-11291.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS TATE & LYLE PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4157.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO TLH E+300 01/31/29                               | ZIGGO TLH E+300 01/31/29                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      115000 | PA      | $112374.65    | 0.01%             | 2029-01-31      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RELX PLC                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-325.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN GALACTIC HOLDINGS                               | Virgin Galactic Holdings Inc                                                     | CUSIP: 92766KAA4<br>LEI: 549300C631IMXCSMN048 | Long             | DBT              | CORP              | US        |      335000 | PA      | $190782.50    | 0.02%             | 2027-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse Inc/The                               | Chefs' Warehouse Inc/The                                                         | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Short            | EC               | CORP              | US        |      -24746 | NS      | $-961382.10   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18188.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         -53 | NC      | $-12190.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-149.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AECI LIMITED                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9447.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO STRATEGIC GROWTH-CL A                           | APOLLO STRATEGIC CL A -CW27                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5294 | NS      | $317.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS APERAM SA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $384.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4811.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Athena Technology Acquisition                          | Athena Technology Acquisition Corp II                                            | CUSIP: 04687C105<br>LEI: 5493008CK2CE7TGDP465 | Long             | EC               | CORP              | US        |       61944 | NS      | $621298.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS PHARMING GROUP NV                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4213.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS TELENOR ASA                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1230.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ROYAL UNIBREW A/S                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $774.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          10 | NC      | $20916.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS LLOYDS BANKING GROUP PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11943.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $288.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                               | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      329000 | PA      | $303098.33    | 0.03%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EFG INTERNATIONAL AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3885.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       24064 | NS      | $5996267.52   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $393.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - TWD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1389.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-976.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | S&P/ASX 200                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         427 | NC      | $45895.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS HYPROP INVESTMENTS LTD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2160.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ELIS SA                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10849.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-2790.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                      | DISH Network Corp                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      569000 | PA      | $387432.10    | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | THE CBOE VOLATILITY INDEX                                                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          50 | NC      | $9200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SAF-HOLLAND SE                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $16136.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS POLAR CAPITAL HOLDINGS PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15675.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding 2003-1 Trust                                             | CUSIP: 05946XCA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109737 | PA      | $72418.24     | 0.01%             | 2033-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS AIR FRANCE-KLM                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1753.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ESPRINET SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $435.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS NOVACYT SA                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $994.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS EGYPT                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $117915.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ANTERO RESOURCE CORP                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1580.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                     | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       15284 | NS      | $4951863.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4914.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS TURKEY                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $71898.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                         | Wells Fargo Commercial Mortgage Trust 2016-C36                                   | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $84407.35     | 0.01%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GALENICA AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7839.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                               | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAB1<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      843000 | PA      | $830355.00    | 0.08%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DOTTIKON ES HOLDING AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2819.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS IVECO GROUP NV                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1834.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                | CUSIP: 404280BN8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3400000 | PA      | $3276070.00   | 0.32%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ELIOR GROUP SA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-54483.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VanEck Oil Services ETF                                | VanEck Oil Services ETF                                                          | CUSIP: 92189H607<br>LEI: 549300WSDUDKDJCJOV22 | Short            | EC               | RF                | US        |       -2028 | NS      | $-616816.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6848.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                          | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      543000 | PA      | $386219.61    | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24991.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $11042.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                         | WFRBS Commercial Mortgage Trust 2011-C4                                          | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $96611.62     | 0.01%             | 2044-06-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| G SQUARED ASCEND I INC-CL A                            | G SQUARED ASCEND I -CW27                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1114 | NS      | $111.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                            | Apellis Pharmaceuticals Inc                                                      | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       10543 | NS      | $526411.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                                         | Transocean Inc                                                                   | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      308000 | PA      | $312327.40    | 0.03%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS RECTICEL SA                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-537.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Archaea Energy Inc                                     | Archaea Energy Inc                                                               | CUSIP: 03940F103<br>LEI: 549300ZBE567NNMH7V89 | Long             | EC               | CORP              | US        |       81559 | NS      | $2115640.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IMM EURODOLLAR TIME DEPOSIT                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -60 | NC      | $-11625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS GMBH                                           | Douglas GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900381YTPHVY9AI06 | Long             | DBT              | CORP              | DE        |     2293000 | PA      | $1992033.21   | 0.19%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-42798.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - TRY                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6219.