# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0000898745-25-000640
**Filing Date:** 2025-10
**Character Count:** 1239519
**Document Hash:** a29ef4c25a5b878ce2be838e1f9d5cd2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898745-25-000640.hdr.sgml**: 20251024

**ACCESSION NUMBER**: 0000898745-25-000640

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251024

**DATE AS OF CHANGE**: 20251024

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000898745

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 251415068

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-9328

**MAIL ADDRESS:**
- **STREET 1:** PRINCIPAL FINANCIAL GROUP
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS, INC
- **DATE OF NAME CHANGE:** 20211220

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS INC
- **DATE OF NAME CHANGE:** 20080616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL INVESTORS FUND INC
- **DATE OF NAME CHANGE:** 20001012

## Series and Classes Contracts Data

### Global Multi-Strategy Fund (Series ID: S000033960)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000104712 | Class A             | PMSAX           |
| C000104714 | Institutional Class | PSMIX           |
| C000190071 | R-6                 | PGLSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Funds, Inc

- **b. Investment Company Act file number:** 811-07572

- **c. CIK number of Registrant:** 0000898745

- **d. LEI of Registrant:** 549300HZGBXSW6DSXF23

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

  - **Street Address 1:** 801 Grand Ave

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

  - **Telephone number:** 515-235-1719

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

- **a. Name of Series:** Global Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000033960

- **c. LEI of Series:** 8NGI32D81QECIPVVIM53

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $444922596.39

**Total Liabilities:** $15242711.29

**Net Assets:** $429679885.10

**Amount of Assets Invested in Other Investment Companies:** $10373781.25

**Delayed Delivery Securities:** $550075.00

**Cash Not Reported:** $22229440.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 57.77590000 | **1-Year:** -90.51120000 | **5-Year:** 2706.48250000 | **10-Year:** -2.79580000 | **30-Year:** -33.05790000