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                              | FleetCor Technologies Inc                                                        | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        4676 | NS      | $917431.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1028.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS MEDIA & GAMES INVEST SE                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-25727.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KUEHNE + NAGEL INTERNATIONAL AG                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6822.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                               | Hess Midstream Operations LP                                                     | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24608.75     | 0.00%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-68277.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9697.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18394.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ASR NEDERLAND NV                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1451.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1081.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4493.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3254.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                    | Arista Networks Inc                                                              | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        5590 | NS      | $778687.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                           | Canadian Pacific Railway Ltd                                                     | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       65384 | NS      | $5355603.44   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS VOLVO AB                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $443.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED       | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2925.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | IRS INR                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1607.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS WORKSPACE GROUP ORD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4466.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                    | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $170791.53    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARCUS CORPORATION                                     | Marcus Corp/The                                                                  | CUSIP: 566330AA4<br>LEI: 549300NL0OKPNEMP6B79 | Long             | DBT              | CORP              | US        |      680000 | PA      | $1093950.00   | 0.11%             | 2025-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KENMARE RESOURCES PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $769.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-92917.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deliveroo PLC                                          | Deliveroo PLC                                                                    | CUSIP: 000000000<br>LEI: 984500F6537F74DDEE77 | Long             | EC               | CORP              | GB        |       65088 | NS      | $68437.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7198.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-9646.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | ICE GAS OIL                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          19 | NC      | $-71178.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS COMPANHIA DE SANEAMENTO BASICO ORD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $37448.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                               | British Telecommunications PLC                                                   | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      439000 | PA      | $435400.47    | 0.04%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                      | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $5351.21      | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-25CB                                                 | CUSIP: 02147VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1597404 | PA      | $902989.04    | 0.09%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4230.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HIAG IMMOBILIEN HOLDING AG                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-361.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BAWAG GROUP AG                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2814.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - NOK                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12018.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS AB DYNAMICS PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26114.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gores Technology Partners Inc                          | Gores Technology Partners Inc                                                    | CUSIP: 382870103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22236 | NS      | $221470.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS LEONTEQ AG                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4242.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NATIONAL EXPRESS GROUP PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2149.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4344.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17131.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIVERBED SRS A PREF SHRS                               | RIVERBED SRS A PREF SHRS                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3699 | NS      | $3699.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                               | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $13742.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT SOYBEAN MEAL                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          22 | NC      | $26569.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ORPEA                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $25268.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3531.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | DBT              | CORP              | US        |    -1076000 | PA      | $-985497.74   | -0.10%            | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GAM HOLDING AG                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-469.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ROBERTET SA                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2747.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1859.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                          | Carnival Corp                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      566000 | PA      | $477961.53    | 0.05%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS OUTOKUMPU OYJ                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $33657.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3126.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20791.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-11226.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GORES TECHNOLOGY PRTNR II-A                            | GORES TECH PARTN II A -CW27                                                      | CUSIP: 38287L115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         232 | NS      | $1.18         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KONECRANES OYJ                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $158.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                           | Pioneer Natural Resources Co                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |          58 | NS      | $13687.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc                                          | Tellurian Inc                                                                    | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |      351914 | NS      | $946648.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS OVS SPA                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6738.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS OBRASCON HUARTE LAIN SA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17540.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Health Catalyst Inc                                    | Health Catalyst Inc                                                              | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Short            | EC               | CORP              | US        |       -5324 | NS      | $-55795.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Twin Ridge Capital Acquisition                         | Twin Ridge Capital Acquisition Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7511 | NS      | $75335.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS HEXPOL AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4264.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                         | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $875.00       | 0.00%             | 2027-11-15      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                             | TELUS Corp                                                                       | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Short            | EC               | CORP              | CA        |      -43877 | NS      | $-934198.62   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-126.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                           | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      255000 | PA      | $185487.81    | 0.02%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| LONGVIEW ACQUISITION CORP -A                           | LONGVIEW ACQUIS -A -CW26                                                         | CUSIP: 54319Q113<br>LEI: 549300KFRIOC6K28E041 | Long             | EC               | CORP              | US        |        1355 | NS      | $108.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                         | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        8488 | NS      | $1116596.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ASCENTIAL PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21695.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                               | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       90000 | PA      | $80284.05     | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1168.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikola Corp                                            | Nikola Corp                                                                      | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |       33653 | NS      | $88170.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | DEERE & CO                                                                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          29 | NC      | $145.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS JUVENTUS FOOTBALL CLUB SPA                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $859.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NORDIC NANOVECTOR ASA                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-283.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3260.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NuVasive Inc                                           | NuVasive Inc                                                                     | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Short            | EC               | CORP              | US        |        -901 | NS      | $-34994.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS MSPSXOP INDEX                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4792.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER INTERNATIONAL INCORPORATED  | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 549300F8ZGW9YHCSO458 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3509.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gores Technology Partners II I                         | Gores Technology Partners II Inc                                                 | CUSIP: 38287L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1774 | NS      | $17686.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $351.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                            | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |        -826 | NS      | $-33766.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MITIE GROUP PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $34436.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTERLITZ ACQUISITION COR-A                           | AUSTERLITZ ACQ CL A -CW26                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3545 | NS      | $10.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS RAKUTEN GROUP                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2990.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ARJO AB                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-31789.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fusion Acquisition Corp II                             | Fusion Acquisition Corp II                                                       | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14727 | NS      | $146533.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp                          | Northern Star Investment Corp IV                                                 | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14136 | NS      | $141077.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2004-16CB                                                 | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10407 | PA      | $9980.87      | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-188726.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8143.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | HUBSPOT INC                                                                      | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          15 | NC      | $5250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $74115.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAYTIKA TLB L+2 03/04/28                              | PLAYTIKA TLB L+2 03/04/28                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      151199 | PA      | $147702.27    | 0.01%             | 2028-03-13      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Short            | DBT              | CORP              | US        |     -624000 | PA      | $-591211.92   | -0.06%            | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                | Sea Ltd                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | SG        |        -109 | NS      | $-6362.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4675.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30891.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA SOUTH CITY HOLDING                               | China South City Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900BV844D9H1E0W44 | Long             | DBT              | CORP              | HK        |      190000 | PA      | $61367.37     | 0.01%             | 2024-07-20      | Variable      | 9.00%                 | No            |                  3 | On Loan: No      |
| CHEFS' WAREHOUSE THE                                   | Chefs' Warehouse Inc/The                                                         | CUSIP: 163086AB7<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     1652000 | PA      | $1842806.00   | 0.18%             | 2024-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                            | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         114 | NS      | $17375.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22236.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIM Integrated Shipping Servic                         | ZIM Integrated Shipping Services Ltd                                             | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Short            | EC               | CORP              | IL        |      -47349 | NS      | $-995275.98   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS PER AARSLEFF HOLDING A/S                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $20050.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3049.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS MEDICOVER AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-11921.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ELKEM ASA                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $52933.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS INTRUM AB                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-33723.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-285.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC CORP                                          | PennyMac Corp                                                                    | CUSIP: 70932AAD5<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      910000 | PA      | $813312.50    | 0.08%             | 2024-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $148.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS KAMBI GROUP PLC                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-16695.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS NEWRIVER REIT PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23094.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NORSKE SKOG ASA                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6659.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP Inc                                             | EZCORP Inc                                                                       | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |      -73314 | NS      | $-734606.28   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          13 | NC      | $33312.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Acquisition Co Europe                          | Pegasus Acquisition Co Europe BV                                                 | CUSIP: 000000000<br>LEI: 8945002KP07Y9J48EM22 | Long             | EC               | CORP              | NL        |       30999 | NS      | $315479.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-52385.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36239.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Concord Acquisition Corp III                           | Concord Acquisition Corp III                                                     | CUSIP: 20607V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9774 | NS      | $99157.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -20 | NC      | $-3281.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5107.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13836.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                      | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -15 | NC      | $-14204.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS FINANCIAL SERVICES INC.                            | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18286.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9768.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ABB LTD N                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1637.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biffa PLC                                              | Biffa PLC                                                                        | CUSIP: 000000000<br>LEI: 2138008RB4WDK7HYYS91 | Long             | EC               | CORP              | GB        |      177644 | NS      | $873550.