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

- **3-Month:** 15.47320000 | **1-Year:** 281.25200000 | **5-Year:** 4468.77820000 | **10-Year:** 1875.76900000 | **30-Year:** 533.57220000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104714 | 1.86%                | 0.70%                | 1.56%                |
| Class ID C000104712 | 1.81%                | 0.71%                | 1.50%                |
| Class ID C000190071 | 1.86%                | 0.69%                | 1.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2105471.68              | $6474522.00                                |
| Month 2  | $1642132.80              | $-1438835.00                               |
| Month 3  | $2163141.60              | $3207712.90                                |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                        | Title                                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sempra                                                                                      | Sempra                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |         917 | NS      | $75707.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabon Government International Bond                                                         | Gabon Government International Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      300000 | PA      | $245288.05    | 0.06%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         273 | NC      | $2277.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-797.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                                                                 | Fastenal Co                                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        6238 | NS      | $309779.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                                          | Realty Income Corp                                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |        1700 | NS      | $99892.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-1811.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Global Acquisition I Corp - Warrants                                                 | Target Global Acquisition I Corp - Warrants                                                 | CUSIP: G8675N125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1309 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2480.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |         457 | NS      | $165991.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $62.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                              | SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                              | CUSIP: N/A<br>LEI: 213800EHE74BZ15ING86       | Long             | DBT              | CORP              | IE        |      320000 | PA      | $318467.24    | 0.07%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southcross Holdings                                                                         | Southcross Holdings                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      615976 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $826.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                                                              | Mountain Lake Acquisition Corp                                                              | CUSIP: G6301B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26596 | NS      | $273938.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           9 | NC      | $2879.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc                                                         | Applied Industrial Technologies Inc                                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |         183 | NS      | $48235.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1424.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                                        | 1011778 BC ULC / New Red Finance Inc                                                        | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      185000 | PA      | $172978.44    | 0.04%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                                                               | Insurance Australia Group Ltd                                                               | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |       13506 | NS      | $76834.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                                                     | CRH PLC                                                                                     | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | US        |         551 | NS      | $62124.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                              | Halliburton Co                                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        6414 | NS      | $145790.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3974.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2014.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-880.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $439.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                                                 | Swiss Re AG                                                                                 | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |         346 | NS      | $62710.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-369.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                                                | Teradyne Inc                                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         876 | NS      | $103578.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Bonos                                                                               | Mexican Bonos                                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    18500000 | PA      | $841993.09    | 0.20%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp                                                                | Cal Redwood Acquisition Corp                                                                | CUSIP: G17564124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3133 | NS      | $32113.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-533.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                             | Cemex SAB de CV                                                                             | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |        3703 | NS      | $33660.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $3330.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         126 | NC      | $59416.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                                          | Compass Datacenters Issuer III LLC                                                          | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65000 | PA      | $66155.45     | 0.02%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals Inc                                                                   | Agios Pharmaceuticals Inc                                                                   | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |         117 | NS      | $4412.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-766.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      544779 | PA      | $559341.00    | 0.13%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1399.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rubrik Inc                                                                                  | Rubrik Inc                                                                                  | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14676.86     | 0.00%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                             | TJX Cos Inc/The                                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        2666 | NS      | $364202.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                                                         | Repay Holdings Corp                                                                         | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |        5384 | NS      | $31873.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                                                  | Charter Communications Inc                                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         118 | NS      | $31338.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1275.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altaba Inc - Escrow                                                                         | Altaba Inc - Escrow                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      837142 | NS      | $1063170.34   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-82.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Acquisition Corp II                                                                    | Ares Acquisition Corp II                                                                    | CUSIP: G33033104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26926 | NS      | $307225.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8157.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MillerKnoll Inc                                                                             | MillerKnoll Inc                                                                             | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |        2738 | NS      | $57799.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc                                                                    | Voyager Technologies Inc                                                                    | CUSIP: 92892B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         269 | NS      | $8255.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-1860.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                                                      | Palo Alto Networks Inc                                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |       14518 | NS      | $-2765969.36  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                                                                 | Columbia Banking System Inc                                                                 | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2100 | NS      | $56217.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          10 | NC      | $16304.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2097.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-865.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UY Scuti Acquisition Corp                                                                   | UY Scuti Acquisition Corp                                                                   | CUSIP: G93Y0A112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2169 | NS      | $455.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-917.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1088.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $526.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                                   | TEGNA Inc                                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       19672 | NS      | $417046.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      570579 | PA      | $429372.11    | 0.10%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                                    | Daimler Truck Holding AG                                                                    | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |        2096 | NS      | $98593.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1340.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-79.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-969.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: G9T27HAG9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $410667.20    | 0.10%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| ASM International NV                                                                        | ASM International NV                                                                        | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |          74 | NS      | $35532.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2023-3                                                | Westlake Automobile Receivables Trust 2023-3                                                | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103070.87    | 0.02%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                                                                     | Turkiye Government Bond                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    28500000 | PA      | $647492.16    | 0.15%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   105000000 | OU      | $-95643.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1139.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $362.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $2051.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2829.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc Term Loan B                                                                  | NRG Energy Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 5E2UPK5SW04M13XY7I38       | Long             | LON              | CORP              | US        |      260000 | PA      | $260210.60    | 0.06%             | 2031-04-16      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                                        | Zambia Government International Bond                                                        | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      525000 | PA      | $350987.31    | 0.08%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG - PC                                                                   | Schindler Holding AG - PC                                                                   | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         241 | NS      | $89580.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                                                         | TOPPAN Holdings Inc                                                                         | CUSIP: N/A<br>LEI: 3538003H9W4KIDODQY20       | Long             | EC               | CORP              | JP        |        7700 | NS      | $198516.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |         151 | NS      | $31323.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                                                               | MannKind Corp                                                                               | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |         597 | NS      | $2740.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           8 | NC      | $-3497.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           2 | NC      | $1084.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Funding Trust 2025-1                                                                | Redwood Funding Trust 2025-1                                                                | CUSIP: 757912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95453 | PA      | $99037.16     | 0.02%             | 2055-05-27      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fifth Era Acquisition Corp I                                                                | Fifth Era Acquisition Corp I                                                                | CUSIP: G3415K101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1781 | NS      | $18041.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                                                         | VICI Properties Inc                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |        5227 | NS      | $176568.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $1011.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-451.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd                                                                       | Genting Singapore Ltd                                                                       | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |      105600 | NS      | $59237.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                                       | GFL Environmental Inc                                                                       | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       45000 | PA      | $43769.68     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          38 | NC      | $54937.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                                                   | Orkla ASA                                                                                   | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |         972 | NS      | $10868.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-550.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1101.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                              | Whirlpool Corp                                                                              | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20222.32     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                                                      | IDEXX Laboratories Inc                                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         103 | NS      | $66650.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                                                                 | Endeavor Group Holdings Inc                                                                 | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      137899 | NS      | $3792222.50   | 0.88%             |  |  |  | No            |                  3 | On Loan: No      |
| Mondelez International Inc                                                                  | Mondelez International Inc                                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        2386 | NS      | $146595.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2611.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $347.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                                 | BioMarin Pharmaceutical Inc                                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        5220 | NS      | $304169.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CFLD Cayman Investment Ltd                                                                  | CFLD Cayman Investment Ltd                                                                  | CUSIP: N/A<br>LEI: 3003006ZC30FH27GHL08       | Long             | DBT              | CORP              | KY        |       57777 | PA      | $1733.30      | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20118.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $316.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $37052.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                                   | Cincinnati Financial Corp                                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         542 | NS      | $83251.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209198.40    | 0.05%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-871.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          12 | NC      | $17247.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                                                            | Harmony Biosciences Holdings Inc                                                            | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          93 | NS      | $3430.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                                                           | MP Materials Corp                                                                           | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |         200 | NS      | $14228.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1045.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-1 Ltd                                                               | Rockford Tower CLO 2018-1 Ltd                                                               | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-O            | CORP              | KY        |       75339 | PA      | $75396.57     | 0.02%             | 2031-05-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                                                  | Expeditors International of Washington Inc                                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        1082 | NS      | $130424.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63040.08     | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Home BancShares Inc/AR                                                                      | Home BancShares Inc/AR                                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2467 | NS      | $73417.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                                                      | Colombia Government International Bond                                                      | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      350000 | PA      | $370125.00    | 0.09%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vita Coco Co Inc/The                                                                        | Vita Coco Co Inc/The                                                                        | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |         543 | NS      | $19406.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                                                        | Howmet Aerospace Inc                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        1218 | NS      | $212053.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Times China Holdings Ltd                                                                    | Times China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |      210000 | PA      | $7140.00      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $94.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $769.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A10 Networks Inc                                                                            | A10 Networks Inc                                                                            | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |        3393 | NS      | $60090.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        4523 | NS      | $535432.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-143.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-363.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-7307.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National CineMedia Inc                                                                      | National CineMedia Inc                                                                      | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |        8508 | NS      | $37350.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1583.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arcutis Biotherapeutics Inc                                                                 | Arcutis Biotherapeutics Inc                                                                 | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         205 | NS      | $3181.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancashire Holdings Ltd                                                                     | Lancashire Holdings Ltd                                                                     | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | GB        |        5981 | NS      | $49389.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                | Apollo Global Management Inc                                                                | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |         150 | NS      | $10756.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32394.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                                                  | CF Industries Holdings Inc                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        4177 | NS      | $361853.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One - C Shares                                           | Liberty Media Corp-Liberty Formula One - C Shares                                           | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         906 | NS      | $90509.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                                                                  | CarMax Inc                                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3496 | NS      | $214479.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5126.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-10900.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                                                                 | Monarch Casino & Resort Inc                                                                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |         505 | NS      | $52686.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $623.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                                   | Safran SA                                                                                   | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |         474 | NS      | $157524.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-129.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                                                 | National Bank of Uzbekistan                                                                 | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $203086.55    | 0.05%             | 2030-07-17      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                                                              | Mountain Lake Acquisition Corp                                                              | CUSIP: G6301B127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7860 | NS      | $1807.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          28 | NC      | $1610.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $-4624.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                      | Peruvian Government International Bond                                                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1550000 | PA      | $448422.25    | 0.10%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      110000 | PA      | $116842.78    | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $365.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xometry Inc                                                                                 | Xometry Inc                                                                                 | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |        2070 | NS      | $102423.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pakistan Government International Bond                                                      | Pakistan Government International Bond                                                      | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      600000 | PA      | $566818.19    | 0.13%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd                                                                            | Dye & Durham Ltd                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |      453000 | PA      | $327211.56    | 0.08%             | 2026-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                                  | TransUnion                                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |         778 | NS      | $68775.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      525000 | PA      | $549227.68    | 0.13%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Emirates Reit Sukuk III Ltd                                                                 | Emirates Reit Sukuk III Ltd                                                                 | CUSIP: G3100GAA8<br>LEI: 254900O98LGR8HB3GT84 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $204143.07    | 0.05%             | 2028-12-12      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                             | Sands China Ltd                                                                             | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | MO        |        1600 | NS      | $4213.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                                                                 | Shopify Inc                                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |         388 | NS      | $54816.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                                                                  | Natera Inc                                                                                  | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         418 | NS      | $70328.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC Term Loan B                                             | Hilton Grand Vacations Borrower LLC Term Loan B                                             | CUSIP: N/A<br>LEI: 254900HF0EZ734FDVY79       | Long             | LON              | CORP              | US        |       81289 | PA      | $81162.13     | 0.02%             | 2031-01-17      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                                                         | Barrick Mining Corp                                                                         | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        1814 | NS      | $48306.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4698.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                                       | Nigeria Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      450000 | PA      | $441757.07    | 0.10%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1634.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                                                                    | FMC Corp                                                                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |         708 | NS      | $27682.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                                 | Phillips 66                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |         128 | NS      | $17098.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysia Government Bond                                                                    | Malaysia Government Bond                                                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1850000 | PA      | $451654.18    | 0.11%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Columbus Circle Capital Corp I                                                              | Columbus Circle Capital Corp I                                                              | CUSIP: G2296A109<br>LEI: 5299006WPUCKP6KOIM37 | Long             | EC               | CORP              | US        |        2597 | NS      | $26333.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      230000 | PA      | $221517.19    | 0.05%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $296.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                                                                | BioCryst Pharmaceuticals Inc                                                                | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |         441 | NS      | $3664.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-963.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                                                                | Centrica PLC                                                                                | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |        9520 | NS      | $20701.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-909.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4110.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 4L Technologies                                                                             | 4L Technologies                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       24306 | NS      | $243.06       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Southcross Energy Series A                                                                  | Southcross Energy Series A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     2399339 | NS      | $18560.93     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wen Acquisition Corp                                                                        | Wen Acquisition Corp                                                                        | CUSIP: G9R39C129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8016 | NS      | $83286.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                                                                 | SiTime Corp                                                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         327 | NS      | $79026.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |         158 | NS      | $43772.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                                                                               | Sanrio Co Ltd                                                                               | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |         300 | NS      | $15522.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                                    | Tele2 AB                                                                                    | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        4784 | NS      | $84256.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-733.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Community Banks Inc/GA                                                               | United Community Banks Inc/GA                                                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |        1396 | NS      | $46626.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citadel LP                                                                                  | Citadel LP                                                                                  | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36458.15     | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2023-4                                                    | GLS Auto Receivables Issuer Trust 2023-4                                                    | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $114244.74    | 0.03%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2007-4 Trust                                                        | Banc of America Funding 2007-4 Trust                                                        | CUSIP: 05953YBT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18417 | PA      | $16158.25     | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-788.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL8 LLC                                                                          | PRET 2025-NPL8 LLC                                                                          | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-MBS          | CORP              | US        |      118266 | PA      | $118799.74    | 0.03%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4335.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust 2022-SSP                                                                          | BPR Trust 2022-SSP                                                                          | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245000 | PA      | $244770.31    | 0.06%             | 2039-05-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        4178 | NS      | $305620.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                                         | Arista Networks Inc                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        2303 | NS      | $314474.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C36                                              | Wells Fargo Commercial Mortgage Trust 2016-C36                                              | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $87303.65     | 0.02%             | 2059-11-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5858.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellar V Capital Corp - Warrants                                                           | Stellar V Capital Corp - Warrants                                                           | CUSIP: G8475V111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2156 | NS      | $506.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $46.26        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-13406.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pakistan Government International Bond                                                      | Pakistan Government International Bond                                                      | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      300000 | PA      | $296067.85    | 0.07%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2130.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-1266.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                                                               | BGC Group Inc                                                                               | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45973.49     | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $1485.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                                                     | Extra Space Storage Inc                                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         449 | NS      | $64467.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $3523.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 89bio Inc                                                                                   | 89bio Inc                                                                                   | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         247 | NS      | $2230.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1324.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glaukos Corp                                                                                | Glaukos Corp                                                                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |         381 | NS      | $36507.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8066.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $71.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          74 | NC      | $-17921.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                                                                         | Exact Sciences Corp                                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        1013 | NS      | $48036.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $882.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                                                                 | Vaxcyte Inc                                                                                 | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |         620 | NS      | $19089.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFLD Cayman Investment Ltd                                                                  | CFLD Cayman Investment Ltd                                                                  | CUSIP: N/A<br>LEI: 3003006ZC30FH27GHL08       | Long             | DBT              | CORP              | KY        |       13504 | PA      | $360.83       | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2004-HYB4                                                   | CHL Mortgage Pass-Through Trust 2004-HYB4                                                   | CUSIP: 12669FV75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9864 | PA      | $9505.27      | 0.00%             | 2034-09-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                                                  | Eurazeo SE                                                                                  | CUSIP: N/A<br>LEI: 969500C656AA39O94N60       | Long             | EC               | CORP              | FR        |        1129 | NS      | $73882.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3315.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                           | Telstra Group Ltd                                                                           | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |        2304 | NS      | $7371.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                                    | Philippine Government International Bond                                                    | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      345000 | PA      | $240424.89    | 0.06%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                           | Ralph Lauren Corp                                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         975 | NS      | $289506.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                                    | Westinghouse Air Brake Technologies Corp                                                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         407 | NS      | $78754.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                                                        | Bridgebio Pharma Inc                                                                        | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |         315 | NS      | $16304.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                                                                              | NEXTracker Inc                                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         735 | NS      | $49436.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                                                           | Steven Madden Ltd                                                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |        2252 | NS      | $65398.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviation Capital Group LLC                                                                  | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94957.50     | 0.02%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       10214 | NS      | $195393.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2001.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           8 | NC      | $217.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2650000 | OU      | $-28700.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                             | Norsk Hydro ASA                                                                             | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |        6878 | NS      | $44581.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                                          | Valero Energy Corp                                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        1401 | NS      | $212966.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-236.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Collegium Pharmaceutical Inc                                                                | Collegium Pharmaceutical Inc                                                                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |          64 | NS      | $2483.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                                                        | Waste Management Inc                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |          41 | NS      | $9281.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-730.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                                   | PG&E Corp                                                                                   | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |         366 | NS      | $14658.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        2143 | NS      | $450887.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                                                           | Kinross Gold Corp                                                                           | CUSIP: N/A<br>LEI: 254900O9KHF2A1ZXPT47       | Long             | EC               | CORP              | CA        |        4700 | NS      | $98253.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          18 | NC      | $-14661.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        1971 | NS      | $312600.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                                                  | Hasbro Inc                                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        1126 | NS      | $91397.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                                                                 | Gentex Corp                                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |        2330 | NS      | $65263.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          30 | NC      | $12829.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust 2004-5                                                         | MASTR Alternative Loan Trust 2004-5                                                         | CUSIP: 576434RG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9775 | PA      | $10040.48     | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                         | Antares Holdings LP                                                                         | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      505000 | PA      | $488141.69    | 0.11%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1697.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Immunovant Inc                                                                              | Immunovant Inc                                                                              | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         136 | NS      | $1997.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $221.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Translational Development Acquisition Corp                                                  | Translational Development Acquisition Corp                                                  | CUSIP: G9008W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4069 | NS      | $42073.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                           | Venture Global Calcasieu Pass LLC                                                           | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      105000 | PA      | $93534.70     | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                                | QUALCOMM Inc                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        2624 | NS      | $421755.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $509.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                               | AppLovin Corp                                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         109 | NS      | $52166.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quartzsea Acquisition Corp                                                                  | Quartzsea Acquisition Corp                                                                  | CUSIP: G7314B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14901 | NS      | $150649.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Janux Therapeutics Inc                                                                      | Janux Therapeutics Inc                                                                      | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          77 | NS      | $1749.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-294.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        2660 | NS      | $256876.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                                            | Navient Private Education Refi Loan Trust 2020-F                                            | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $85910.04     | 0.02%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                                    | Simon Property Group Inc                                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |         347 | NS      | $62689.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-683.11      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                                       | Republic Services Inc                                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         447 | NS      | $104584.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1159.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $19854.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-1570.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $240.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                                       | Senegal Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      200000 | PA      | $165344.68    | 0.04%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1168.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FG Merger II Corp                                                                           | FG Merger II Corp                                                                           | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29219 | NS      | $291897.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          11 | NC      | $20127.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                                                      | T Rowe Price Group Inc                                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        1037 | NS      | $111601.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                                                             | First Interstate BancSystem Inc                                                             | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |        3192 | NS      | $104442.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                            | Ryder System Inc                                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |         472 | NS      | $88509.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-113.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2022.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritex Holdings Inc                                                                        | Veritex Holdings Inc                                                                        | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       10703 | NS      | $367648.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fund III Inc                                                    | BlackRock MuniYield Quality Fund III Inc                                                    | CUSIP: 09254E103<br>LEI: UB5J2GS6Q51M6A2L8886 | Long             | EC               | RF                | US        |        6330 | NS      | $67098.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        5923 | NS      | $172003.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp                                                                                 | Otsuka Corp                                                                                 | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |        1200 | NS      | $24644.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-5872.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1185.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1321.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $-224.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                                          | Qantas Airways Ltd                                                                          | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |       28632 | NS      | $219385.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          38 | NC      | $-10142.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                                                                       | Kirin Holdings Co Ltd                                                                       | CUSIP: N/A<br>LEI: 353800GBVL72LLMTYM96       | Long             | EC               | CORP              | JP        |        7900 | NS      | $114680.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co                                                       | Mauser Packaging Solutions Holding Co                                                       | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      858000 | PA      | $854066.76    | 0.20%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31999.51     | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                                                         | TE Connectivity PLC                                                                         | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |         258 | NS      | $53277.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II - Warrants                                                       | Gesher Acquisition Corp II - Warrants                                                       | CUSIP: G3852D115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2610 | NS      | $790.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $510.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellar Bancorp Inc                                                                         | Stellar Bancorp Inc                                                                         | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |        1570 | NS      | $48544.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1262.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1601.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Bird Corp                                                                              | Blue Bird Corp                                                                              | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |        1611 | NS      | $94066.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          14 | NC      | $42201.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $586.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                                                       | Axiom Intelligence Acquisition Corp 1                                                       | CUSIP: G0750N120<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        3653 | NS      | $37004.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                                  | Ventas Inc                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        1320 | NS      | $89865.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corp                                                          | Federal Agricultural Mortgage Corp                                                          | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |         273 | NS      | $57212.