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BEIERSDORF AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3238.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROSECLIFF ACQUISITION CORP-A                           | ROSECLIFF ACQ A -CW27                                                            | CUSIP: 77732R111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19875 | NS      | $582.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hollysys Automation Technologi                         | Hollysys Automation Technologies Ltd                                             | CUSIP: 000000000<br>LEI: 2549008FKCB1PSUOZ583 | Long             | EC               | CORP              | CN        |       70884 | NS      | $1212116.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                    | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $36207.80     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SMITH & NEPHEW PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4541.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                         | Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | CUSIP: 94988XBA3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      215000 | PA      | $135714.58    | 0.01%             | 2050-08-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ARISE AB                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-9516.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 Month Euro Euribor                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -16 | NC      | $22603.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENKO INVESTMENT CO                                  | Greenko Investment Co                                                            | CUSIP: 000000000<br>LEI: 21380023V4N5Y8KXN552 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $195550.00    | 0.02%             | 2023-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6479.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS MARSTON'S PLC                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-778.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Karyopharm Therapeutics Inc                            | Karyopharm Therapeutics Inc                                                      | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |        1000 | NS      | $5290.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CREDIT AGRICOLE SECURITIES (USA) INC.                  | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-7979.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $882.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                          | Citigroup Commercial Mortgage Trust 2014-GC21                                    | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $294233.84    | 0.03%             | 2047-05-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                       | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5479.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Street Health Inc                                  | Oak Street Health Inc                                                            | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |        2973 | NS      | $64276.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE, INC.                        | CDS ICELTD                                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3622.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17656.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27799.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEQUI ACQUISITION CORP-CL A                            | AEQUI ACQ CL A -CW27                                                             | CUSIP: 00775W110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         490 | NS      | $26.95        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | TRS CONTOURGLOBAL PLC                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1703.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Concord Acquisition Corp II                            | Concord Acquisition Corp II                                                      | CUSIP: 20607U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       79080 | NS      | $778938.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc                                             | Fisker Inc                                                                       | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Short            | EC               | CORP              | US        |      -33390 | NS      | $-258438.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32379.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS VESTEL ELEKTRONIK SANAYI VE TI                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-66159.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                            | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                        | CUSIP: 590219AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1056 | PA      | $1019.04      | 0.00%             | 2036-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11032.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                         | Wells Fargo Commercial Mortgage Trust 2013-LC12                                  | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $179563.64    | 0.02%             | 2046-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Altimeter Growth Corp 2                                | Altimeter Growth Corp 2                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6603 | NS      | $66162.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CTP NV                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1272.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-359.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-495.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | SIRIUS XM HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         139 | NC      | $1390.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $111527.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17622.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2520.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIM ACQUISITION CORP-CL A                           | CLARIM ACQ CL A -CW27                                                            | CUSIP: 18049C116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13108 | NS      | $18.35        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                          | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8828.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                          | Citigroup Mortgage Loan Trust 2009-10                                            | CUSIP: 17316AAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18491 | PA      | $17961.99     | 0.00%             | 2034-09-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BARCLAYS PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3110.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8568.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1708.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                         | Bear Stearns ARM Trust 2007-4                                                    | CUSIP: 07401CAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      931406 | PA      | $850385.51    | 0.08%             | 2037-05-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $63991.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-857.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xometry Inc                                            | Xometry Inc                                                                      | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |       -8915 | NS      | $-376480.45   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MUSIC ACQUISITION CORP/THE-A                           | Music Acquisition Corp/The                                                       | CUSIP: 62752R118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2681 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AKER SOLUTIONS ASA                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5305.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                         | IndyMac INDX Mortgage Loan Trust 2004-AR15                                       | CUSIP: 45660LBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1439275 | PA      | $1089560.32   | 0.11%             | 2035-02-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS BUMECH SA                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $688.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                             | Carvana Co                                                                       | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $880902.75    | 0.09%             | 2025-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS ITRAXX.EU.XO.38.V1                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8437.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                           | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $10412.00     | 0.00%             | 2024-10-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS VEF AB                                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-139.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ALM BRAND A/S                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-17416.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1294.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | IRS MYR                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1135.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avadel Pharmaceuticals PLC                             | Avadel Pharmaceuticals PLC                                                       | CUSIP: 05337M104<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |       17800 | NS      | $163226.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FUSION ACQUISITION CORP II-A                           | FUSION ACQ II CL A -CW27                                                         | CUSIP: 36118N110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5297 | NS      | $4.77         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS RAIFFEISEN BANK INTERNATIONAL AG                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-331.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EL PASO ENERGY CAP TRST                                | El Paso Energy Capital Trust I                                                   | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         114 | NS      | $5226.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $68.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $634.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS GRUPA AZOTY SA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5624.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                               | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $743834.80    | 0.07%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25493.10     | 0.00%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $18430.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS K-FAST HOLDING AB B                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $353.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -246000 | PA      | $-249161.48   | -0.02%            | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                 | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $926976.28    | 0.09%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CME ULTRA LONG TERM US TREASURY BOND                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $769.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ENAV SPA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11802.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -137 | NC      | $-22879.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                            | Axonics Inc                                                                      | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |        1757 | NS      | $120319.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                                | Zhenro Properties Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      981000 | PA      | $34351.55     | 0.00%             | 2023-03-06      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS DNO ASA                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-150.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-85484.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $74.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TULLETT PREBON FINANCIAL SERVICES LLC                  | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 5493002MIGPVI71S2611 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3933.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fintech Evolution Acquisition                          | Fintech Evolution Acquisition Group                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17597 | NS      | $176321.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | IRS MYR                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1047.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY HARBOR CORP ESCROW                              | ENERGY HARBOR CORP ESCROW                                                        | CUSIP: 116ESCAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6394000 | PA      | $23977.50     | 0.00%             | 2034-06-01      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | TURQUOISE HILL RESOURCES LTD                                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          59 | NC      | $590.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                       | I3 Verticals Inc                                                                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Short            | EC               | CORP              | US        |       -9672 | NS      | $-254276.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15332.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                         | IndyMac INDX Mortgage Loan Trust 2006-AR2                                        | CUSIP: 45661EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      151152 | PA      | $106192.52    | 0.01%             | 2046-02-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| NUVASIVE INC                                           | NuVasive Inc                                                                     | CUSIP: 670704AL9<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |      794000 | PA      | $780601.25    | 0.08%             | 2023-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - PLN                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $522.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5203.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SUESS MICROTEC SE                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $15122.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAND AUTOMOTIVE SERVICE                               | China Grand Automotive Services Ltd                                              | CUSIP: 000000000<br>LEI: 549300QMJE28YCTV9D86 | Long             | DBT              | CORP              | CN        |      333000 | PA      | $202297.50    | 0.02%             | 2024-01-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                    | Nigeria Government International Bond                                            | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      242000 | PA      | $202369.60    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                           | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |          21 | NS      | $11571.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1546.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-185737.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PICTON PROPERTY INCOME LD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1863.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                     | 3 MONTH EURO EURIBOR                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          40 | NC      | $239338.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS CATENA MEDIA PLC                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-26023.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                     | Turkey Government International Bond                                             | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      920000 | PA      | $962847.16    | 0.09%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS JFE HOLDINGS                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4844.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $740.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20203.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6754.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.                  | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9497.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ARCADIS NV                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $13846.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTH CATALYST INC                                    | Health Catalyst Inc                                                              | CUSIP: 42225TAB3<br>LEI: 549300223PL6GWKVJG92 | Long             | DBT              | CORP              | US        |      740000 | PA      | $645650.00    | 0.06%             | 2025-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1726.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | CDS SOTBANK GROUP                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4857.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | TRS RAMSAY HEALTH CARE LTD                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |           1 | NC      | $3012.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | CDS ARCELORMITTAL                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8624.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Khosla Ventures Acquisition Co                         | Khosla Ventures Acquisition Co                                                   | CUSIP: 482504107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19523 | NS      | $194449.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                                      | EURONEXT CAC 40 INDEX                                                            | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |          40 | NC      | $48599.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVESTNET INC                                          | Envestnet Inc                                                                    | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |      328000 | PA      | $292535.00    | 0.03%             | 2025-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS VIAPLAY GROUP AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $29102.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3084.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS AMERICAN AXLE                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4659.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REDFIN CORP                                            | Redfin Corp                                                                      | CUSIP: 75737FAC2<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |      188000 | PA      | $113740.00    | 0.01%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IMM EURODOLLAR TIME DEPOSIT                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          40 | NC      | $22750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1850.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $335.