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                                                                     | Tower Semiconductor Ltd                                                                     | CUSIP: M87915274<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |        1538 | NS      | $90465.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE Value ETF                                                                 | iShares MSCI EAFE Value ETF                                                                 | CUSIP: 464288877<br>LEI: 549300AN74D4XJZB8Y40 | Long             | EC               | RF                | US        |       14920 | NS      | $999043.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          86 | NC      | $-910943.20   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                                                                 | Datadog Inc                                                                                 | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28979.32     | 0.01%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $1622.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-302.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                                      | Global Atlantic Fin Co                                                                      | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49232.27     | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-4537.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4310.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                  | Pfizer Inc                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       12754 | NS      | $315789.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-1                                                | Westlake Automobile Receivables Trust 2024-1                                                | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90000 | PA      | $91763.42     | 0.02%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Jena Acquisition Corp II                                                                    | Jena Acquisition Corp II                                                                    | CUSIP: G5093B121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8369 | NS      | $85865.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lakeshore Acquisition III Corp                                                              | Lakeshore Acquisition III Corp                                                              | CUSIP: G5353S103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14402 | NS      | $144740.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Financial Corp                                                                      | Textron Financial Corp                                                                      | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |      215000 | PA      | $192457.24    | 0.04%             | 2067-02-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1046.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $308.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp                                                               | FIGX Capital Acquisition Corp                                                               | CUSIP: G3473K126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1776 | NS      | $17866.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1890.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                           | Kosmos Energy Ltd                                                                           | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |      400000 | PA      | $335136.40    | 0.08%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $164.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-672.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amplitude Inc                                                                               | Amplitude Inc                                                                               | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |        1157 | NS      | $13224.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2645.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                                    | Republic of South Africa Government Bond                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    10770000 | PA      | $539716.46    | 0.13%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $73.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                                   | Seven & i Holdings Co Ltd                                                                   | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |        1000 | NS      | $12943.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banner Corp                                                                                 | Banner Corp                                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         795 | NS      | $53288.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2147.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                                | VeriSign Inc                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         677 | NS      | $185071.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10313.83     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-292.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                             | Hanesbrands Inc                                                                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |       46484 | NS      | $293314.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1170.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2670.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           8 | NC      | $822.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12893.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                                                                  | Renault SA                                                                                  | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |        1680 | NS      | $66117.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc Term Loan B2                                               | Light & Wonder International Inc Term Loan B2                                               | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |       15922 | PA      | $15927.20     | 0.00%             | 2029-04-14      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1932.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                            | Planet Fitness Master Issuer LLC                                                            | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      259875 | PA      | $249838.45    | 0.06%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CoreCivic Inc                                                                               | CoreCivic Inc                                                                               | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |        2533 | NS      | $51369.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                                                                | Freshpet Inc                                                                                | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |         436 | NS      | $24337.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1026.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-70.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-132.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                                         | Astellas Pharma Inc                                                                         | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       43500 | NS      | $477528.95    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      575000 | PA      | $551934.64    | 0.13%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-711.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                                                                        | Fuji Electric Co Ltd                                                                        | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |        1100 | NS      | $69268.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark I Acquisition Corp - Warrants                                                         | Spark I Acquisition Corp - Warrants                                                         | CUSIP: G8316B118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4233 | NS      | $890.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         475 | NS      | $347975.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-347.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                                                              | Solventum Corp                                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |        1689 | NS      | $123449.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2013-LC12                                             | Wells Fargo Commercial Mortgage Trust 2013-LC12                                             | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |        8309 | PA      | $8026.68      | 0.00%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $62406.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                                                           | Brown & Brown Inc                                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        2086 | NS      | $202237.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                            | Sumitomo Electric Industries Ltd                                                            | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |        4600 | NS      | $128841.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     5030000 | NC      | $40133.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-324.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2980.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        2937 | NS      | $241362.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                                                            | MercadoLibre Inc                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |          15 | NS      | $37093.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                                                                   | Anavex Life Sciences Corp                                                                   | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |         164 | NS      | $1580.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV - NY Reg Shares                                                             | ASML Holding NV - NY Reg Shares                                                             | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |         132 | NS      | $98025.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $73.93        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc - A Shares                                                                     | Alphabet Inc - A Shares                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        8694 | NS      | $1851039.54   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-115.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-176.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $737.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1701.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $255.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDI ABS Issuer 1 LLC                                                                        | EDI ABS Issuer 1 LLC                                                                        | CUSIP: 268332AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65000 | PA      | $63353.57     | 0.01%             | 2055-07-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        1206 | NS      | $248206.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $153.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4643.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3895000 | PA      | $3384846.30   | 0.79%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13971.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saba Capital Income & Opportunities Fund                                                    | Saba Capital Income & Opportunities Fund                                                    | CUSIP: 78518H202<br>LEI: 549300MGSUUJ7E55N746 | Long             | EC               | RF                | US        |        5486 | NS      | $45478.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guild Holdings Co                                                                           | Guild Holdings Co                                                                           | CUSIP: 40172N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3784 | NS      | $75339.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-7817.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $15111.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      150000 | PA      | $178902.41    | 0.04%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $86.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                             | IHS Holding Ltd                                                                             | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      475000 | PA      | $484703.98    | 0.11%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                                                                      | Guidewire Software Inc                                                                      | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |       15000 | PA      | $16890.00     | 0.00%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2184.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          25 | NC      | $8106.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $106.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 75B Ltd                                                          | Golub Capital Partners CLO 75B Ltd                                                          | CUSIP: 38179YAE0<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-O            | CORP              | KY        |      260000 | PA      | $260328.38    | 0.06%             | 2037-07-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6075.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                            | Planet Fitness Master Issuer LLC                                                            | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |       74438 | PA      | $75914.64     | 0.02%             | 2054-06-05      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $855.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                                                                | Bread Financial Holdings Inc                                                                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |         929 | NS      | $61490.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                               | Santander Drive Auto Receivables Trust 2024-3                                               | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $134053.70    | 0.03%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-542.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                                     | O'Reilly Automotive Inc                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |         540 | NS      | $55987.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                                                 | Corteva Inc                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |         198 | NS      | $14689.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8897.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $524.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celcuity Inc                                                                                | Celcuity Inc                                                                                | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |          58 | NS      | $2971.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                                                                    | Sunac China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       26548 | PA      | $3553.18      | 0.00%             | 2030-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          10 | NC      | $78602.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-292.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                                   | Dick's Sporting Goods Inc                                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         657 | NS      | $139809.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-612.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-175.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21988.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd                                                        | Octagon Investment Partners XXII Ltd                                                        | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250610.50    | 0.06%             | 2030-01-22      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          13 | NC      | $5008.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-55.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         174 | NC      | $38.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 74 B Ltd                                                         | Golub Capital Partners CLO 74 B Ltd                                                         | CUSIP: 38190BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |      250000 | PA      | $250914.75    | 0.06%             | 2037-07-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      290000 | PA      | $251448.83    | 0.06%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1075.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $477.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                                 | Equinix Inc                                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         120 | NS      | $94342.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                                                                 | Ardelyx Inc                                                                                 | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |         403 | NS      | $2563.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         170 | NC      | $11399.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                               | EchoStar Corp                                                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      988821 | PA      | $1064218.60   | 0.25%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                      | Roper Technologies Inc                                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         279 | NS      | $146840.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                                                       | DuPont de Nemours Inc                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       13918 | NS      | $1070572.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                                                   | Land Securities Group PLC                                                                   | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |        4254 | NS      | $31882.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $207.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Athena Issuer 2018-1 LLC                                                             | Sunrun Athena Issuer 2018-1 LLC                                                             | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |       77802 | PA      | $75414.18     | 0.02%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                                | Allegion plc                                                                                | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        1924 | NS      | $326695.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Ltd                                                                                     | ASX Ltd                                                                                     | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |         330 | NS      | $13480.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                                                                    | iShares Russell 2000 ETF                                                                    | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |         514 | NS      | $120877.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                                          | HCA Healthcare Inc                                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |          92 | NS      | $37164.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                                                              | Advantest Corp                                                                              | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |         200 | NS      | $15293.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roman DBDR Acquisition Corp II - Warrants                                                   | Roman DBDR Acquisition Corp II - Warrants                                                   | CUSIP: G7633M112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3134 | NS      | $1347.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Cooper Group Inc                                                                         | Mr Cooper Group Inc                                                                         | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       17383 | NS      | $3277216.99   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24190.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                                    | Baxter International Inc                                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       15427 | NS      | $380892.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                                                           | ARC Resources Ltd                                                                           | CUSIP: N/A<br>LEI: 5493000OCGNQZEVTDT08       | Long             | EC               | CORP              | CA        |        2500 | NS      | $48112.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                                                                | Adtalem Global Education Inc                                                                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |         522 | NS      | $68355.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1406.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd                                                                              | MakeMyTrip Ltd                                                                              | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |       10000 | PA      | $10592.60     | 0.00%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE3 Mortgage Trust                                                              | COMM 2012-CCRE3 Mortgage Trust                                                              | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104026 | PA      | $99086.48     | 0.02%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      115000 | PA      | $115836.17    | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd                                                          | Credo Technology Group Holding Ltd                                                          | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         404 | NS      | $49714.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals PLC                                                                  | Avadel Pharmaceuticals PLC                                                                  | CUSIP: G29687103<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |         180 | NS      | $2656.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                                                  | Stride Inc                                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |         218 | NS      | $35575.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bahamas Government International Bond                                                       | Bahamas Government International Bond                                                       | CUSIP: P06518AL1<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      200000 | PA      | $206716.00    | 0.05%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $804.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vera Therapeutics Inc                                                                       | Vera Therapeutics Inc                                                                       | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         102 | NS      | $2207.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        1480 | NS      | $334672.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                                                                         | Barrick Mining Corp                                                                         | CUSIP: N/A<br>LEI: 0O4KBQCJZX82UKGCBV73       | Long             | EC               | CORP              | CA        |       13355 | NS      | $356204.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition Corp                                                          | Newbury Street II Acquisition Corp                                                          | CUSIP: G6439S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18513 | NS      | $191424.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18455.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                                              | Recordati Industria Chimica e Farmaceutica SpA                                              | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |         989 | NS      | $61148.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Integra LifeSciences Holdings Corp                                                          | Integra LifeSciences Holdings Corp                                                          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |        4030 | NS      | $60973.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                                                          | Franco-Nevada Corp                                                                          | CUSIP: N/A<br>LEI: 98450064C1B5D3E94864       | Long             | EC               | CORP              | CA        |        1200 | NS      | $226159.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                                                                          | Champion Homes Inc                                                                          | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1716 | NS      | $129489.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M87883CZ1<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      275000 | PA      | $53748.75     | 0.01%             | 2020-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2203.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $93.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $147.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                          | Johnson Controls International plc                                                          | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |        1770 | NS      | $189195.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                                                | Discovery Communications LLC                                                                | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       35000 | PA      | $27239.45     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |         696 | NS      | $82830.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47427.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                                   | Republic of Uzbekistan International Bond                                                   | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      300000 | PA      | $318965.68    | 0.07%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          52 | NC      | $-28508.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Trust II                                                         | BlackRock Municipal Income Trust II                                                         | CUSIP: 09249N101<br>LEI: 17UVWS2OK706BUPLKK60 | Long             | EC               | RF                | US        |        9761 | NS      | $97219.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc                                                | Charles River Laboratories International Inc                                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        2491 | NS      | $406805.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-426.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                              | Salesforce Inc                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        1124 | NS      | $288025.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Government International Bond                                                       | Turkiye Government International Bond                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |      475000 | PA      | $561438.32    | 0.13%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-142.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           6 | NC      | $23761.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                                                          | Rithm Capital Corp                                                                          | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |        4084 | NS      | $50559.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Operating LLC                                                             | Permian Resources Operating LLC                                                             | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |        3000 | PA      | $7731.98      | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                              | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      795000 | PA      | $579991.30    | 0.13%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp                               | Calumet Specialty Products Partners LP / Calumet Finance Corp                               | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      492000 | PA      | $494899.36    | 0.12%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| EQT Corp                                                                                    | EQT Corp                                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        2090 | NS      | $108345.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-96.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1021.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-113.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Water Acquisition Corp III                                                             | Blue Water Acquisition Corp III                                                             | CUSIP: G1368E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9794 | NS      | $97450.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                                                  | Zoetis Inc                                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        1178 | NS      | $184239.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                                                                 | Maximus Inc                                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |        1118 | NS      | $98294.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-3788.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                                       | Australia & New Zealand Banking Group Ltd/New York NY                                       | CUSIP: 05253JAY7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      410000 | PA      | $410437.72    | 0.10%             | 2025-10-03      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                  | Biogen Inc                                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        3885 | NS      | $513674.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-735.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |         694 | NS      | $139952.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                                                  | Loews Corp                                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        2145 | NS      | $207636.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-1674.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aramark Services Inc                                                                        | Aramark Services Inc                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15000 | PA      | $15003.15     | 0.00%             | 2028-04-06      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        5048 | NS      | $570272.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311W101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      184607 | NS      | $-3280466.39  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                                                         | Ollie's Bargain Outlet Holdings Inc                                                         | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |         345 | NS      | $43759.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos Inc                                                                       | Bausch Health Cos Inc                                                                       | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      155000 | PA      | $139887.50    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                                | Connecticut Avenue Securities Trust 2022-R06                                                | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       44676 | PA      | $45583.31     | 0.01%             | 2042-05-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                                                          | IQVIA Holdings Inc                                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        2370 | NS      | $452219.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11668.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12015.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                                 | Bouygues SA                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        2171 | NS      | $93099.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |         405 | NS      | $23441.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          42 | NC      | $-48446.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CAR Group Ltd                                                                               | CAR Group Ltd                                                                               | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |        1163 | NS      | $30677.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $924.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III - Warrants                                                      | NewHold Investment Corp III - Warrants                                                      | CUSIP: G6486E110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2268 | NS      | $589.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2011-C4                                                     | WFRBS Commercial Mortgage Trust 2011-C4                                                     | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530573 | PA      | $513329.29    | 0.12%             | 2044-06-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1902.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $4760.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                                                | Iberdrola SA                                                                                | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |        5455 | NS      | $102832.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1356.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp III Ltd                                                 | CSLM Digital Asset Acquisition Corp III Ltd                                                 | CUSIP: G2584S135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3095 | NS      | $31135.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                               | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      120000 | PA      | $143570.66    | 0.03%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                                                             | iHeartMedia Inc                                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4361 | NS      | $9288.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $-15514.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     1300000 | OU      | $4435.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $4794.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1615.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        5617 | NS      | $2846077.73   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                                                      | Akero Therapeutics Inc                                                                      | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |         138 | NS      | $6448.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                            | Interpublic Group of Cos Inc/The                                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       63228 | NS      | $1697039.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                                                         | PAR Technology Corp                                                                         | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |         419 | NS      | $21444.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $74.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-939.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                     | GSK PLC                                                                                     | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |        5318 | NS      | $105084.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Evergrande Group                                                                      | China Evergrande Group                                                                      | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $2750.00      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           9 | NC      | $23025.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                   | HA Sustainable Infrastructure Capital Inc                                                   | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |        1072 | NS      | $30273.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                                                   | Jackson Acquisition Co II                                                                   | CUSIP: G4992A110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4474 | NS      | $46305.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-987.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1422.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City Office REIT Inc                                                                        | City Office REIT Inc                                                                        | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               | CORP              | US        |       12400 | NS      | $308760.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                                                          | Expand Energy Corp                                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        2520 | NS      | $243885.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                                                                 | Trimble Inc                                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |         352 | NS      | $28448.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           3 | NC      | $8133.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-744.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Praxis Precision Medicines Inc                                                              | Praxis Precision Medicines Inc                                                              | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          36 | NS      | $1639.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          32 | NC      | $4945.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2646.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                                         | PayPal Holdings Inc                                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        4504 | NS      | $316135.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2567.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      475000 | PA      | $469170.94    | 0.11%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                             | Permian Resources Operating LLC                                                             | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       84000 | PA      | $85569.04     | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Graf Global Corp - Warrants                                                                 | Graf Global Corp - Warrants                                                                 | CUSIP: G4036C122<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2229 | NS      | $623.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          25 | NC      | $51262.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust 2005-AR11                                                  | IndyMac INDX Mortgage Loan Trust 2005-AR11                                                  | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265138 | PA      | $195535.92    | 0.05%             | 2035-08-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                                | Chevron Corp                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2091 | NS      | $335814.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                                                 | Swedish Orphan Biovitrum AB                                                                 | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |        2001 | NS      | $60781.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2003-A                                                | SLM Private Credit Student Loan Trust 2003-A                                                | CUSIP: 78443CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $49955.60     | 0.01%             | 2032-06-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        2248 | NS      | $375708.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-58.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                           | Eversource Energy                                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        2048 | NS      | $131215.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $546.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                             | WW Grainger Inc                                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |          35 | NS      | $35472.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-939.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        1214 | NS      | $313284.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                                                 | Simmons First National Corp                                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |        3158 | NS      | $65623.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-15331.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                                                                 | Incyte Corp                                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        3386 | NS      | $286489.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-174.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-57.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOI Finance BV                                                                              | BOI Finance BV                                                                              | CUSIP: N/A<br>LEI: 724500ZH3H2YACBUNF38       | Long             | DBT              | CORP              | NL        |      525000 | PA      | $627392.18    | 0.15%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-394.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                                                                    | Sunac China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       18607 | PA      | $2414.63      | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          55 | NC      | $1708.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           2 | NC      | $16.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                                                | Danaher Corp                                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        1027 | NS      | $211377.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| College Ave Student Loans 2021-A LLC                                                        | College Ave Student Loans 2021-A LLC                                                        | CUSIP: 19424KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       45815 | PA      | $44078.24     | 0.01%             | 2051-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      318792 | PA      | $268751.23    | 0.06%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                      | HP Inc                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        2204 | NS      | $62902.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp - Warrants                                                                        | Slam Corp - Warrants                                                                        | CUSIP: G8210L121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6312 | NS      | $31.56        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                                                     | Sea Ltd                                                                                     | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |        6000 | PA      | $12357.00     | 0.00%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dynavax Technologies Corp                                                                   | Dynavax Technologies Corp                                                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |         211 | NS      | $2135.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M6S21BAT0<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      225000 | PA      | $43987.50     | 0.01%             | 2028-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2330.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29864.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |         786 | NS      | $41092.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                           | SMBC Aviation Capital Finance DAC                                                           | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $204896.12    | 0.05%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-131.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Piedmont Realty Trust Inc                                                                   | Piedmont Realty Trust Inc                                                                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8385 | NS      | $71020.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                                  | Fiserv Inc                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        2244 | NS      | $310075.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           2 | NC      | $4372.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1418.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carval Clo X-C Ltd                                                                          | Carval Clo X-C Ltd                                                                          | CUSIP: 146918AC1<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-O            | CORP              | KY        |      260000 | PA      | $260788.84    | 0.06%             | 2037-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| GMS Inc                                                                                     | GMS Inc                                                                                     | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |        1195 | NS      | $131366.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-596.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                                                 | Paychex Inc                                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        1136 | NS      | $158420.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $1774.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                                                   | UY Scuti Acquisition Corp                                                                   | CUSIP: G93Y0A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2169 | NS      | $21939.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                                                               | Pinterest Inc                                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         926 | NS      | $33919.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                                                                 | Makita Corp                                                                                 | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |        3200 | NS      | $108036.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                            | Booz Allen Hamilton Holding Corp                                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |         465 | NS      | $50554.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3705.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley PLC                                                                                 | Beazley PLC                                                                                 | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |        1312 | NS      | $13889.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |         835 | NS      | $261805.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-68.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $1158.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $86.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                                                              | Daifuku Co Ltd                                                                              | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |        3400 | NS      | $107012.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $166.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                                         | Benin Government International Bond                                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      400000 | PA      | $394164.94    | 0.09%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                                                        | Cracker Barrel Old Country Store Inc                                                        | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |         793 | NS      | $47437.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                                                       | Dell Technologies Inc                                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        1184 | NS      | $144625.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $106.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-6451.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        3312 | NS      | $161724.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       65000 | PA      | $66038.57     | 0.02%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                                | Reliance Inc                                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         317 | NS      | $93724.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $8500.00      | 0.00%             | 2025-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2272.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                                                    | MSCI Inc                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |          31 | NS      | $17599.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          22 | NC      | $-40010.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VOLT XCIV LLC                                                                               | VOLT XCIV LLC                                                                               | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         840 | PA      | $840.09       | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XXV Ltd                                                                    | Sixth Street CLO XXV Ltd                                                                    | CUSIP: 83011VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250892.25    | 0.06%             | 2037-07-24      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                                                                | Oxley Bridge Acquisition Ltd                                                                | CUSIP: G6858G107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        9052 | NS      | $89886.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                                          | Limak Cimento Sanayi ve Ticaret AS                                                          | CUSIP: M67729AB5<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |      450000 | PA      | $467354.99    | 0.11%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |         533 | NS      | $42890.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                                                           | Brown & Brown Inc                                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25482.11     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $256.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardian Pharmacy Services Inc                                                              | Guardian Pharmacy Services Inc                                                              | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         971 | NS      | $25653.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                                                          | Mativ Holdings Inc                                                                          | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |        2855 | NS      | $35887.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                                                                  | Phinia Inc                                                                                  | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |        1108 | NS      | $64795.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                                                                   | Scholar Rock Holding Corp                                                                   | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |         492 | NS      | $16063.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-985.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-752.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                                  | Chipotle Mexican Grill Inc                                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         932 | NS      | $39274.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-1                                                | Westlake Automobile Receivables Trust 2024-1                                                | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35000 | PA      | $35347.48     | 0.01%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                               | AIA Group Ltd                                                                               | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |        1600 | NS      | $15206.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RingCentral Inc                                                                             | RingCentral Inc                                                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |        1729 | NS      | $52751.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                                 | NVIDIA Corp                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       18972 | NS      | $3304542.96   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviation Capital Group LLC                                                                  | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      210000 | PA      | $223767.93    | 0.05%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLETE Inc                                                                                  | ALLETE Inc                                                                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |        1822 | NS      | $116881.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                                                          | Remitly Global Inc                                                                          | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3962 | NS      | $73415.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                                     | UDR Inc                                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |        1430 | NS      | $56585.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                                                  | Carvana Co                                                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         127 | NS      | $47233.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                                                                | FactSet Research Systems Inc                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         461 | NS      | $172100.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                                                    | UGI Corp                                                                                    | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |        4000 | PA      | $5285.60      | 0.00%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1809.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $992.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           7 | NC      | $-4466.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                                                  | Asics Corp                                                                                  | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |         600 | NS      | $16128.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2561.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd                                                        | Pershing Square Tontine Holdings Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         977 | NS      | $293.10       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Egypt Government International Bond                                                         | Egypt Government International Bond                                                         | CUSIP: M1487WDG7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      400000 | PA      | $381764.20    | 0.09%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Veracyte Inc                                                                                | Veracyte Inc                                                                                | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |         156 | NS      | $4733.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morocco Government International Bond                                                       | Morocco Government International Bond                                                       | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      775000 | PA      | $922403.29    | 0.21%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                                        | Zambia Government International Bond                                                        | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      208926 | PA      | $139931.82    | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Iron Horse Acquisitions Corp - Warrants                                                     | Iron Horse Acquisitions Corp - Warrants                                                     | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |        4699 | NS      | $234.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                                                                | Yuzhou Group Holdings Co Ltd                                                                | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |      400000 | PA      | $27600.00     | 0.01%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liquidia Corp                                                                               | Liquidia Corp                                                                               | CUSIP: 53635D202<br>LEI: 549300O826O5VQJTG707 | Long             | EC               | CORP              | US        |         128 | NS      | $3543.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $65.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1236.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                                                                  | Masco Corp                                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        1680 | NS      | $123295.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Finance US LLC                                                                       | Amrize Finance US LLC                                                                       | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76097.72     | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                                    | Molson Coors Beverage Co                                                                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        1807 | NS      | $91235.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-303.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           4 | NC      | $-1035.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $286.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Oak Acquisition Corp V - Warrants                                                      | Live Oak Acquisition Corp V - Warrants                                                      | CUSIP: G5509P110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2350 | NS      | $989.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amicus Therapeutics Inc                                                                     | Amicus Therapeutics Inc                                                                     | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |        2265 | NS      | $17191.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1016.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                                          | VCAT 2025-NPL3 LLC                                                                          | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108025 | PA      | $108492.40    | 0.03%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-1013.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                                             | Caterpillar Inc                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         832 | NS      | $348641.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                                                         | MTU Aero Engines AG                                                                         | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |         324 | NS      | $144396.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $160.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                               | DR Horton Inc                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         396 | NS      | $67114.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toorak Mortgage Trust 2024-RRTL1                                                            | Toorak Mortgage Trust 2024-RRTL1                                                            | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $261450.23    | 0.06%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9665.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $266.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                          | Ally Financial Inc                                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |        1996 | NS      | $81935.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                                    | Visa Inc                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        1699 | NS      | $597674.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6832.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                                   | Argenx SE                                                                                   | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |          80 | NS      | $56960.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          20 | NC      | $-4256.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-103.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Treasury Bill                                                                      | Canadian Treasury Bill                                                                      | CUSIP: 1350Z7DX9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    11300000 | PA      | $8212504.46   | 1.91%             | 2025-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                       | Camden Property Trust                                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        1307 | NS      | $146357.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                                                               | AppLovin Corp                                                                               | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      210000 | PA      | $214348.40    | 0.05%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          16 | NC      | $24158.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                                                              | Starbucks Corp                                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |         561 | NS      | $49474.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                                           | EOG Resources Inc                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        1821 | NS      | $227297.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                                               | Dynatrace Inc                                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        2059 | NS      | $104185.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8464.00      | 0.00%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-196.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $10005.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         450 | NS      | $183046.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp                                                                 | American Honda Finance Corp                                                                 | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      395000 | PA      | $397999.13    | 0.09%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-456.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        6511 | NS      | $287981.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        4739 | NS      | $138426.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                                                      | BERTO ACQUISITION CORP                                                                      | CUSIP: G1051H127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1567 | NS      | $16688.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $59.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                                                  | ResMed Inc                                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         573 | NS      | $157294.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          15 | NC      | $19059.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14154.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                       | Quikrete Holdings Inc                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      155000 | PA      | $159859.41    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1230.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                                                           | Everest Group Ltd                                                                           | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         178 | NS      | $60854.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Mortgage 2005-A Trust                                                       | Banc of America Mortgage 2005-A Trust                                                       | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6236 | PA      | $6057.67      | 0.00%             | 2035-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                             | Fair Isaac Corp                                                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101341.80    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $8500.00      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1273.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-201.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp - A Shares                                                                         | Fox Corp - A Shares                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        3146 | NS      | $187816.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-423.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                                       | Hungary Government International Bond                                                       | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      775000 | PA      | $794798.68    | 0.18%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Hawaiian Inc                                                                          | First Hawaiian Inc                                                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |        2266 | NS      | $58802.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3362.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                              | Cloudflare Inc                                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |         401 | NS      | $83692.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivables Trust 2023-4                                                | Westlake Automobile Receivables Trust 2023-4                                                | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $114769.99    | 0.03%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-299.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co               | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co               | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $140461.92    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          15 | NC      | $-820.95      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                                                                  | Corpay Inc                                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         629 | NS      | $204846.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                                                                 | Arcellx Inc                                                                                 | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          73 | NS      | $5065.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | XX        |    27500000 | PA      | $315216.43    | 0.07%             | 2029-07-22      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Cantaloupe Inc                                                                              | Cantaloupe Inc                                                                              | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |       23659 | NS      | $257173.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                                                      | Darden Restaurants Inc                                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         872 | NS      | $180451.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                                                                       | Beam Therapeutics Inc                                                                       | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         201 | NS      | $3288.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                                                      | Greenbrier Cos Inc/The                                                                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |        1119 | NS      | $52178.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                                                                 | GoDaddy Inc                                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        1253 | NS      | $185832.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1944.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2341.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-866.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                                | Stryker Corp                                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |         342 | NS      | $133862.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $823.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                               | Universal Health Services Inc                                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         355 | NS      | $64460.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                                                                        | Galp Energia SGPS SA                                                                        | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |       16142 | NS      | $313765.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                                                               | Colombian TES                                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5265000000 | PA      | $1397767.49   | 0.33%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                                   | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                                   | CUSIP: 590219AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1192 | PA      | $1166.11      | 0.00%             | 2036-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           5 | NC      | $174.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $106.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                                 | Cummins Inc                                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         408 | NS      | $162563.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   200000000 | NC      | $1761.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archimedes Tech SPAC Partners II Co - Warrants                                              | Archimedes Tech SPAC Partners II Co - Warrants                                              | CUSIP: G04537125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3231 | NS      | $1001.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1640.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 12 Ltd                                                                     | Silver Point CLO 12 Ltd                                                                     | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250000.00    | 0.06%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                   | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                   | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56121.84     | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $112.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                                                    | Willis Towers Watson PLC                                                                    | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |         194 | NS      | $63397.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust 2004-5                                                         | MASTR Alternative Loan Trust 2004-5                                                         | CUSIP: 576434RF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8425 | PA      | $8511.15      | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      395000 | PA      | $399588.92    | 0.09%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                                          | CCL Industries Inc                                                                          | CUSIP: N/A<br>LEI: 549300TD3EMSRRC0YH75       | Long             | EC               | CORP              | CA        |        1300 | NS      | $77876.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-416.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post CLO 2023-1 Ltd                                                                         | Post CLO 2023-1 Ltd                                                                         | CUSIP: 73743CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250125.25    | 0.06%             | 2036-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                              | WSP Global Inc                                                                              | CUSIP: N/A<br>LEI: 549300IQ87LU6X6ERQ78       | Long             | EC               | CORP              | CA        |         700 | NS      | $142553.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                                                                | Wingstop Inc                                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |          39 | NS      | $12796.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                                                                        | Jacobs Solutions Inc                                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1375 | NS      | $201066.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $2266.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                                                                | Oxley Bridge Acquisition Ltd                                                                | CUSIP: G6858G123<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        4173 | NS      | $41771.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         277 | NS      | $163441.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeo Energy Corp - Warrants                                                                  | Zeo Energy Corp - Warrants                                                                  | CUSIP: 98944F117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         524 | NS      | $34.58        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-5872.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1688.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                                                        | Kaiser Aluminum Corp                                                                        | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1530 | NS      | $119141.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1869.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $419.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      175000 | PA      | $204372.64    | 0.05%             | 2031-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                                 | Avolon Holdings Funding Ltd                                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       45000 | PA      | $46214.50     | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Harrow Inc                                                                                  | Harrow Inc                                                                                  | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          64 | NS      | $2496.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                                               | Carnival Corp                                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       11402 | NS      | $363609.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $441.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      575000 | PA      | $514998.75    | 0.12%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Marcus & Millichap Inc                                                                      | Marcus & Millichap Inc                                                                      | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |        1354 | NS      | $44126.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1380.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2024-2                                        | Bridgecrest Lending Auto Securitization Trust 2024-2                                        | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $123890.30    | 0.03%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                                    | Ameriprise Financial Inc                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |          30 | NS      | $15444.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                                                             | SiriusPoint Ltd                                                                             | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |        2317 | NS      | $43374.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-801.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cartesian Growth Corp II - Warrants                                                         | Cartesian Growth Corp II - Warrants                                                         | CUSIP: G19305120<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         781 | NS      | $117.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                                                | United Airlines Holdings Inc                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         279 | NS      | $29295.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $501.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      235000 | PA      | $102957.63    | 0.02%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19756.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                                    | NIKE Inc                                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        1481 | NS      | $114584.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1600000 | OU      | $30739.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                                                | Yinson Boronia Production BV                                                                | CUSIP: N/A<br>LEI: 5493007X12FTT746N678       | Long             | DBT              | CORP              | NL        |      392436 | PA      | $428232.44    | 0.10%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                      | Colombia Government International Bond                                                      | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      425000 | PA      | $379894.75    | 0.09%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        1149 | NS      | $356040.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $496.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80562.70     | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         108 | NC      | $-35875.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                                        | Kingston Airport Revenue Finance Ltd                                                        | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $412604.00    | 0.10%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSL Ltd                                                                                     | CSL Ltd                                                                                     | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |          50 | NS      | $6955.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc - C Shares                                                                 | Zillow Group Inc - C Shares                                                                 | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |         638 | NS      | $53789.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $94441.31     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ProAssurance Corp                                                                           | ProAssurance Corp                                                                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       49806 | NS      | $1185880.86   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56031.48     | 0.01%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-2 Class B Pass Through Trust                                           | United Airlines 2016-2 Class B Pass Through Trust                                           | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97635 | PA      | $97425.77     | 0.02%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $803.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                                   | Woodside Energy Group Ltd                                                                   | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |        1979 | NS      | $34113.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightwave Acquisition Corp                                                                  | Lightwave Acquisition Corp                                                                  | CUSIP: G5490M118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10284 | NS      | $103251.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                                      | Mercedes-Benz Group AG                                                                      | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        2903 | NS      | $181684.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 Capital Clo 4 Ltd                                                                        | 37 Capital Clo 4 Ltd                                                                        | CUSIP: 883932AU9<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-O            | CORP              | KY        |      255000 | PA      | $254413.76    | 0.06%             | 2035-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                                       | Angolan Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      675000 | PA      | $639751.99    | 0.15%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                               | AppLovin Corp                                                                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86931.32     | 0.02%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic Digital Acquisition Co                                                             | Republic Digital Acquisition Co                                                             | CUSIP: G7515A111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1567 | NS      | $16375.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVe Mobility Acquisition Corp - Warrants                                                    | EVe Mobility Acquisition Corp - Warrants                                                    | CUSIP: G3218G117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1847 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         360 | NS      | $69472.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                                                 | CDW Corp/DE                                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         434 | NS      | $71505.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                                                          | ADMA Biologics Inc                                                                          | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         470 | NS      | $8112.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-892.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                                    | LKQ Corp                                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        4956 | NS      | $161664.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          18 | NC      | $167640.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust 2021-NRD                                                                          | BPR Trust 2021-NRD                                                                          | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $133783.58    | 0.03%             | 2038-12-15      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7272.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        7635 | NS      | $223629.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Funding Inc                                                                         | Avantor Funding Inc                                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39367.48     | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                                                             | Sumitomo Mitsui Trust Group Inc                                                             | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |        3800 | NS      | $108144.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1158.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-2097.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                                                            | Radian Group Inc                                                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |        1993 | NS      | $69515.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           8 | NC      | $-8808.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                                | DoorDash Inc                                                                                | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10780.00     | 0.00%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                                                                      | SCREEN Holdings Co Ltd                                                                      | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |         400 | NS      | $30236.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp II - Rights                                                  | Spring Valley Acquisition Corp II - Rights                                                  | CUSIP: G83752132<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1102 | NS      | $353.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17200.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $553.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-980.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      151000 | PA      | $151510.53    | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Merus NV                                                                                    | Merus NV                                                                                    | CUSIP: N5749R100<br>LEI: 549300W8GPUWU8QNU293 | Long             | EC               | CORP              | NL        |         301 | NS      | $19817.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      175000 | PA      | $34146.00     | 0.01%             | 2027-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2020-ATrust                                                  | SoFi Professional Loan Program 2020-ATrust                                                  | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $140091.44    | 0.03%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                                                    | Digital Realty Trust Inc                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        1048 | NS      | $175686.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           8 | NC      | $3093.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                                              | Air Lease Corp                                                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |         879 | NS      | $52924.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         548 | NS      | $34450.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $532.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2425.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                                       | Costco Wholesale Corp                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |          17 | NS      | $16036.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                                                                | Techtronic Industries Co Ltd                                                                | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       12857 | NS      | $166271.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5311.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                                              | JB Hunt Transport Services Inc                                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        1503 | NS      | $217919.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-239.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11890.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                           | IGM Financial Inc                                                                           | CUSIP: N/A<br>LEI: 254900RYHLVJNTUFDA95       | Long             | EC               | CORP              | CA        |         700 | NS      | $25097.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                                                         | Eastman Chemical Co                                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        2955 | NS      | $207854.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-2715.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-815.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $75.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transnet/South Africa                                                                       | Transnet/South Africa                                                                       | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |      700000 | PA      | $734870.98    | 0.17%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       11354 | NS      | $256259.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $3688.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-1236.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-849.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2150000 | OU      | $-21378.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3765.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-620.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        9757 | NS      | $2264989.98   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| OWN Equipment Fund I LLC                                                                    | OWN Equipment Fund I LLC                                                                    | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       87945 | PA      | $89443.79     | 0.02%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $172.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-651.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1623.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indivior PLC                                                                                | Indivior PLC                                                                                | CUSIP: G4766E116<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |         239 | NS      | $5802.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iLearningEngines Holdings Inc - Warrants                                                    | iLearningEngines Holdings Inc - Warrants                                                    | CUSIP: 45175Q114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1824 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cidara Therapeutics Inc                                                                     | Cidara Therapeutics Inc                                                                     | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Long             | EC               | CORP              | US        |          34 | NS      | $2223.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $213.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                                    | Brazil Notas do Tesouro Nacional Serie F                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1970000 | PA      | $316811.80    | 0.07%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                               | Snowflake Inc                                                                               | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       11000 | PA      | $18012.50     | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         171 | NC      | $249.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                    | Avis Budget Rental Car Funding AESOP LLC                                                    | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $104987.88    | 0.02%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                        | Extended Stay America Trust 2021-ESH                                                        | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102108 | PA      | $102106.65    | 0.02%             | 2038-07-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1284.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-11.27       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                                                                      | CACI International Inc                                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         126 | NS      | $60444.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc - Contingent Value Rights                                                       | ABIOMED Inc - Contingent Value Rights                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         692 | NS      | $1107.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lockheed Martin Corp                                                                        | Lockheed Martin Corp                                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         515 | NS      | $234649.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                                              | Blackstone Inc                                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        1275 | NS      | $218535.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                                                 | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        1731 | NS      | $119148.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21619.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2188.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          68 | NC      | $-6378.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1785.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |        6980 | NS      | $43943.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-132.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-539.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                                       | Daiichi Sankyo Co Ltd                                                                       | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |       14200 | NS      | $339545.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-109.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32554.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $581.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                                                   | CARTESIAN GROWTH CORP III                                                                   | CUSIP: G19307118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2069 | NS      | $21000.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                                  | Dexcom Inc                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        1346 | NS      | $101407.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-412.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-901.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas Inc                                                                      | Northern Oil & Gas Inc                                                                      | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12066.00     | 0.00%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          37 | NC      | $95.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $95.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |         501 | NS      | $8922.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      275000 | PA      | $297203.20    | 0.07%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                           | Upbound Group Inc                                                                           | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |        3683 | NS      | $93585.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Financing BV Term Loan B                                                            | Flutter Financing BV Term Loan B                                                            | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      100000 | PA      | $99625.00     | 0.02%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3751.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                                              | Galaxy Entertainment Group Ltd                                                              | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |       15000 | NS      | $79522.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Holdings Inc Term Loan B                                                            | Novelis Holdings Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300ZJQN1PEAT42X90       | Long             | LON              | CORP              | US        |      119700 | PA      | $119886.73    | 0.03%             | 2032-02-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| PJT Partners Inc                                                                            | PJT Partners Inc                                                                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |         440 | NS      | $78760.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7010.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                                                | VAT Group AG                                                                                | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |          42 | NS      | $13735.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1958.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axsome Therapeutics Inc                                                                     | Axsome Therapeutics Inc                                                                     | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |         263 | NS      | $31896.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28232.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       40000 | PA      | $26950.00     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Maywood Acquisition Corp                                                                    | Maywood Acquisition Corp                                                                    | CUSIP: G6001J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1411 | NS      | $14321.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $422.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlantic Union Bankshares Corp                                                              | Atlantic Union Bankshares Corp                                                              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1794 | NS      | $64099.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1455.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc - A Shares                                                    | Interactive Brokers Group Inc - A Shares                                                    | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        1467 | NS      | $91306.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                                                 | Invesco Ltd                                                                                 | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |         177 | NS      | $3874.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-835.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-1                                                | Westlake Automobile Receivables Trust 2025-1                                                | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102019.36    | 0.02%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      310000 | PA      | $262294.57    | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                                  | NetApp Inc                                                                                  | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67298.78     | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                                                                  | Denso Corp                                                                                  | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |        5700 | NS      | $81678.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intapp Inc                                                                                  | Intapp Inc                                                                                  | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         605 | NS      | $27823.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-387.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-72.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1001.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CO2 Energy Transition Corp                                                                  | CO2 Energy Transition Corp                                                                  | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       46099 | NS      | $466521.88    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EGH Acquisition Corp                                                                        | EGH Acquisition Corp                                                                        | CUSIP: G2946P126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1557 | NS      | $15850.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                                          | Coterra Energy Inc                                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        1586 | NS      | $38761.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                                        | 1011778 BC ULC / New Red Finance Inc                                                        | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19028.53     | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-61.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                                                    | KLA Corp                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |          33 | NS      | $28776.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $758.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                                                             | Macerich Co/The                                                                             | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |        3816 | NS      | $70214.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                                                           | Iron Mountain Inc                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52323.42     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                                                  | Amneal Pharmaceuticals Inc                                                                  | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |         285 | NS      | $2724.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                                                                | Apollo Global Management Inc                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |         741 | NS      | $100946.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-132.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3858.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                                        | Western Digital Corp                                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        5736 | NS      | $460830.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1073.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                                                         | TG Therapeutics Inc                                                                         | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |         305 | NS      | $8945.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp - A Shares                                                                        | News Corp - A Shares                                                                        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        2247 | NS      | $66084.