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9889.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      280000 | PA      | $262723.19    | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS BORR DRILLING LTD                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-120.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10597.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ATLAS COPCO AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $418.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3857.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                         | Cia Energetica de Minas Gerais                                                   | CUSIP: 204409601<br>LEI: 254900W703PXLDSEM056 | Long             | EC               | CORP              | BR        |      102641 | NS      | $224783.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NILFISK HOLDING A/S                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-13187.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                   | Talos Production Inc                                                             | CUSIP: 87485LAC8<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      986000 | PA      | $1031533.48   | 0.10%             | 2026-01-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                              | LME ZINC                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          -9 | NC      | $-35643.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2006-HYB1                                        | CUSIP: 126694WL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1072517 | PA      | $950191.73    | 0.09%             | 2036-03-20      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | JP MORGAN SECURITIES LLC                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |      646885 | PA      | $646885.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ASELSAN ELEKTRONIK SANAYI VE TICARET AS                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-120812.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8267.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1445.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HERA SPA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-66.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37098.63     | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                         | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1230000 | PA      | $1208454.09   | 0.12%             | 2024-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEAD EDGE GROWTH OPPORTUNI-A                           | LEAD EDGE GROWTH OPP A -CW28                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1175 | NS      | $70.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LORCA TELECOM BONDCO                                   | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $189283.58    | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                  | CURRENCY CONTRACT - IDR                                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-431036.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | IRS HKD                                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3284.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33061.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS INCHCAPE PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $34812.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSTREAM AS                                            | Eustream AS                                                                      | CUSIP: 000000000<br>LEI: 31570020000000003378 | Long             | DBT              | CORP              | SK        |      356000 | PA      | $244166.11    | 0.02%             | 2027-06-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS PZ CUSSONS PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1997.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $97.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19140.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS RECKITT BENCKISER GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4167.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | SOFR 1 YEAR MIDCURVE                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          54 | NC      | $9112.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SASOL LTD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25648.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GLOBAL FASHION GROUP                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-619.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8442.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                | DraftKings Holdings Inc                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |      586000 | PA      | $379728.00    | 0.04%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                 | Liberty Broadband Corp                                                           | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |      650000 | PA      | $630604.38    | 0.06%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SPREE ACQUISITION CORP 1 LTD                           | SPREE ACQUISITION 1 LTD -23                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        3069 | NS      | $92.38        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5058.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS TALENOM OYJ                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4508.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33554.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                           | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $23701.80     | 0.00%             | 2027-01-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | EURODOLLAR 1 YEAR MIDCURVE                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -60 | NC      | $-750.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                          | Pinterest Inc                                                                    | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25313 | NS      | $643456.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS JFE HOLDINGS                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4844.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                               | Horizon Therapeutics Plc                                                         | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |        8647 | NS      | $867207.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REC LIMITED                                            | REC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     1370000 | PA      | $1363773.35   | 0.13%             | 2023-11-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT 10 Year US Treasury Note                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          48 | NC      | $28781.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1770.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2016.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        6629 | NS      | $328400.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                                     | Teladoc Health Inc                                                               | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |      105000 | PA      | $80125.50     | 0.01%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Wise PLC                                               | Wise PLC                                                                         | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |       35887 | NS      | $283593.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | IRS CLP                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-83132.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS THULE GROUP AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5031.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $533.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                     | Aaset 2021-1 Trust                                                               | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      207471 | PA      | $165593.81    | 0.02%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $67914.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-1896.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS SMART METERING SYSTEMS PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21031.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                            | CDS MITSUI OSK LINES                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1024.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-131.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9141.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS KELLER GROUP PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5669.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus                         | Prestige Auto Receivables Trust 2020-1                                           | CUSIP: 74114BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $97147.36     | 0.01%             | 2028-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS BETSSON AB                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $53132.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-110444.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS NTG NORDIC TRANSPORT GROUP A/S                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-638.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES 20+ YEAR TREASURY BOND ETF                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -152 | NC      | $-16112.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                                             | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2098000 | PA      | $1487407.79   | 0.15%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2262.