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                                                    | Pan American Silver Corp                                                                    | CUSIP: N/A<br>LEI: 549300MKTF5851TYIB83       | Long             | EC               | CORP              | CA        |        3300 | NS      | $111950.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $592.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2708.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4819.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARS Pharmaceuticals Inc                                                                     | ARS Pharmaceuticals Inc                                                                     | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         108 | NS      | $1254.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                                                              | Wesfarmers Ltd                                                                              | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |        1723 | NS      | $103205.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12297.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Soleno Therapeutics Inc                                                                     | Soleno Therapeutics Inc                                                                     | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |         262 | NS      | $17729.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-1085.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1075.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           6 | NC      | $9029.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                                                                    | Dave Inc                                                                                    | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          54 | NS      | $11513.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                                                  | Neurocrine Biosciences Inc                                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        1687 | NS      | $235505.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-541.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $7883.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Inc                                                                    | Allison Transmission Inc                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       75000 | PA      | $69220.08     | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                                                              | Five Below Inc                                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |         152 | NS      | $22055.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                                                     | EXOR NV                                                                                     | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |         209 | NS      | $20945.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                                   | AvalonBay Communities Inc                                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        1327 | NS      | $259892.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1955.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                               | Medtronic PLC                                                                               | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        1088 | NS      | $100977.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         108 | NC      | $2770.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xperi Inc                                                                                   | Xperi Inc                                                                                   | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6255 | NS      | $37530.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                                                            | InterDigital Inc                                                                            | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3000 | PA      | $10552.29     | 0.00%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      209000 | PA      | $199559.54    | 0.05%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-4750.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1620.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Inc/Japan                                                                       | Trend Micro Inc/Japan                                                                       | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |         800 | NS      | $42399.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                          | Leviathan Bond Ltd                                                                          | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |      625000 | PA      | $622500.00    | 0.14%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                                                                    | ICON PLC                                                                                    | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |         335 | NS      | $59609.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc                                                                  | Select Water Solutions Inc                                                                  | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |        4186 | NS      | $35664.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                                    | MSCI Inc                                                                                    | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84319.66     | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        3516 | NS      | $165884.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-106.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                                                    | eBay Inc                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        3187 | NS      | $288774.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-1213.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-376.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                                   | Chubb Ltd                                                                                   | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        1424 | NS      | $391699.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                                         | Dominion Energy Inc                                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |         869 | NS      | $52053.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                                                  | Fluor Corp                                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |         896 | NS      | $36753.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $133.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shelf Drilling Holdings Ltd                                                                 | Shelf Drilling Holdings Ltd                                                                 | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |      557000 | PA      | $581552.56    | 0.14%             | 2029-04-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                                                             | Seagate Technology Holdings PLC                                                             | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |         943 | NS      | $157858.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                                                     | Consolidated Edison Inc                                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |         479 | NS      | $47052.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Atlantic Fin Co                                                                      | Global Atlantic Fin Co                                                                      | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       85000 | PA      | $76759.10     | 0.02%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3021.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Inc                                                                               | Blackrock Inc                                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |          84 | NS      | $94679.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          30 | NC      | $-4278.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-191.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc                                                                           | Disc Medicine Inc                                                                           | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         318 | NS      | $18967.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-660.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-327.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-181.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                                                   | Hikma Pharmaceuticals PLC                                                                   | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |        5245 | NS      | $126709.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Ltd                                                                 | Zhenro Properties Group Ltd                                                                 | CUSIP: N/A<br>LEI: 549300I66TVJEL841P38       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $378.00       | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1790.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1011.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAFL 2023-RTL1 Issuer LLC                                                                   | CAFL 2023-RTL1 Issuer LLC                                                                   | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100565.79    | 0.02%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Grocery Outlet Holding Corp                                                                 | Grocery Outlet Holding Corp                                                                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3711 | NS      | $67206.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-852.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2820000 | PA      | $2807841.49   | 0.65%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9291.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2885.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                                   | Aflac Inc                                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        1203 | NS      | $128552.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Inc Term Loan B5                                                                      | IQVIA Inc Term Loan B5                                                                      | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | LON              | CORP              | US        |       74650 | PA      | $75000.05     | 0.02%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                                         | Chile Government International Bond                                                         | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $119120.00    | 0.03%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $125.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp                                                                   | California Resources Corp                                                                   | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      127000 | PA      | $126581.26    | 0.03%             | 2026-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                                | Navient Corp                                                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |        4324 | NS      | $59282.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $1338.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust 2024-1                                            | GoodLeap Home Improvement Solutions Trust 2024-1                                            | CUSIP: 381935AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86517 | PA      | $89071.79     | 0.02%             | 2046-10-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-846.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-511.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                                                                     | Kymera Therapeutics Inc                                                                     | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         528 | NS      | $21753.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                                                       | TransMedics Group Inc                                                                       | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |         225 | NS      | $25866.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $1279.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          11 | NC      | $627.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                                  | NetApp Inc                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        1027 | NS      | $115835.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-3109.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                                               | Coherent Corp                                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |         372 | NS      | $33654.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                                            | Exxon Mobil Corp                                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        3151 | NS      | $360127.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisition Corp                                                      | Oyster Enterprises II Acquisition Corp                                                      | CUSIP: G6861F120<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5227 | NS      | $53263.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-536.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd - Escrow                                               | Pershing Square Tontine Holdings Ltd - Escrow                                               | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3910 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-337.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $-20263.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                       | Helmerich & Payne Inc                                                                       | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      295000 | PA      | $283750.61    | 0.07%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $837.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1245.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1176.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citadel LP                                                                                  | Citadel LP                                                                                  | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26323.99     | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| McKinley Acquisition Corp                                                                   | McKinley Acquisition Corp                                                                   | CUSIP: G6005T127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2064 | NS      | $20598.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Select Receivables Trust 2024-2                                                    | GLS Auto Select Receivables Trust 2024-2                                                    | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15000 | PA      | $15455.55     | 0.00%             | 2030-06-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                                                            | OGX Austria GmbH                                                                            | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      600000 | PA      | $6.00         | 0.00%             | 2018-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                                  | Deere & Co                                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |          56 | NS      | $26803.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-181.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $1994.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-954.27      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eastern European Electric Co BV                                                             | Eastern European Electric Co BV                                                             | CUSIP: N/A<br>LEI: 8945004UQXDLRHI1KJ27       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $244061.98    | 0.06%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-2505.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5133.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-364.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22598.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                               | Automatic Data Processing Inc                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         841 | NS      | $255706.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5190.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1081.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                                | Veralto Corp                                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        1579 | NS      | $167674.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-246.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           7 | NC      | $544.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                         | Abbott Laboratories                                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |          98 | NS      | $13000.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd                                                                      | WaVe Life Sciences Ltd                                                                      | CUSIP: Y95308105<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | US        |         232 | NS      | $2227.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-181.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $636.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NLT 2023-1 Trust                                                                            | NLT 2023-1 Trust                                                                            | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99495 | PA      | $90740.77     | 0.02%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                                                             | Daito Trust Construction Co Ltd                                                             | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |        2000 | NS      | $212823.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                                                               | Lasertec Corp                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         200 | NS      | $20764.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ChampionsGate Acquisition Corp                                                              | ChampionsGate Acquisition Corp                                                              | CUSIP: G2124S124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1253 | NS      | $12692.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2685000 | PA      | $2692341.81   | 0.63%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IAC Inc                                                                                     | IAC Inc                                                                                     | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |       17100 | NS      | $626202.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                                                     | Modine Manufacturing Co                                                                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |         298 | NS      | $40566.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                                                   | CARTESIAN GROWTH CORP III                                                                   | CUSIP: G19307100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12021 | NS      | $120330.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2726.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                              | Canadian Natural Resources Ltd                                                              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        1889 | NS      | $59786.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                                                            | CLP Holdings Ltd                                                                            | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |        1500 | NS      | $12694.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Equity Partners IV Inc                                                               | Cantor Equity Partners IV Inc                                                               | CUSIP: G1828E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4641 | NS      | $47059.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1516.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6213.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $38492.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MINDBODY Inc                                                                                | MINDBODY Inc                                                                                | CUSIP: 60255W105<br>LEI: 549300DOX928XM8ENR47 | Long             | EC               | CORP              | US        |        9229 | NS      | $738.32       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4005.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                               | Banco BPM SpA                                                                               | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |        1313 | NS      | $18013.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                                                                        | TTM Technologies Inc                                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |        1204 | NS      | $53662.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                                                           | LEG Immobilien SE                                                                           | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |        1798 | NS      | $150719.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-233.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cayson Acquisition Corp - Rights                                                            | Cayson Acquisition Corp - Rights                                                            | CUSIP: G1993W117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3476 | NS      | $590.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                                            | ArcelorMittal SA                                                                            | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        1943 | NS      | $64730.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                                                                 | Cameco Corp                                                                                 | CUSIP: N/A<br>LEI: N4BHALMXL3GMZKCUON55       | Long             | EC               | CORP              | CA        |         900 | NS      | $69622.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                                                       | Directv Financing LLC                                                                       | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24817.42     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-386.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      285000 | PA      | $292921.74    | 0.07%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-277.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1650.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2744.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-323.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd                                                                                  | Amrize Ltd                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         102 | NS      | $5320.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1392.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                         | Frontier Issuer LLC                                                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315000 | PA      | $320055.59    | 0.07%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GigCapital7 Corp                                                                            | GigCapital7 Corp                                                                            | CUSIP: G38648104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5016 | NS      | $51815.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Biosciences Inc                                                                      | Cogent Biosciences Inc                                                                      | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         219 | NS      | $2645.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-40.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                                     | Rockwell Automation Inc                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         884 | NS      | $303592.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                                                      | Otsuka Holdings Co Ltd                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3200 | NS      | $167911.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1908.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        4523 | NS      | $123884.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2994.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust 2021-NRD                                                                          | BPR Trust 2021-NRD                                                                          | CUSIP: 05592CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20000 | PA      | $19202.95     | 0.00%             | 2038-12-15      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        1482 | NS      | $1094753.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $105.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-146.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       17508 | NS      | $206069.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-529.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $50977.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WSFS Financial Corp                                                                         | WSFS Financial Corp                                                                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |         774 | NS      | $45116.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-197.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2410.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $165.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $199986.79    | 0.05%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| PGIM AAA CLO ETF                                                                            | PGIM AAA CLO ETF                                                                            | CUSIP: 69344A834<br>LEI: 5493000IJ4TGDWNHKI54 | Long             | EC               | RF                | US        |       57450 | NS      | $2960111.25   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                              | Sitios Latinoamerica SAB de CV                                                              | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |      600000 | PA      | $618345.69    | 0.14%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                            | Delivery Hero SE                                                                            | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |         199 | NS      | $5279.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-3511.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-709.82      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-279.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      675000 | PA      | $132030.00    | 0.03%             | 2020-06-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AvePoint Inc                                                                                | AvePoint Inc                                                                                | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3723 | NS      | $60908.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                                                              | Prudential PLC                                                                              | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | HK        |       11177 | NS      | $149077.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                                                             | First Solar Inc                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         291 | NS      | $56800.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate HDD Cayman                                                                          | Seagate HDD Cayman                                                                          | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |        5000 | PA      | $10279.48     | 0.00%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                                             | Puma International Financing SA                                                             | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      725000 | PA      | $748673.25    | 0.17%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                                                  | Kirby Corp                                                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |         587 | NS      | $57056.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       75000 | PA      | $89672.17     | 0.02%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      110000 | PA      | $122478.84    | 0.03%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GIBO Holdings Ltd - Warrants                                                                | GIBO Holdings Ltd - Warrants                                                                | CUSIP: G38617117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1119 | NS      | $44.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: YV7107100<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    15300000 | PA      | $311410.62    | 0.07%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-VLT7                                                                          | BX Trust 2025-VLT7                                                                          | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100312.37    | 0.02%             | 2044-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                      | Peruvian Government International Bond                                                      | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3500000 | PA      | $1029497.81   | 0.24%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                | Synopsys Inc                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93273.87     | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         475 | NS      | $138514.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Treasury Discount Bill                                                                | Japan Treasury Discount Bill                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   290000000 | PA      | $1971604.73   | 0.46%             | 2025-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Soulpower Acquisition Corp                                                                  | Soulpower Acquisition Corp                                                                  | CUSIP: G82745137<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10651 | NS      | $1598.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                                                  | AddTech AB                                                                                  | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |         470 | NS      | $16481.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1RT Acquisition Corp                                                                        | 1RT Acquisition Corp                                                                        | CUSIP: G6757R121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         446 | NS      | $4674.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                                                              | Freshworks Inc                                                                              | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |        2831 | NS      | $38133.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         804 | NS      | $223206.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        1093 | NS      | $329452.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCO IX Mortgage LLC 2025-2                                                                  | RCO IX Mortgage LLC 2025-2                                                                  | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135967 | PA      | $136389.80    | 0.03%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-494.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1645.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-904.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          12 | NC      | $-9140.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        1755 | NS      | $310933.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                                                                   | Viridian Therapeutics Inc                                                                   | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |         139 | NS      | $2554.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                                                              | Advanced Energy Industries Inc                                                              | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |        7000 | PA      | $8915.82      | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2003-B                                                | SLM Private Credit Student Loan Trust 2003-B                                                | CUSIP: 78443CAN4<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $199821.20    | 0.05%             | 2033-03-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-542.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                         | Erste Group Bank AG                                                                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |         428 | NS      | $40739.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          10 | NC      | $56229.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $-45024.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          45 | NC      | $27900.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24097.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      370000 | PA      | $355805.63    | 0.08%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-1181.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                                                | Cadence Bank                                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |        3432 | NS      | $129180.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6100.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Calix Inc                                                                                   | Calix Inc                                                                                   | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |         727 | NS      | $43220.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                                                                | Evolution AB                                                                                | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |         479 | NS      | $41497.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $352.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-661.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Treasury Bill                                                                      | Canadian Treasury Bill                                                                      | CUSIP: 1350Z7DB7<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6000000 | PA      | $4365078.09   | 1.02%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                                                                 | Zscaler Inc                                                                                 | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10698.70     | 0.00%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1143.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP Clo 2019-17 Ltd                                                                         | OCP Clo 2019-17 Ltd                                                                         | CUSIP: 67113LBA3<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250480.00    | 0.06%             | 2037-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6013.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                                                  | Garmin Ltd                                                                                  | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         273 | NS      | $66016.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $911.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-91.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      100000 | PA      | $19550.00     | 0.00%             | 2022-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                  | Nasdaq Inc                                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        2325 | NS      | $220270.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                                                                      | Tyler Technologies Inc                                                                      | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |        7000 | PA      | $8137.50      | 0.00%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| iShares Floating Rate Bond ETF                                                              | iShares Floating Rate Bond ETF                                                              | CUSIP: 46429B655<br>LEI: 549300G2T0MQ0NCEG317 | Long             | EC               | RF                | US        |       36208 | NS      | $1848418.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                                          | Analog Devices Inc                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         433 | NS      | $108817.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp Term Loan B                                                                  | Open Text Corp Term Loan B                                                                  | CUSIP: N/A<br>LEI: 549300HP7ONDQODZJV16       | Long             | LON              | CORP              | CA        |      131696 | PA      | $131563.98    | 0.03%             | 2030-01-31      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Adeia Inc                                                                                   | Adeia Inc                                                                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3666 | NS      | $55136.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Finance LLC                                                                        | Blue Owl Finance LLC                                                                        | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      185000 | PA      | $193150.14    | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                                                              | Altice USA Inc                                                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       22876 | NS      | $53529.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                                                       | ON Semiconductor Corp                                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        6015 | NS      | $298283.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                                                                | KKR & Co Inc                                                                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        1230 | NS      | $171572.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                                                             | Best Buy Co Inc                                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        1475 | NS      | $108619.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $141.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      800000 | PA      | $793994.79    | 0.18%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-298.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      395000 | PA      | $398340.36    | 0.09%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          10 | NC      | $120248.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                                                                  | Entain PLC                                                                                  | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | GB        |         504 | NS      | $5985.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVB Financial Corp                                                                          | CVB Financial Corp                                                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3280 | NS      | $66026.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $626.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                             | Cemex SAB de CV                                                                             | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      325000 | PA      | $335221.25    | 0.08%             | N/A             | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-51.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-47.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust 2014-STAR                                                    | Starwood Retail Property Trust 2014-STAR                                                    | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |      645000 | PA      | $64.50        | 0.00%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-2                                                  | Exeter Automobile Receivables Trust 2023-2                                                  | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102514.03    | 0.02%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $516.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Consumer Healthcare Inc                                                            | Prestige Consumer Healthcare Inc                                                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $6804.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestrel Aircraft Funding Ltd                                                                | Kestrel Aircraft Funding Ltd                                                                | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      108719 | PA      | $107643.01    | 0.03%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                                                               | Crinetics Pharmaceuticals Inc                                                               | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |         754 | NS      | $23366.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd                                                                       | CyberArk Software Ltd                                                                       | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        6840 | NS      | $3100298.40   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean Israel Finance Ltd                                                                 | Energean Israel Finance Ltd                                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      560000 | PA      | $543200.00    | 0.13%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $80.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQV Ventures Acquisition Corp II                                                            | EQV Ventures Acquisition Corp II                                                            | CUSIP: G3106Q110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10321 | NS      | $103519.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-273.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                                       | Nigeria Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $396055.68    | 0.09%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                                  | Airbnb Inc                                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |         606 | NS      | $79101.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41541.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                                                | Sartorius AG                                                                                | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |         175 | NS      | $40652.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                                       | NXP Semiconductors NV                                                                       | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |         399 | NS      | $93705.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $999.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1186.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-3129.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                                                   | Sanofi SA                                                                                   | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        1477 | NS      | $73081.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                                                  | Dover Corp                                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |         548 | NS      | $98015.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3976.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2578.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2247.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-415.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          11 | NC      | $-10862.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      115000 | PA      | $138565.74    | 0.03%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-808.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $399.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-407.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-449.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                        | Keurig Dr Pepper Inc                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        5220 | NS      | $151849.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                                                   | Orion Oyj                                                                                   | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |        1956 | NS      | $156258.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4078.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          20 | NC      | $10997.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        1059 | NS      | $157420.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                                                                | American Healthcare REIT Inc                                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |        1672 | NS      | $71544.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                                                           | General Mills Inc                                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        3549 | NS      | $175072.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $905.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                              | Cloudflare Inc                                                                              | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5592.50      | 0.00%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                          | Steel Dynamics Inc                                                                          | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86069.51     | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO Corp - Class A                                                                        | HEICO Corp - Class A                                                                        | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         465 | NS      | $113929.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    11575000 | OU      | $48062.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                                                 | MongoDB Inc                                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |         199 | NS      | $62806.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          16 | NC      | $40149.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $298.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1075000 | PA      | $1071219.41   | 0.25%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fabrinet                                                                                    | Fabrinet                                                                                    | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |          37 | NS      | $12257.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2340000 | PA      | $2319180.79   | 0.54%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21038.12     | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          58 | NC      | $21339.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust 2024-RTL1                                               | New Residential Mortgage Loan Trust 2024-RTL1                                               | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $105733.89    | 0.02%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-1522.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                                                 | Viatris Inc                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |        7198 | NS      | $75938.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18344.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                                               | Arrowhead Pharmaceuticals Inc                                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |         243 | NS      | $5353.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-543.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                                                               | Colombian TES                                                                               | CUSIP: YP3932751<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1394000000 | PA      | $356192.20    | 0.08%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Enova International Inc                                                                     | Enova International Inc                                                                     | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |         942 | NS      | $114264.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3002.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                                                      | Dr Ing hc F Porsche AG                                                                      | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EP               | CORP              | DE        |        3565 | NS      | $189097.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $408072.00    | 0.09%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| The Campbell's Company                                                                      | The Campbell's Company                                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        8146 | NS      | $260101.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                                                                  | Pioneer Acquisition I Corp                                                                  | CUSIP: G7117W123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15671 | NS      | $157023.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alchemy Investments Acquisition Corp 1 - Warrants                                           | Alchemy Investments Acquisition Corp 1 - Warrants                                           | CUSIP: G0232F133<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3107 | NS      | $372.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4308.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-458.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carter's Inc                                                                                | Carter's Inc                                                                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |        1243 | NS      | $35500.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $-5568.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $568.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                                                | Chugai Pharmaceutical Co Ltd                                                                | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |        2000 | NS      | $88382.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15953.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $2391.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                                                        | EGH Acquisition Corp                                                                        | CUSIP: G2946P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5220 | NS      | $52252.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-3426.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-737.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roman DBDR Acquisition Corp II                                                              | Roman DBDR Acquisition Corp II                                                              | CUSIP: G7633M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5960 | NS      | $61209.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                                                                 | Northern Star Resources Ltd                                                                 | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |        6619 | NS      | $82603.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           7 | NC      | $-129769.65   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                                                          | SITC International Holdings Co Ltd                                                          | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | HK        |       49000 | NS      | $173043.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      390000 | PA      | $392933.85    | 0.09%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                                | Fortive Corp                                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        3443 | NS      | $164781.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                                | Wyndham Hotels & Resorts Inc                                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |         564 | NS      | $48848.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-138.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4402.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                               | CME Group Inc                                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        1144 | NS      | $304887.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                                             | T-Mobile US Inc                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |         907 | NS      | $228554.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-1269.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-416.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |       95023 | NS      | $113783.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2015-C                                                     | SMB Private Education Loan Trust 2015-C                                                     | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |       15542 | PA      | $15476.94     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $378.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dyne Therapeutics Inc                                                                       | Dyne Therapeutics Inc                                                                       | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         189 | NS      | $2549.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6248.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                                                                | Nexon Co Ltd                                                                                | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |        1200 | NS      | $27155.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 Trust                                                                         | MFA 2024-NPL1 Trust                                                                         | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       89604 | PA      | $90049.47     | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-86.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          12 | NC      | $25919.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $728.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11269.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2006.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     5850000 | OU      | $-422697.64   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Quaker Chemical Corp                                                                        | Quaker Chemical Corp                                                                        | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |         471 | NS      | $68327.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                                                                     | QBE Insurance Group Ltd                                                                     | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |         811 | NS      | $11458.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    91360146 | OU      | $5695247.82   | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                                 | Netflix Inc                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         722 | NS      | $872356.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                                   | Adobe Inc                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |         147 | NS      | $52434.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      275000 | PA      | $328797.96    | 0.08%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $68.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                           | Macquarie Airfinance Holdings Ltd                                                           | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       35000 | PA      | $35393.65     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                                 | Target Corp                                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        2409 | NS      | $231215.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                           | Ivanhoe Mines Ltd                                                                           | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      775000 | PA      | $784829.33    | 0.18%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                                                            | Wynn Resorts Ltd                                                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         733 | NS      | $92907.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO 2024-2 LTD                                                                | Palmer Square CLO 2024-2 LTD                                                                | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250613.25    | 0.06%             | 2037-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-456.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1005.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnite Inc                                                                                 | Magnite Inc                                                                                 | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |        5111 | NS      | $132630.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                                      | Carvana Auto Receivables Trust 2024-N1                                                      | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15000 | PA      | $15291.48     | 0.00%             | 2030-05-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          14 | NC      | $19762.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp - Warrants                                                          | Copley Acquisition Corp - Warrants                                                          | CUSIP: G24243126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1305 | NS      | $189.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        3065 | NS      | $293749.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                                                                         | Shift4 Payments Inc                                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         918 | NS      | $83014.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-138.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                                                                  | Tarsus Pharmaceuticals Inc                                                                  | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          78 | NS      | $4569.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $110.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $48252.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                              | ConocoPhillips                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |         951 | NS      | $94120.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6309.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ichor Holdings Ltd                                                                          | Ichor Holdings Ltd                                                                          | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |        5900 | NS      | $99415.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5420.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                                | Tapestry Inc                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        2593 | NS      | $264019.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $401.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1479.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARM Holdings PLC                                                                            | ARM Holdings PLC                                                                            | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |         314 | NS      | $43429.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                                              | Western Midstream Operating LP                                                              | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      135000 | PA      | $141047.72    | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1747.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |         678 | NS      | $55162.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      425000 | PA      | $426738.68    | 0.10%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2002.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                                 | Tengizchevroil Finance Co International Ltd                                                 | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |      200000 | PA      | $198575.11    | 0.05%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $747.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    19200000 | NC      | $42434.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                                                                 | James Hardie Industries PLC                                                                 | CUSIP: G4253H101<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |        5969 | NS      | $120155.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                                                | Illumina Inc                                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         291 | NS      | $29088.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc                                                                        | SEMrush Holdings Inc                                                                        | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |        3641 | NS      | $28763.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-860.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp Inc                                                                 | Pacific Premier Bancorp Inc                                                                 | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |        9537 | NS      | $233561.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         300 | NC      | $28136.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $172.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $5779.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16729.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-926.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-450.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  1700000000 | OU      | $-1482.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                                  | Commonwealth Bank of Australia/New York NY                                                  | CUSIP: 20271RAR1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $251514.57    | 0.06%             | 2026-03-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-170.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                                      | Trane Technologies PLC                                                                      | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |         517 | NS      | $214865.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $874.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman XS Trust Series 2006-2N                                                              | Lehman XS Trust Series 2006-2N                                                              | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       46815 | PA      | $41877.24     | 0.01%             | 2046-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $-9624.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2235.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4476.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       10194 | NS      | $185521.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2121.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                          | Vertiv Holdings Co                                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |         777 | NS      | $99106.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2673.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7876.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                                       | Uruguay Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300RDR012H2V82H43       | Long             | DBT              | NUSS              | UY        |     3375000 | PA      | $93158.42     | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          27 | NC      | $-4895.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      169145 | PA      | $90969.03     | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                                   | Republic of Uzbekistan International Bond                                                   | CUSIP: Y000WRAE8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      230000 | PA      | $208986.61    | 0.05%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7043.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $2480.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2425.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-7731.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust 2004-16CB                                                            | Alternative Loan Trust 2004-16CB                                                            | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20752 | PA      | $21132.39     | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $339.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                                                  | United Utilities Group PLC                                                                  | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |       15281 | NS      | $237407.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Holdings Inc                                                             | Spirit AeroSystems Holdings Inc                                                             | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13046 | NS      | $542583.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                                                   | Spire Inc                                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |         814 | NS      | $62352.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                                                                 | NewHold Investment Corp III                                                                 | CUSIP: G6486E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4537 | NS      | $46095.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7113.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                         | Delta Air Lines Inc                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        6061 | NS      | $374448.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                             | AstraZeneca PLC                                                                             | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        1124 | NS      | $179182.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          17 | NC      | $-3099.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           7 | NC      | $1331.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2011-C3                                                     | WFRBS Commercial Mortgage Trust 2011-C3                                                     | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108259 | PA      | $38162.35     | 0.01%             | 2044-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          22 | NC      | $193.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRISPR Therapeutics AG                                                                      | CRISPR Therapeutics AG                                                                      | CUSIP: H17182108<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |         179 | NS      | $9277.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                                                     | Sekisui Chemical Co Ltd                                                                     | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |        2500 | NS      | $47445.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $51141.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCM III Acquisition Corp                                                                    | HCM III Acquisition Corp                                                                    | CUSIP: G4365E129<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | US        |         514 | NS      | $5206.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| On Holding AG                                                                               | On Holding AG                                                                               | CUSIP: H5919C104<br>LEI: 506700FB3467B9W95526 | Long             | EC               | CORP              | CH        |         833 | NS      | $37551.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                                                      | Laureate Education Inc                                                                      | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |        4099 | NS      | $112640.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |         472 | NS      | $22099.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $78.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                                 | Keyera Corp                                                                                 | CUSIP: N/A<br>LEI: 254900LXI62FUHZGH122       | Long             | EC               | CORP              | CA        |        3700 | NS      | $119215.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                                                                     | Akebia Therapeutics Inc                                                                     | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |         499 | NS      | $1566.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1497.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GDZ Elektrik Dagitim AS                                                                     | GDZ Elektrik Dagitim AS                                                                     | CUSIP: N/A<br>LEI: 984500B63B5766038A64       | Long             | DBT              | CORP              | TR        |      200000 | PA      | $198922.60    | 0.05%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1173.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31260.60     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                                | NCL Corp Ltd                                                                                | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       11000 | PA      | $13085.01     | 0.00%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $330.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $452.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $433.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                                    | Republic of South Africa Government Bond                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    32625000 | PA      | $1539610.35   | 0.36%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-244.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                       | Molina Healthcare Inc                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63350.24     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        5133 | NS      | $1526502.87   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Fund Inc                                                             | BlackRock MuniHoldings Fund Inc                                                             | CUSIP: 09253N104<br>LEI: MZBVMGS24JR92TGE6Z32 | Long             | EC               | RF                | US        |       11454 | NS      | $128055.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                                      | Axian Telecom Holding & Management PLC                                                      | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      275000 | PA      | $275510.98    | 0.06%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust 2003-8                                               | Banc of America Alternative Loan Trust 2003-8                                               | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21336 | PA      | $21554.54     | 0.01%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                                    | US Bank NA/Cincinnati OH                                                                    | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |      395000 | PA      | $396081.04    | 0.09%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $270.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-353.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                             | AstraZeneca PLC                                                                             | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        1072 | NS      | $85652.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Inc                                                                            | Getty Images Inc                                                                            | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     1284000 | PA      | $1194646.44   | 0.28%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2372.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13267.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-75784.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2173.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                                                           | George Weston Ltd                                                                           | CUSIP: N/A<br>LEI: 549300FAHC3L1QKNT280       | Long             | EC               | CORP              | CA        |         600 | NS      | $38638.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1720.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                                   | Tesla Inc                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |         356 | NS      | $118857.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-455.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MRC Global Inc                                                                              | MRC Global Inc                                                                              | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |        6539 | NS      | $98608.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp - Rights                                                               | ESH Acquisition Corp - Rights                                                               | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5825 | NS      | $512.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-310.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $392.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                               | Carnival Corp                                                                               | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |        4000 | PA      | $9812.37      | 0.00%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1030.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd                                                                    | Agile Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |      210000 | PA      | $10644.90     | 0.00%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                                             | Schlumberger NV                                                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |        2353 | NS      | $86684.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                                                  | Charter Communications Inc                                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |        1356 | NS      | $-360126.48   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                                                               | H&R Block Inc                                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |         810 | NS      | $40783.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Uzbekistan International Bond                                                   | Republic of Uzbekistan International Bond                                                   | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      100000 | PA      | $121112.58    | 0.03%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-113.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HNI Corp                                                                                    | HNI Corp                                                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |         726 | NS      | $32626.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2068.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                                         | Drive Auto Receivables Trust 2024-1                                                         | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30000 | PA      | $30424.22     | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                                       | Uruguay Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300RDR012H2V82H43       | Long             | DBT              | NUSS              | UY        |     3500000 | PA      | $88219.71     | 0.02%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                                                            | Dentsu Group Inc                                                                            | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |        3500 | NS      | $69111.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2228.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                                         | Ford Credit Auto Lease Trust 2023-B                                                         | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35000 | PA      | $35433.31     | 0.01%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $244.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                                               | Alfa Laval AB                                                                               | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |         320 | NS      | $14568.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC - Class A                                                                     | Accenture PLC - Class A                                                                     | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        1915 | NS      | $497842.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                                       | Spotify Technology SA                                                                       | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |         153 | NS      | $104327.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $28.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1705.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          94 | NC      | $-12460.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aldel Financial II Inc - Warrants                                                           | Aldel Financial II Inc - Warrants                                                           | CUSIP: G01558124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3442 | NS      | $1790.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                                           | BlackRock Liquidity FedFund - Institutional Class                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     4191579 | NS      | $4191579.17   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35877.71     | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1964.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-231.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-882.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $3214.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals North America Inc                                                            | United Rentals North America Inc                                                            | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134651.40    | 0.03%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CERo Therapeutics Holdings Inc - Warrants                                                   | CERo Therapeutics Holdings Inc - Warrants                                                   | CUSIP: 71902K113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         449 | NS      | $6.74         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1310.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                                    | Sunac China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       56369 | PA      | $7468.89      | 0.00%             | 2029-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-320.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd                                                                      | Regatta 35 Funding Ltd                                                                      | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250000.00    | 0.06%             | 2038-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Voyager Acquisition Corp - Warrants                                                         | Voyager Acquisition Corp - Warrants                                                         | CUSIP: G93A7H112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3935 | NS      | $830.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         297 | NC      | $963.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roc Mortgage Trust 2024-RTL1                                                                | Roc Mortgage Trust 2024-RTL1                                                                | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $130561.31    | 0.03%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $94.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5167.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                                  | Commonwealth Bank of Australia/New York NY                                                  | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      395000 | PA      | $397895.84    | 0.09%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Prosperity Bancshares Inc                                                                   | Prosperity Bancshares Inc                                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         630 | NS      | $43551.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Go Daddy Operating Co LLC / GD Finance Co Inc                                               | Go Daddy Operating Co LLC / GD Finance Co Inc                                               | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $59760.94     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $90.73        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                 | Novartis AG                                                                                 | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        1444 | NS      | $182770.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        1038 | NS      | $43876.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                                                       | Monster Beverage Corp                                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        2458 | NS      | $153403.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust 2004-16CB                                                            | Alternative Loan Trust 2004-16CB                                                            | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17191 | PA      | $17480.94     | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-464.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2025-1                                         | American Credit Acceptance Receivables Trust 2025-1                                         | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30000 | PA      | $30547.02     | 0.01%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                               | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      110000 | PA      | $146044.77    | 0.03%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-673.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                                   | Neste Oyj                                                                                   | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |        8315 | NS      | $152818.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progyny Inc                                                                                 | Progyny Inc                                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2571 | NS      | $60855.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $168.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $528.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Crown Holdings Inc                                                               | DraftKings Crown Holdings Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       79800 | PA      | $79623.64     | 0.02%             | 2032-02-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-304.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen AMT-Free Municipal Credit Income Fund                                                | Nuveen AMT-Free Municipal Credit Income Fund                                                | CUSIP: 67071L106<br>LEI: 549300LBMO1C0IG71T03 | Long             | EC               | RF                | US        |       32880 | NS      | $389956.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                                                    | Travere Therapeutics Inc                                                                    | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         174 | NS      | $3045.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4307.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cactus Inc                                                                                  | Cactus Inc                                                                                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |         386 | NS      | $16192.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                                                 | Hologic Inc                                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        4098 | NS      | $275057.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO XV Ltd                                                                     | Sixth Street CLO XV Ltd                                                                     | CUSIP: 83012BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250491.00    | 0.06%             | 2037-10-24      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novanta Inc                                                                                 | Novanta Inc                                                                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         260 | NS      | $30266.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $189.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chewy Inc                                                                                   | Chewy Inc                                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |         854 | NS      | $34979.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68737.06     | 0.02%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Aris Water Solutions Inc                                                                    | Aris Water Solutions Inc                                                                    | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3521 | NS      | $85454.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                                                          | United Rentals Inc                                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         261 | NS      | $249604.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-1372.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Continental Resources Inc/OK                                                                | Continental Resources Inc/OK                                                                | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      135000 | PA      | $115940.59    | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                                        | Freeport-McMoRan Inc                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        9152 | NS      | $406348.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd Term Loan B                                                           | HUB International Ltd Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |       42367 | PA      | $42437.58     | 0.01%             | 2030-06-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Docusign Inc                                                                                | Docusign Inc                                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |         470 | NS      | $36030.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                                        | Peru Government Bond                                                                        | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3350000 | PA      | $906183.97    | 0.21%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Skechers USA Inc                                                                            | Skechers USA Inc                                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       13659 | NS      | $861609.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-6362.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                             | Yum! Brands Inc                                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        2107 | NS      | $309665.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          16 | NC      | $7088.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          14 | NC      | $140529.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: YT2270312<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    38000000 | PA      | $738603.49    | 0.17%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           6 | NC      | $1699.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Corp                                                             | Silver Pegasus Acquisition Corp                                                             | CUSIP: G8192J128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2623 | NS      | $26544.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp II - Warrants                                                     | Andretti Acquisition Corp II - Warrants                                                     | CUSIP: G26745128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4866 | NS      | $729.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                                    | Sunac China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       18653 | PA      | $2496.70      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                               | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                               | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18245 | PA      | $18824.49     | 0.00%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           2 | NC      | $188.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                                                   | Itron Inc                                                                                   | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |        8000 | PA      | $9137.32      | 0.00%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                                         | Avery Dennison Corp                                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         973 | NS      | $167015.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings X Inc                                                                        | Gores Holdings X Inc                                                                        | CUSIP: G4002F117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10656 | NS      | $110289.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          14 | NC      | $-7262.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          59 | NC      | $199041.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                                    | Rolls-Royce Holdings PLC                                                                    | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |        3610 | NS      | $52057.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verint Systems Inc                                                                          | Verint Systems Inc                                                                          | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |        3024 | NS      | $61659.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1817.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           6 | NC      | $16387.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-366.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                                                                           | Konami Group Corp                                                                           | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |        1000 | NS      | $150838.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Granite Construction Inc                                                                    | Granite Construction Inc                                                                    | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |        3000 | PA      | $7104.00      | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                           | Kimco Realty Corp                                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |        3259 | NS      | $73294.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aircastle Ltd                                                                               | Aircastle Ltd                                                                               | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      145000 | PA      | $152467.62    | 0.04%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          18 | NC      | $6908.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-860.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $837.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-47.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                                                           | Veeva Systems Inc                                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         495 | NS      | $133254.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobius Merger Sub Inc                                                                       | Mobius Merger Sub Inc                                                                       | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $83949.13     | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Keen Vision Acquisition Corp - Warrants                                                     | Keen Vision Acquisition Corp - Warrants                                                     | CUSIP: G52443127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10678 | NS      | $961.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NWD MTN Ltd                                                                                 | NWD MTN Ltd                                                                                 | CUSIP: G6681PAW0<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $117184.40    | 0.03%             | 2030-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                                   | Taiwan Semiconductor Manufacturing Co Ltd                                                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |          38 | NS      | $8773.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Credit Partners XI Ltd                                                                  | OHA Credit Partners XI Ltd                                                                  | CUSIP: 67109FBC8<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $249846.50    | 0.06%             | 2037-04-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                            | Galaxy Pipeline Assets Bidco Ltd                                                            | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      276431 | PA      | $249278.38    | 0.06%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Real Asset Acquisition Corp                                                                 | Real Asset Acquisition Corp                                                                 | CUSIP: G73944103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5181 | NS      | $52379.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                       | Texas Instruments Inc                                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |         787 | NS      | $159351.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $837.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips Edison & Co Inc                                                                    | Phillips Edison & Co Inc                                                                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |        1352 | NS      | $47576.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Universal Trust                                                                    | Franklin Universal Trust                                                                    | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |       13568 | NS      | $107594.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                                                                  | Vishay Intertechnology Inc                                                                  | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |        3733 | NS      | $57712.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                                                                  | Armada Acquisition Corp II                                                                  | CUSIP: G0R38G120<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8114 | NS      | $85764.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $45746.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd / Difl US LLC                                             | Digicel International Finance Ltd / Difl US LLC                                             | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      700000 | PA      | $717554.60    | 0.17%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $937.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                         | Fifth Third Bancorp                                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |         928 | NS      | $42474.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1134.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                              | TD SYNNEX Corp                                                                              | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      110000 | PA      | $115242.58    | 0.03%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-775.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                                                 | Nutanix Inc                                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |         470 | NS      | $31588.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |         297 | NS      | $31363.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                     | Sasol Financing USA LLC                                                                     | CUSIP: U8035UAA0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      600000 | PA      | $564973.72    | 0.13%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp                                                                              | NCR Voyix Corp                                                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |        4053 | NS      | $53418.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-176.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-108.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $155.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                         | Axon Enterprise Inc                                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15505.65     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-72.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Helen of Troy Ltd                                                                           | Helen of Troy Ltd                                                                           | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2293 | NS      | $56293.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         448 | NS      | $134789.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                                                              | Globe Life Inc                                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |         282 | NS      | $39465.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          18 | NC      | $21.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          31 | NC      | $5633.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                                           | Omnicom Group Inc                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        2928 | NS      | $229350.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefly Aerospace Inc                                                                       | Firefly Aerospace Inc                                                                       | CUSIP: 31816X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         145 | NS      | $6578.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czechoslovak Group AS                                                                       | Czechoslovak Group AS                                                                       | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      600000 | PA      | $614453.50    | 0.14%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                              | Mastercard Inc                                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         852 | NS      | $507187.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                                                                | BEST SPAC I Acquisition Corp                                                                | CUSIP: G1069P137<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |        1044 | NS      | $10533.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   195000000 | OU      | $248588.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                                | Prysmian SpA                                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |         447 | NS      | $39011.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           6 | NC      | $-3345.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                                                         | Dollar General Corp                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        1797 | NS      | $195441.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |         648 | NS      | $88549.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2023-4                                         | American Credit Acceptance Receivables Trust 2023-4                                         | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103963.79    | 0.02%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc - C Shares                                                                     | Alphabet Inc - C Shares                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         339 | NS      | $72386.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Asset Securitization Trust 2023-B                                                    | Affirm Asset Securitization Trust 2023-B                                                    | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100081.27    | 0.02%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $55682.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                                   | Aptiv PLC                                                                                   | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        3402 | NS      | $270561.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $3056.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1150.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-127.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                                                       | General Dynamics Corp                                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1356 | NS      | $440116.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-206.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      320000 | PA      | $324962.51    | 0.08%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-261.