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                  | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $8457.90      | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2011-C2                                           | CUSIP: 617459AK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $120354.38    | 0.01%             | 2044-06-15      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - PHP                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10218.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      165000 | PA      | $136024.05    | 0.01%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | CURRENCY CONTRACT - INR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8698.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ORSERO SPA                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2909.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS THALES SA                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1347.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-611.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1539000 | PA      | $2196126.50   | 0.21%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | USERTESTING INC                                                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |         167 | NC      | $17117.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS IMPACT ACQUISITION-A                             | FOCUS IMPACT ACQUISIT -CW23                                                      | CUSIP: 34417L117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6618 | NS      | $356.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                    | Shift4 Payments Inc                                                              | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      903000 | PA      | $832453.13    | 0.08%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MAN GROUP PLC/JERSEY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-47422.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS QIAGEN NV                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $15608.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GFT TECHNOLOGIES SE                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2330.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithium Americas Corp                                  | Lithium Americas Corp                                                            | CUSIP: 53680Q207<br>LEI: 529900Q9ENG7EHHZ5R75 | Short            | EC               | CORP              | CA        |      -17996 | NS      | $-449540.08   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNT COS INC                                           | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |      431000 | PA      | $358167.14    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS ASCENCIO                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $420.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                     | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2941.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4979.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                         | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        2409 | NS      | $1002866.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | SGD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |    -2400000 | NC      | $-1260.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association              | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32961.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17184.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS OKEA ASA                                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6323.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                        | MARB BondCo PLC                                                                  | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |      215000 | PA      | $166820.65    | 0.02%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | DICK'S SPORTING GOODS INC                                                        | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          50 | NC      | $5350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS DERICHEBOURG SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13673.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITRIX TLB SOFR+ 03/30/29                              | CITRIX TLB SOFR+ 03/30/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      308266 | PA      | $280797.94    | 0.03%             | 2029-03-30      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Virgin Galactic Holdings Inc                           | Virgin Galactic Holdings Inc                                                     | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Short            | EC               | CORP              | US        |      -21670 | NS      | $-110300.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Social Leverage Acquisition Co                         | Social Leverage Acquisition Corp I                                               | CUSIP: 83363K201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13866 | NS      | $139075.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                      | CDS GOVERNMENT OF MEXICO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2555.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ISHARES EXPANDED TECH-SOFTWARE SECTOR ETF                                        | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          32 | NC      | $10560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CDS REPUBLIC OF TURKEY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16178.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $44409.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUVASIVE INC                                           | NuVasive Inc                                                                     | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |      334000 | PA      | $287574.00    | 0.03%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS PFIZER INC                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2346.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                 | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41506 | NS      | $1930859.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTERLITZ ACQUISITION COR-A                           | AUSTERLITZ ACQ CL A -CW27                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30317 | NS      | $30.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20026.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | TENNECO INC                                                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          33 | NC      | $165.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NORDEX SE                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27832.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $314.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $867.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5963.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TERACT SA                                              | TRACT FP SA-CW25                                                                 | CUSIP: 000000000<br>LEI: 969500HQ6PWNILD1HE63 | Long             | EC               | CORP              | FR        |        3920 | NS      | $81.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SSAB AB                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $38878.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS AUSTEVOLL SEAFOOD ASA                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4134.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS VICTORIA PLC                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-920.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-118.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CDS US STEEL CORP                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-285.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOBILEYE GLOBAL INC                                    | MOBILEYE GLOBAL INC                                                              | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       35152 | NS      | $1002183.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Utilities Select Sector SPDR Fund                      | Utilities Select Sector SPDR Fund                                                | CUSIP: 81369Y886<br>LEI: 549300ERQDM80PRYUH21 | Long             | EC               | RF                | US        |       73600 | NS      | $5257248.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | CARVANA CO                                                                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          63 | NC      | $3024.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20300.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2613.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS ALMIRALL SA                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2816.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-150.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18214.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9383.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS SYDBANK AS                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $25957.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - CNH                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3157.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10009.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $251.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Revance Therapeutics Inc                               | Revance Therapeutics Inc                                                         | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Short            | EC               | CORP              | US        |      -18261 | NS      | $-396446.31   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS DANONE SA                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $260.