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                            | Comision Federal de Electricidad                                                            | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |      332000 | PA      | $294047.59    | 0.07%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                                   | Guatemala Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      275000 | PA      | $298787.50    | 0.07%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                                      | Intuitive Surgical Inc                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |          67 | NS      | $31710.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                                                               | Goodman Group                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        1934 | NS      | $43279.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acuity Inc                                                                                  | Acuity Inc                                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         146 | NS      | $47664.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        3275 | NS      | $250013.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara & Co                                                                      | MatsukiyoCocokara & Co                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1500 | NS      | $30984.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-102.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          25 | NC      | $29.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                            | Grupo Nutresa SA                                                                            | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |      925000 | PA      | $983737.50    | 0.23%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $176.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $531.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P1                                                      | Carvana Auto Receivables Trust 2021-P1                                                      | CUSIP: 14687BAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $137791.28    | 0.03%             | 2027-03-10      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Seacoast Banking Corp of Florida                                                            | Seacoast Banking Corp of Florida                                                            | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |        1240 | NS      | $38576.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                      | Equitable Holdings Inc                                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |        2693 | NS      | $143429.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        2042 | NS      | $198033.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $9758.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          27 | NC      | $48022.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                                                              | Whirlpool Corp                                                                              | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20139.77     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp                                                          | Enterprise Financial Services Corp                                                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |         690 | NS      | $42255.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          17 | NC      | $189448.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       20000 | PA      | $22818.20     | 0.01%             | 2036-02-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust 2023-2                                                                  | DT Auto Owner Trust 2023-2                                                                  | CUSIP: 23346CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115000 | PA      | $117969.82    | 0.03%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          22 | NC      | $-46873.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp                                                                              | A O Smith Corp                                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        4780 | NS      | $340766.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                                                            | TriNet Group Inc                                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65542.48     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9602.22      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $45.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         135 | NS      | $100608.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      195000 | PA      | $195694.23    | 0.05%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          46 | NC      | $-2784.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                                                            | Cytokinetics Inc                                                                            | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |         559 | NS      | $19749.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                                                                  | Stanley Black & Decker Inc                                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        3727 | NS      | $276878.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1047.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3232.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2537.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          16 | NC      | $-61828.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1103.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                                    | Constellation Brands Inc                                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        1365 | NS      | $221048.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-481.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $319.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANI Pharmaceuticals Inc                                                                     | ANI Pharmaceuticals Inc                                                                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |          37 | NS      | $3459.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc - Class A                                                              | Rush Enterprises Inc - Class A                                                              | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |         637 | NS      | $36563.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp - Class A                                                                      | Comcast Corp - Class A                                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        7498 | NS      | $254707.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           6 | NC      | $94035.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                                                        | Deckers Outdoor Corp                                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        2129 | NS      | $254692.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Senegal Government International Bond                                                       | Senegal Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      650000 | PA      | $668320.34    | 0.16%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $570.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-2132.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group Inc                                                                    | Japan Exchange Group Inc                                                                    | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       19700 | NS      | $205906.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        6103 | NS      | $1397587.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                                                      | Colombia Government International Bond                                                      | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $214618.00    | 0.05%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2025.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $232.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1660.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1761.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1162.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $59.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          70 | NC      | $-14595.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                                                                  | Armada Acquisition Corp II                                                                  | CUSIP: G0R38G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14635 | NS      | $150594.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        3215 | NS      | $349984.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    34000000 | OU      | $-30970.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    13654614 | OU      | $532960.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                            | Coca-Cola HBC AG                                                                            | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        1721 | NS      | $87056.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          50 | NC      | $-21160.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp III                                                             | Blue Water Acquisition Corp III                                                             | CUSIP: G1368E122<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10430 | NS      | $104508.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                                                                | Biohaven Ltd                                                                                | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         181 | NS      | $2785.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21357.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $3824.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $45.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-553.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-753.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                                | Unilever PLC                                                                                | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        1470 | NS      | $92735.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                | Takeda Pharmaceutical Co Ltd                                                                | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |         400 | NS      | $12041.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-147.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $68.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $-4578.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         473 | NS      | $79350.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41314.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                         | Cheniere Energy Inc                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |         745 | NS      | $180155.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-298.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1044.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust 2004-AR7                                                   | IndyMac INDX Mortgage Loan Trust 2004-AR7                                                   | CUSIP: 45660NU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61067 | PA      | $48826.29     | 0.01%             | 2034-09-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-237.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $320.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $749.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                                                                 | Cintas Corp                                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         218 | NS      | $45786.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $340.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                   | Viper Energy Partners LLC                                                                   | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65173.55     | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         320 | NC      | $1334.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $476.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                                                  | Skanska AB                                                                                  | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        8446 | NS      | $209749.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          10 | NC      | $-10439.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                               | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $140882.68    | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                                            | Wartsila OYJ Abp                                                                            | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |        5639 | NS      | $165295.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3515.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                               | Jefferies Financial Group Inc                                                               | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      240000 | PA      | $253222.11    | 0.06%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                           | Admiral Group PLC                                                                           | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |        1141 | NS      | $55913.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $101.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                                                       | Axiom Intelligence Acquisition Corp 1                                                       | CUSIP: G0750N104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       10314 | NS      | $102933.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           8 | NC      | $-7791.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                                 | Alnylam Pharmaceuticals Inc                                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         216 | NS      | $96446.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-98.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4349.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-3243.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1592.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                                 | Energean Israel Finance Ltd                                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |       75000 | PA      | $74156.25     | 0.02%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          32 | NC      | $44840.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                                                               | Recursion Pharmaceuticals Inc                                                               | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         689 | NS      | $3238.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $161.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                              | Structured Adjustable Rate Mortgage Loan Trust                                              | CUSIP: 863579TM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      318218 | PA      | $187680.78    | 0.04%             | 2035-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                               | Aircastle Ltd                                                                               | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       55000 | PA      | $57372.93     | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        3024 | NS      | $58544.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-666.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          19 | NC      | $-742.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-C                                            | Navient Private Education Refi Loan Trust 2018-C                                            | CUSIP: 63940VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      251950 | PA      | $249036.74    | 0.06%             | 2042-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-158.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Protagonist Therapeutics Inc                                                                | Protagonist Therapeutics Inc                                                                | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         459 | NS      | $27103.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GITSIT Mortgage Loan Trust 2025-NPL1                                                        | GITSIT Mortgage Loan Trust 2025-NPL1                                                        | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      142069 | PA      | $142367.39    | 0.03%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                                                          | MS&AD Insurance Group Holdings Inc                                                          | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        8500 | NS      | $197725.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock MuniYield Quality Fund Inc                                                        | BlackRock MuniYield Quality Fund Inc                                                        | CUSIP: 09254F100<br>LEI: TFKEE3VA3GBE5LOK5U77 | Long             | EC               | RF                | US        |       34708 | NS      | $384217.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Government Bond                                                                     | Turkiye Government Bond                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     7425000 | PA      | $179316.98    | 0.04%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                                 | Kemper Corp                                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |         783 | NS      | $42007.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      175000 | PA      | $199345.51    | 0.05%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                              | Kennametal Inc                                                                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |        2929 | NS      | $62768.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samarco Mineracao SA                                                                        | Samarco Mineracao SA                                                                        | CUSIP: P8405QAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      102265 | PA      | $101774.87    | 0.02%             | 2031-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      165000 | PA      | $170314.29    | 0.04%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Newbury Street II Acquisition Corp - Warrants                                               | Newbury Street II Acquisition Corp - Warrants                                               | CUSIP: G6439S117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4940 | NS      | $839.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                            | Argentine Republic Government International Bond                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      125000 | PA      | $79406.25     | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2863.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                                                               | Renasant Corp                                                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |        1053 | NS      | $41203.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                    | Avis Budget Rental Car Funding AESOP LLC                                                    | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $342131.41    | 0.08%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Vanguard Value ETF                                                                          | Vanguard Value ETF                                                                          | CUSIP: 922908744<br>LEI: N/A                  | Long             | EC               | RF                | US        |        8670 | NS      | $1588517.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9930.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                                                           | Computershare Ltd                                                                           | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        4601 | NS      | $114499.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                  | FedEx Corp                                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         553 | NS      | $127781.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                                         | Deutsche Telekom AG                                                                         | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |        3713 | NS      | $135877.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-2824.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yinson Bergenia Production BV                                                               | Yinson Bergenia Production BV                                                               | CUSIP: N97336AA4<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $208912.50    | 0.05%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |         868 | NS      | $176941.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Finance Trust 2025-1                                                             | Foundation Finance Trust 2025-1                                                             | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100098.27    | 0.02%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                         | Global Payments Inc                                                                         | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15801.50     | 0.00%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: YU0812781<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    17300000 | PA      | $356638.18    | 0.08%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      135000 | PA      | $148040.14    | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                               | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        2205 | NS      | $170545.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                                                                | Madrigal Pharmaceuticals Inc                                                                | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |          32 | NS      | $14011.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                                                                         | Leggett & Platt Inc                                                                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |        6249 | NS      | $60052.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-199.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agilysys Inc                                                                                | Agilysys Inc                                                                                | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |         291 | NS      | $31753.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                                              | EPR Properties                                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |        1047 | NS      | $56799.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globa Terra Acquisition Corp                                                                | Globa Terra Acquisition Corp                                                                | CUSIP: G3933N116<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       28136 | NS      | $280375.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           3 | NC      | $1608.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                                                                  | Soulpower Acquisition Corp                                                                  | CUSIP: G82745103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13783 | NS      | $138105.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                                         | Electronic Arts Inc                                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        1325 | NS      | $227833.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                                                                       | Molina Healthcare Inc                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62588.76     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAE Inc                                                                                     | CAE Inc                                                                                     | CUSIP: N/A<br>LEI: 549300FFM2BEH2GF1E44       | Long             | EC               | CORP              | CA        |         600 | NS      | $16177.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                                           | Lam Research Corp                                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        5734 | NS      | $574260.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1805.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $613.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2120.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3207.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                                     | ABB Ltd                                                                                     | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |         340 | NS      | $22817.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-241.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                                                            | OGX Austria GmbH                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |     1100000 | PA      | $0.00         | 0.00%             | 2022-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $50.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                                      | Asian Development Bank                                                                      | CUSIP: ZF6948623<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | XX        |    10700000 | PA      | $121930.17    | 0.03%             | 2028-02-08      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| AA Mission Acquisition Corp                                                                 | AA Mission Acquisition Corp                                                                 | CUSIP: G1000R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10684 | NS      | $112182.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-271.59      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      250000 | PA      | $233737.08    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                                              | Eaton Corp PLC                                                                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |         306 | NS      | $106836.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1510.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1549.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cayson Acquisition Corp                                                                     | Cayson Acquisition Corp                                                                     | CUSIP: G1993W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3476 | NS      | $36046.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3473.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ProCap Acquisition Corp                                                                     | ProCap Acquisition Corp                                                                     | CUSIP: G7257A113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1445 | NS      | $15071.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4524.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          46 | NC      | $2188.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB Funding LLC                                                                             | SEB Funding LLC                                                                             | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70000 | PA      | $71837.00     | 0.02%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3607.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-944.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Inc                                                                              | DraftKings Inc                                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        1927 | NS      | $92457.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                                                | Discovery Communications LLC                                                                | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4510.35      | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                                   | Jabil Inc                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        1165 | NS      | $238626.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |         861 | NS      | $129563.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                                                                 | Corning Inc                                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        2380 | NS      | $159531.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos de Venezuela SA                                                                   | Petroleos de Venezuela SA                                                                   | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      175000 | PA      | $26512.50     | 0.01%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-105.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-285.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $473.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-475.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp Term Loan                                                                | Bausch + Lomb Corp Term Loan                                                                | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |       99401 | PA      | $99400.51     | 0.02%             | 2028-09-14      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Thayer Ventures Acquisition Corp II                                                         | Thayer Ventures Acquisition Corp II                                                         | CUSIP: G87890102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5235 | NS      | $52350.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-2                                                | Westlake Automobile Receivables Trust 2024-2                                                | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $25479.35     | 0.01%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                            | Light & Wonder International Inc                                                            | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      461000 | PA      | $462093.95    | 0.11%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1945.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21393.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-1585.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1649.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                           | Venture Global Calcasieu Pass LLC                                                           | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       90000 | PA      | $84500.85     | 0.02%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Veea Inc - Warrants                                                                         | Veea Inc - Warrants                                                                         | CUSIP: 693489114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1370 | NS      | $137.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                                                               | Obayashi Corp                                                                               | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        9700 | NS      | $157345.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24609.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          41 | NC      | $-1096.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-371.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                                   | PG&E Corp                                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       12794 | NS      | $195492.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          12 | NC      | $93853.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd                                                               | Concordia Financial Group Ltd                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       14700 | NS      | $110916.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $222.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      175000 | PA      | $90692.14     | 0.02%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   243000000 | NC      | $5371.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                        | Booking Holdings Inc                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |          57 | NS      | $319145.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $747.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP Inc                                                                                  | EZCORP Inc                                                                                  | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |        2838 | NS      | $47309.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                               | Regeneron Pharmaceuticals Inc                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         126 | NS      | $73168.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1670.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1747.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS Netherlands Holdco BV                                                                   | IHS Netherlands Holdco BV                                                                   | CUSIP: N/A<br>LEI: 5493006Z6YQYCCN2XI74       | Long             | DBT              | CORP              | NL        |      429672 | PA      | $431146.82    | 0.10%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        5231 | NS      | $1464575.38   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        2717 | NS      | $50910.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     3675000 | PA      | $73631.25     | 0.02%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                                     | Brazilian Government International Bond                                                     | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      650000 | PA      | $662707.50    | 0.15%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $643.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $626.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                                                 | Nutanix Inc                                                                                 | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |       10000 | PA      | $12815.00     | 0.00%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                  | Intuit Inc                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         503 | NS      | $335501.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $134.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $39.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-1753.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1148.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp II - Warrants                                                | Spring Valley Acquisition Corp II - Warrants                                                | CUSIP: G83752116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         387 | NS      | $143.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2012-LC4 Mortgage Trust                                                                | COMM 2012-LC4 Mortgage Trust                                                                | CUSIP: 126192AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2313 | PA      | $2156.90      | 0.00%             | 2044-12-10      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                                                         | Resona Holdings Inc                                                                         | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |        6300 | NS      | $63185.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2650000 | OU      | $-26232.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                                    | Flex Ltd                                                                                    | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |        1298 | NS      | $69598.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Gas Corridor CJSC                                                                  | Southern Gas Corridor CJSC                                                                  | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |      325000 | PA      | $328382.26    | 0.08%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $891.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                        | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      374000 | PA      | $378125.59    | 0.09%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACS Group Inc                                                                              | PACS Group Inc                                                                              | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         948 | NS      | $11034.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                                                  | Evergy Inc                                                                                  | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |        7000 | PA      | $8393.00      | 0.00%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                                 | Energean Israel Finance Ltd                                                                 | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      490000 | PA      | $512115.70    | 0.12%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $52.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13939.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                                                    | Knight-Swift Transportation Holdings Inc                                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1031 | NS      | $45260.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         711 | NS      | $235540.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group PLC                                                                   | Marks & Spencer Group PLC                                                                   | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |        4286 | NS      | $20017.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetScout Systems Inc                                                                        | NetScout Systems Inc                                                                        | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |        2739 | NS      | $68173.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                                                                     | Denali Therapeutics Inc                                                                     | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |         271 | NS      | $4138.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                                                           | PROG Holdings Inc                                                                           | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |        1872 | NS      | $65969.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    16000000 | PA      | $333206.58    | 0.08%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                       | Time Warner Cable LLC                                                                       | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31075.45     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                                       | Dominican Republic International Bond                                                       | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      700000 | PA      | $677180.00    | 0.16%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                          | MetroNet Infrastructure Issuer LLC                                                          | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |       30000 | PA      | $30463.77     | 0.01%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                                         | Vulcan Materials Co                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         432 | NS      | $125781.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                                                                     | LY Corp                                                                                     | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       38600 | NS      | $122206.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-6359.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1043.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                   | Petroleos de Venezuela SA                                                                   | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |     3695000 | PA      | $559792.50    | 0.13%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         124 | NC      | $-29675.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB - B Shares                                                                         | Volvo AB - B Shares                                                                         | CUSIP: N/A<br>LEI: 549300HGV012CNC8JD22       | Long             | EC               | CORP              | SE        |        2879 | NS      | $88581.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20580.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                                                         | Wharf Real Estate Investment Co Ltd                                                         | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | HK        |        6000 | NS      | $17525.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                               | DISH DBS Corp                                                                               | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $402565.66    | 0.09%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                         | Meritage Homes Corp                                                                         | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      225000 | PA      | $227085.75    | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp II                                                              | K&F Growth Acquisition Corp II                                                              | CUSIP: G52258111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5396 | NS      | $54823.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29778.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $735.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          10 | NC      | $24579.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                                                                      | Ideaya Biosciences Inc                                                                      | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |         169 | NS      | $4148.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Funding LLC                                                                        | Wingstop Funding LLC                                                                        | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103338.20    | 0.02%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          14 | NC      | $4740.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $65.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                           | Devon Energy Corp                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        2851 | NS      | $102921.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2511.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Funding 2005-7 Trust                                                        | Banc of America Funding 2005-7 Trust                                                        | CUSIP: 05946XS61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17076 | PA      | $17430.08     | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31119.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          17 | NC      | $-12431.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           7 | NC      | $8083.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-455.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-448.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2968.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-660.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                                                     | SMB Private Education Loan Trust 2018-C                                                     | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $97824.02     | 0.02%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                                                          | Kraft Heinz Co/The                                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       39125 | NS      | $1094326.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      590000 | PA      | $589514.84    | 0.14%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                                    | Malaysia Government Bond                                                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4075000 | PA      | $974142.01    | 0.23%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                                      | Skyworks Solutions Inc                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        7227 | NS      | $541591.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          10 | NC      | $5625.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding LIII Ltd                                                               | Madison Park Funding LIII Ltd                                                               | CUSIP: 558189AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250209.75    | 0.06%             | 2035-04-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          43 | NC      | $-11833.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           3 | NC      | $3919.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS Holding Ltd                                                                             | IHS Holding Ltd                                                                             | CUSIP: G4701HAD1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $204085.89    | 0.05%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $410.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-317.56      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                                                         | Williams-Sonoma Inc                                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |          12 | NS      | $2258.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                                                                    | Sunac China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       56232 | PA      | $7450.74      | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-871.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WK Kellogg Co                                                                               | WK Kellogg Co                                                                               | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |        2101 | NS      | $48154.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         559 | NS      | $178125.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-241.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                                | Japan Treasury Discount Bill                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   217000000 | PA      | $1475945.39   | 0.34%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Foot Locker Inc                                                                             | Foot Locker Inc                                                                             | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |        7122 | NS      | $175913.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $60.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20300.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-602.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer 2021-2 LLC                                                            | Sunrun Demeter Issuer 2021-2 LLC                                                            | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       80464 | PA      | $71850.47     | 0.02%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| DP World Salaam                                                                             | DP World Salaam                                                                             | CUSIP: G2828BAA2<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $398057.62    | 0.09%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC / Illuminate Holdings IV Inc                                           | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                           | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      589000 | PA      | $589207.92    | 0.14%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Graf Global Corp                                                                            | Graf Global Corp                                                                            | CUSIP: G4036C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4458 | NS      | $46608.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                                                                  | Alight Inc                                                                                  | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |       13650 | NS      | $52962.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary Government Bond                                                                     | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   190000000 | PA      | $558585.12    | 0.13%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          16 | NC      | $-9494.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                                               | Welltower Inc                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        1819 | NS      | $306101.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                                                              | Starbucks Corp                                                                              | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      310000 | PA      | $313122.99    | 0.07%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                                                                      | Pacira BioSciences Inc                                                                      | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1665 | NS      | $44405.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $143.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-150.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           6 | NC      | $-15275.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-1575.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-353.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-352.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novavax Inc                                                                                 | Novavax Inc                                                                                 | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |         301 | NS      | $2248.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $95.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         459 | NC      | $171069.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1626.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       10409 | NS      | $280834.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                                                 | Bayerische Motoren Werke AG                                                                 | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |         539 | NS      | $56390.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2004-J10                                                             | Alternative Loan Trust 2004-J10                                                             | CUSIP: 12667FVB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15711 | PA      | $15969.45     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27914.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CG oncology Inc                                                                             | CG oncology Inc                                                                             | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         524 | NS      | $14053.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                                                                 | Stantec Inc                                                                                 | CUSIP: N/A<br>LEI: 549300MZ7NGUZDCP2T16       | Long             | EC               | CORP              | CA        |        1500 | NS      | $163046.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                                   | Archer-Daniels-Midland Co                                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        2289 | NS      | $143382.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $688.