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd                                            | Genpact Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |       14684 | NS      | $677079.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP                                    | FS KKR Capital Corp                                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       85000 | PA      | $77374.86     | 0.01%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HomeServe PLC                                          | HomeServe PLC                                                                    | CUSIP: 000000000<br>LEI: 213800EKBJTGNMXEDF11 | Long             | EC               | CORP              | GB        |      225582 | NS      | $3230111.85   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $513.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VARIA US PROPERTIES AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $446.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                  | Sotheby's/Bidfair Holdings Inc                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $583697.47    | 0.06%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JB DRAX HONORE                                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 894500FGGEST402U7M69 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $1153.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS HENSOLDT AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2626.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS OCADO GROUP PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25472.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                               | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $265041.00    | 0.03%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.                  | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19120.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-138.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      293226 | PA      | $252306.92    | 0.02%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36933.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32134.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                         | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                    | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11091 | PA      | $10708.40     | 0.00%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                   | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      100000 | PA      | $68100.86     | 0.01%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS U-BLOX HOLDING AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $25217.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                    | TRS DIAGEO PLC                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-294.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Acquisition Corp                              | Velocity Acquisition Corp                                                        | CUSIP: 92259E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6445 | NS      | $64772.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CURRENCY CONTRACT - HKD                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $97.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                              | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $36818.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                 | Pertamina Persero PT                                                             | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $398000.00    | 0.04%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                       | TRS ENTRA ASA                                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $29213.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LS FINANCE 2017 LTD                                    | LS Finance 2017 Ltd                                                              | CUSIP: 000000000<br>LEI: 549300Y02UWXNTIDKH68 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $129853.00    | 0.01%             | 2026-06-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          53 | NC      | $47435.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                              | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      204000 | PA      | $157652.88    | 0.02%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS GROUPE BRUXELLES LAMBERT SA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1557.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUBOTV INC                                             | fuboTV Inc                                                                       | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      341000 | PA      | $163850.50    | 0.02%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Slam Corp                                              | Slam Corp                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24487 | NS      | $245482.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - ZAR                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $105243.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                                 | Vishay Intertechnology Inc                                                       | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |      452000 | PA      | $443231.20    | 0.04%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      159000 | PA      | $158411.04    | 0.02%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS CAREL INDUSTRIES SPA                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6414.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Envestnet Inc                                          | Envestnet Inc                                                                    | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Short            | EC               | CORP              | US        |        -922 | NS      | $-54416.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3464.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                          | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2541.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                       | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           1 | NC      | $6112.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS MITSUI OSK LINES                                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1024.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gores Technology Partners Inc                          | Gores Technology Partners Inc                                                    | CUSIP: 382870202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         887 | NS      | $8847.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BPER BANCA                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5581.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS KNORR-BREMSE AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26492.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | 8X8 INC                                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |          72 | NC      | $900.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $163444.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $469.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| I3 VERTICALS LLC                                       | i3 Verticals LLC                                                                 | CUSIP: 44933TAB2<br>LEI: 549300VET627YPCK1T69 | Long             | DBT              | CORP              | US        |      788000 | PA      | $735795.00    | 0.07%             | 2025-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercept Pharmaceuticals Inc                          | Intercept Pharmaceuticals Inc                                                    | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Short            | EC               | CORP              | US        |      -48943 | NS      | $-729740.13   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2269.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $863.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | TRS MR PRICE GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11796.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.            | CBOT 30 Day Federal Funds                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           2 | NC      | $-336.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL LEADERS T 01/25/24                              | TRAVEL LEADERS T 01/25/24                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      477200 | PA      | $436141.30    | 0.04%             | 2024-01-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-623.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CDS AMERICAN AIRLINES                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6660.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                               | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      316000 | PA      | $294444.06    | 0.03%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7740.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                  | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $129.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forest Road Acquisition Corp I                         | Forest Road Acquisition Corp II                                                  | CUSIP: 34619V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         822 | NS      | $8191.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** Franklin Alternative Strategies Funds

**Signature:** Ryan Wheeler

**Name of Signer:** Ryan Wheeler

**Title:** Assistant Treasurer