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MH Sub I LLC Term Loan B3                                                                   | MH Sub I LLC Term Loan B3                                                                   | CUSIP: N/A<br>LEI: 2549005VFKP807SR8N49       | Long             | LON              | CORP              | US        |       33461 | PA      | $30970.31     | 0.01%             | 2028-04-24      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-171.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROCEPT BioRobotics Corp                                                                    | PROCEPT BioRobotics Corp                                                                    | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         605 | NS      | $24302.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                                                                | Cal Redwood Acquisition Corp                                                                | CUSIP: G17564108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10450 | NS      | $104604.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $140.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $239.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verra Mobility Corp                                                                         | Verra Mobility Corp                                                                         | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |        5312 | NS      | $132003.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                                                | ROCKWOOL A/S                                                                                | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |         284 | NS      | $10733.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2141.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2023-4                                                           | LAD Auto Receivables Trust 2023-4                                                           | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $51660.90     | 0.01%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3493.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1427.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                                                     | Magna International Inc                                                                     | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | EC               | CORP              | CA        |        4500 | NS      | $206560.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp II                                                            | Cohen Circle Acquisition Corp II                                                            | CUSIP: G2254C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4403 | NS      | $45218.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RCO X Mortgage LLC 2025-1                                                                   | RCO X Mortgage LLC 2025-1                                                                   | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      183394 | PA      | $184771.09    | 0.04%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $52989.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $288538.49    | 0.07%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                                 | Hexcel Corp                                                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |        1161 | NS      | $73317.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1151.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vericel Corp                                                                                | Vericel Corp                                                                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |         102 | NS      | $3708.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisition Corp                                                      | Oyster Enterprises II Acquisition Corp                                                      | CUSIP: G6861F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10319 | NS      | $103602.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC21                                               | Citigroup Commercial Mortgage Trust 2014-GC21                                               | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135000 | PA      | $119071.35    | 0.03%             | 2047-05-10      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp                                                               | FIGX Capital Acquisition Corp                                                               | CUSIP: G3473K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2532 | NS      | $25269.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1055.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $157413.30    | 0.04%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                             | Brookfield Asset Management Ltd                                                             | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $41455.14     | 0.01%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pentair PLC                                                                                 | Pentair PLC                                                                                 | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |        2018 | NS      | $216995.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2144.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFLD Cayman Investment Ltd                                                                  | CFLD Cayman Investment Ltd                                                                  | CUSIP: N/A<br>LEI: 3003006ZC30FH27GHL08       | Long             | DBT              | CORP              | KY        |      109265 | PA      | $3277.95      | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1327.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                            | Nelnet Student Loan Trust 2021-D                                                            | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $90228.48     | 0.02%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Volato Group Inc - Warrants                                                                 | Volato Group Inc - Warrants                                                                 | CUSIP: 74349W112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1728 | NS      | $25.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-71.59       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1100.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1050.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                                                    | CSX Corp                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       66336 | NS      | $2156583.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                                                                    | Dune Acquisition Corp II                                                                    | CUSIP: G2867S125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7632 | NS      | $77922.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| F5 Inc                                                                                      | F5 Inc                                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        1047 | NS      | $327857.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |         879 | NS      | $65626.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                                                  | NIDEC CORP                                                                                  | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |        6000 | NS      | $129493.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-143.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | XX        |     9000000 | PA      | $102314.53    | 0.02%             | 2027-09-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                             | Ulta Beauty Inc                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         408 | NS      | $201033.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-815.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-166.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding LIX Ltd                                                                | Madison Park Funding LIX Ltd                                                                | CUSIP: 55822EAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      260000 | PA      | $259978.68    | 0.06%             | 2037-04-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Archimedes Tech SPAC Partners II Co                                                         | Archimedes Tech SPAC Partners II Co                                                         | CUSIP: G04537109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6462 | NS      | $65589.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6549.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acropolis Infrastructure Acquisition Corp - Escrow                                          | Acropolis Infrastructure Acquisition Corp - Escrow                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        5690 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| W R Berkley Corp                                                                            | W R Berkley Corp                                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        2498 | NS      | $179081.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Inc                                                                    | Sensata Technologies Inc                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      190000 | PA      | $174634.81    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                                   | Packaging Corp of America                                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        1597 | NS      | $348082.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                                          | Compass Datacenters Issuer III LLC                                                          | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65000 | PA      | $65766.85     | 0.02%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-5                                                  | Exeter Automobile Receivables Trust 2024-5                                                  | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $50337.34     | 0.01%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2066.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Acquisition Corp I                                                                | Perimeter Acquisition Corp I                                                                | CUSIP: G7010A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3123 | NS      | $33338.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Helios XIII Issuer LLC                                                              | Sunnova Helios XIII Issuer LLC                                                              | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86424 | PA      | $80299.98     | 0.02%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                     | Pebblebrook Hotel Trust                                                                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |        5423 | NS      | $60412.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2025-VLT7                                                                          | BX Trust 2025-VLT7                                                                          | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100250.00    | 0.02%             | 2044-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                                                  | ACADIA Pharmaceuticals Inc                                                                  | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |         251 | NS      | $6523.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41062.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gesher Acquisition Corp II                                                                  | Gesher Acquisition Corp II                                                                  | CUSIP: G3852D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5220 | NS      | $52878.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                                                                | Insulet Corp                                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         209 | NS      | $71034.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $576.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                                                                    | UGI Corp                                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |        1342 | NS      | $46486.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Azule Energy Finance Plc                                                                    | Azule Energy Finance Plc                                                                    | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      775000 | PA      | $781789.78    | 0.18%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class B Pass Through Trust                                           | United Airlines 2019-2 Class B Pass Through Trust                                           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      147036 | PA      | $143698.03    | 0.03%             | 2029-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2005-4F                                                             | GSR Mortgage Loan Trust 2005-4F                                                             | CUSIP: 36242DY31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24372 | PA      | $23898.75     | 0.01%             | 2035-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-75.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                                          | Kyrgyz Republic International Bond                                                          | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |      200000 | PA      | $201265.68    | 0.05%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $7450.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Oak Acquisition Corp V                                                                 | Live Oak Acquisition Corp V                                                                 | CUSIP: G5509P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11403 | NS      | $116196.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $219.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1376.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          13 | NC      | $16837.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                                        | Colgate-Palmolive Co                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        1499 | NS      | $126020.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $435.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         108 | NC      | $-27601.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                                                    | EQT Corp                                                                                    | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      105000 | PA      | $98078.20     | 0.02%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3014.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                                    | WFRBS Commercial Mortgage Trust 2014-C20                                                    | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |       69106 | PA      | $61953.98     | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc - Class B                                                            | Berkshire Hathaway Inc - Class B                                                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         881 | NS      | $443125.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Garnet CLO 2 Ltd                                                                            | Garnet CLO 2 Ltd                                                                            | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250000.00    | 0.06%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1061.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-421.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1399.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Horse Acquisitions Corp - Rights                                                       | Iron Horse Acquisitions Corp - Rights                                                       | CUSIP: 462837121<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |        4699 | NS      | $2279.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                                                    | Vinci SA                                                                                    | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |         934 | NS      | $126680.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                                                        | Generac Holdings Inc                                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        1999 | NS      | $370314.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                                                                  | Grid Dynamics Holdings Inc                                                                  | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |        3904 | NS      | $32364.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $-9851.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                                                         | Kimberly-Clark Corp                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         746 | NS      | $96338.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellfleet CLO 2024-1 Ltd                                                                    | Wellfleet CLO 2024-1 Ltd                                                                    | CUSIP: 94951AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250610.50    | 0.06%             | 2037-07-18      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Eureka Acquisition Corp                                                                     | Eureka Acquisition Corp                                                                     | CUSIP: G32168109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        1047 | NS      | $11202.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                               | EchoStar Corp                                                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       48999 | PA      | $99722.76     | 0.02%             | 2030-11-30      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1062.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                                                    | Central Japan Railway Co                                                                    | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |        7000 | NS      | $186187.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocular Therapeutix Inc                                                                      | Ocular Therapeutix Inc                                                                      | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |         295 | NS      | $3601.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saavi Energia Sarl                                                                          | Saavi Energia Sarl                                                                          | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $848000.00    | 0.20%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $491.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                                      | Franklin Resources Inc                                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        3370 | NS      | $86474.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                                                  | Fluor Corp                                                                                  | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6933.00      | 0.00%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-652.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $870.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                             | Tyson Foods Inc                                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        4585 | NS      | $260336.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HTA Group Ltd/Mauritius                                                                     | HTA Group Ltd/Mauritius                                                                     | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      375000 | PA      | $388629.20    | 0.09%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   195000000 | OU      | $-250963.95   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                                         | Otis Worldwide Corp                                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        1803 | NS      | $155743.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $17163.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $70.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-454.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunnova Helios X Issuer LLC                                                                 | Sunnova Helios X Issuer LLC                                                                 | CUSIP: 86744WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      103698 | PA      | $41758.61     | 0.01%             | 2049-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                                  | Edenred SE                                                                                  | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |        3443 | NS      | $99597.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $369.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $104.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                                | Prologis Inc                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        1135 | NS      | $129140.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                                                                | Artivion Inc                                                                                | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |        2707 | NS      | $118918.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                                                     | Zebra Technologies Corp                                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        1060 | NS      | $336115.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                                                                     | MKS Inc                                                                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |         236 | NS      | $24388.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uzbekneftegaz JSC                                                                           | Uzbekneftegaz JSC                                                                           | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |      475000 | PA      | $503044.80    | 0.12%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2108.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $224.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          13 | NC      | $8830.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-557.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S - B                                                                  | AP Moller - Maersk A/S - B                                                                  | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          35 | NS      | $72118.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $568.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evercore Inc - Class A                                                                      | Evercore Inc - Class A                                                                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |         203 | NS      | $65274.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          47 | NC      | $11490.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                                                                    | iShares Russell 2000 ETF                                                                    | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Short            | EC               | RF                | US        |         155 | NS      | $-36451.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-1034.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1861.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2003-22CB                                                            | Alternative Loan Trust 2003-22CB                                                            | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33846 | PA      | $34479.98     | 0.01%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           8 | NC      | $-2393.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    10200000 | OU      | $-34607.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                                         | Cognizant Technology Solutions Corp                                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        2878 | NS      | $207935.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                                                                | Yuzhou Group Holdings Co Ltd                                                                | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $13984.00     | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                             | Cemex SAB de CV                                                                             | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $199076.85    | 0.05%             | N/A             | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                | Synopsys Inc                                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80694.20     | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           3 | NC      | $2597.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         443 | NC      | $-5260.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LeddarTech Holdings Inc - Warrants                                                          | LeddarTech Holdings Inc - Warrants                                                          | CUSIP: 52328E113<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        2297 | NS      | $6.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |         260 | NS      | $78715.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-693.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11756.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-325.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $674.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26870.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                   | Linde PLC                                                                                   | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |         812 | NS      | $388371.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Trust                                                            | BlackRock Municipal Income Trust                                                            | CUSIP: 09248F109<br>LEI: R3ITLLW1CUEQICP4XR90 | Long             | EC               | RF                | US        |        9761 | NS      | $94486.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-926.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                                                                    | Sunac China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       37398 | PA      | $4861.74      | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                          | Subway Funding LLC                                                                          | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      213388 | PA      | $216750.85    | 0.05%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets 2018-1 LLC                                                               | Accelerated Assets 2018-1 LLC                                                               | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23063 | PA      | $22779.80     | 0.01%             | 2033-12-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| KWG Group Holdings Ltd                                                                      | KWG Group Holdings Ltd                                                                      | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | KY        |      210000 | PA      | $13125.00     | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $1170.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2267.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5644.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           7 | NC      | $-21593.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $-7453.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-82.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1149.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $3329.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $270.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $34541.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      125000 | PA      | $134958.64    | 0.03%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nuvalent Inc                                                                                | Nuvalent Inc                                                                                | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         334 | NS      | $25577.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                                                         | Northern Trust Corp                                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |          69 | NS      | $9058.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17101.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                                  | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                                  | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       46294 | PA      | $46308.35     | 0.01%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2311.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16674.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $884.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-167.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2074.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust 2022-2                                                                  | DT Auto Owner Trust 2022-2                                                                  | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $150316.74    | 0.03%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8778.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $7258.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                                                                            | Viper Energy Inc                                                                            | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         879 | NS      | $35023.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2025-2 LLC                                                                             | PRPM 2025-2 LLC                                                                             | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100913.43    | 0.02%             | 2030-05-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                   | Airbus SE                                                                                   | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |         104 | NS      | $21743.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc                                                                   | Mirum Pharmaceuticals Inc                                                                   | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |          88 | NS      | $6500.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                                                               | Fortescue Ltd                                                                               | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       13646 | NS      | $172119.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                                | Continental Resources Inc/OK                                                                | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      410000 | PA      | $420878.42    | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $1835.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1576.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                                            | Asahi Kasei Corp                                                                            | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       13700 | NS      | $111799.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1223.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                                             | Nippon Yusen KK                                                                             | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        2800 | NS      | $100932.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                                    | Republic of South Africa Government Bond                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    18675000 | PA      | $872047.14    | 0.20%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                        | Chart Industries Inc                                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       11827 | NS      | $2357830.72   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BINOM Securitization Trust 2022-RPL1                                                        | BINOM Securitization Trust 2022-RPL1                                                        | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $115247.34    | 0.03%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                                   | Kellanova                                                                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       33691 | NS      | $2678434.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-439.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31905.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                                                | Catalyst Pharmaceuticals Inc                                                                | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |         229 | NS      | $4715.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1150.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $208.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                                   | Applebee's Funding LLC / IHOP Funding LLC                                                   | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      220000 | PA      | $222345.20    | 0.05%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NWD MTN Ltd                                                                                 | NWD MTN Ltd                                                                                 | CUSIP: G6681PAR1<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $239467.30    | 0.06%             | 2029-07-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                        | Edison International                                                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        3327 | NS      | $186744.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       45000 | PA      | $49281.58     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1116.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust 2021-1                                                      | Prestige Auto Receivables Trust 2021-1                                                      | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $167722.87    | 0.04%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2390.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                                   | United Parcel Service Inc                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        2040 | NS      | $178377.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |          77 | NS      | $10607.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-5                                                  | Exeter Automobile Receivables Trust 2023-5                                                  | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $130259.38    | 0.03%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                                                           | Genius Sports Ltd                                                                           | CUSIP: G3934V109<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        5039 | NS      | $64448.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-283.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $61333.56     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires/Government Bonds                                                  | Provincia de Buenos Aires/Government Bonds                                                  | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |      588062 | PA      | $400117.73    | 0.09%             | 2037-09-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Sturm Ruger & Co Inc                                                                        | Sturm Ruger & Co Inc                                                                        | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |        1503 | NS      | $52109.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-538.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2856.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                                                               | Clorox Co/The                                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        1885 | NS      | $222807.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       95000 | PA      | $82185.70     | 0.02%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        9154 | NS      | $2009303.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-902.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet Inc                                                                                | Freshpet Inc                                                                                | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6772.04      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                           | Expedia Group Inc                                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |         417 | NS      | $89571.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          37 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                                          | Publicis Groupe SA                                                                          | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |         110 | NS      | $10157.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-236.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2347.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $286.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-774.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Acquisition Corp                                                                    | Bayview Acquisition Corp                                                                    | CUSIP: 07323B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3661 | NS      | $40710.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                             | Dollar Tree Inc                                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        3364 | NS      | $367247.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                                     | Banque Ouest Africaine de Developpement                                                     | CUSIP: V0956YAB1<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | XX        |      400000 | PA      | $396957.20    | 0.09%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Krystal Biotech Inc                                                                         | Krystal Biotech Inc                                                                         | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |          51 | NS      | $7532.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | XX        |    20000000 | PA      | $228542.67    | 0.05%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BlackRock MuniHoldings Quality Fund II Inc                                                  | BlackRock MuniHoldings Quality Fund II Inc                                                  | CUSIP: 09254C107<br>LEI: V04K6JK5YHD4O5SHSC34 | Long             | EC               | RF                | US        |       11454 | NS      | $109271.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-455.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-719.27      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $723.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           7 | NC      | $-3344.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Spotify USA Inc                                                                             | Spotify USA Inc                                                                             | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |        4000 | PA      | $5366.00      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N4                                                      | Carvana Auto Receivables Trust 2021-N4                                                      | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       18090 | PA      | $17669.77     | 0.00%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | XX        |     7500000 | PA      | $85338.81     | 0.02%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC Term Loan B                                                         | CRC Insurance Group LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45508 | PA      | $45508.04     | 0.01%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                                      | Boston Scientific Corp                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        1685 | NS      | $177767.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-216.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clsec Holdings 22t LLC                                                                      | Clsec Holdings 22t LLC                                                                      | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       88747 | PA      | $84177.43     | 0.02%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Silicon Motion Technology Corp                                                              | Silicon Motion Technology Corp                                                              | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | TW        |         654 | NS      | $52110.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                                                   | Ball Corp                                                                                   | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      250000 | PA      | $253019.18    | 0.06%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | XX        |    14000000 | PA      | $157775.95    | 0.04%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Supernus Pharmaceuticals Inc                                                                | Supernus Pharmaceuticals Inc                                                                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |         108 | NS      | $4872.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         597 | NS      | $88821.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $205670.42    | 0.05%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $89.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                      | DBS Group Holdings Ltd                                                                      | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |         940 | NS      | $37001.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $731.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                                                   | CK Hutchison Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | HK        |        5000 | NS      | $33081.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp/IN                                                                     | Old National Bancorp/IN                                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |        2945 | NS      | $67411.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $571624.59    | 0.13%             | N/A             | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-905.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           4 | NC      | $8139.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akouos Inc - Contingent Value Rights                                                        | Akouos Inc - Contingent Value Rights                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4410 | NS      | $2205.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $20925.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                                    | Eagle Funding Luxco Sarl                                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $709870.00    | 0.17%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1780.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp                                                                     | Copley Acquisition Corp                                                                     | CUSIP: G24243100<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |        4854 | NS      | $48928.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          41 | NC      | $-1158.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2132.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp                                                                          | Lundin Mining Corp                                                                          | CUSIP: N/A<br>LEI: 549300FQDIM6C8HTN269       | Long             | EC               | CORP              | CA        |       13682 | NS      | $158304.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                                 | PNC Bank NA                                                                                 | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |      320000 | PA      | $320320.84    | 0.07%             | 2027-01-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Energo - Pro as                                                                             | Energo - Pro as                                                                             | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |      625000 | PA      | $775313.42    | 0.18%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-35.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silverbox Corp IV                                                                           | Silverbox Corp IV                                                                           | CUSIP: G81354105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4505 | NS      | $47243.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $316.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D Boral ARC Acquisition I Corp                                                              | D Boral ARC Acquisition I Corp                                                              | CUSIP: G2616F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4245 | NS      | $42067.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1151.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                                          | PPG Industries Inc                                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        1266 | NS      | $140817.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Structure Therapeutics Inc                                                                  | Structure Therapeutics Inc                                                                  | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         257 | NS      | $4960.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                                      | Singapore Technologies Engineering Ltd                                                      | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |        2100 | NS      | $12567.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4083.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $56.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                            | Hartford Insurance Group Inc/The                                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |         926 | NS      | $122519.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1280.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc - Class A                                                                     | Snowflake Inc - Class A                                                                     | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |         205 | NS      | $48925.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                                                                | Omnicell Inc                                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |        1575 | NS      | $51329.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                                                                 | Raymond James Financial Inc                                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        1403 | NS      | $237724.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                                                 | Textron Inc                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        2583 | NS      | $207053.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust 2004-8                                                         | MASTR Alternative Loan Trust 2004-8                                                         | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62530 | PA      | $63027.88     | 0.01%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-848.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                                                      | Singapore Exchange Ltd                                                                      | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |        3300 | NS      | $42602.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        2162 | NS      | $146670.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark Services Inc Term Loan B8                                                           | Aramark Services Inc Term Loan B8                                                           | CUSIP: N/A<br>LEI: 42YMHYH0XMHJEXDUB065       | Long             | LON              | CORP              | US        |      134670 | PA      | $134781.83    | 0.03%             | 2030-06-22      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6874.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $113.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $81.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          74 | NC      | $-21517.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NWD Finance BVI Ltd                                                                         | NWD Finance BVI Ltd                                                                         | CUSIP: G66816AD4<br>LEI: 25490076V8K09HMNCT88 | Long             | DBT              | CORP              | VG        |      225000 | PA      | $59625.00     | 0.01%             | N/A             | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-88.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          10 | NC      | $-4547.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                                                                       | Civitas Resources Inc                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62311.02     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 14400000000 | OU      | $-7961.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                                                  | Disco Corp                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         100 | NS      | $27360.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp - A Shares                                                           | Liberty Broadband Corp - A Shares                                                           | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       17410 | NS      | $1056264.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     1300000 | OU      | $-4410.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      125000 | PA      | $115448.56    | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-247.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                                       | Bahamas Government International Bond                                                       | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      400000 | PA      | $413432.00    | 0.10%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2286.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-163.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-1898.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-627.49      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilt                                                                         | United Kingdom Gilt                                                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      235000 | PA      | $312263.20    | 0.07%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-283.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Haymaker Acquisition Corp 4                                                                 | Haymaker Acquisition Corp 4                                                                 | CUSIP: G4375F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15675 | NS      | $175873.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         224 | NS      | $50079.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1375.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                       | Uber Technologies Inc                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |         608 | NS      | $57000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $2108.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $935.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                               | JH North America Holdings Inc                                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      114000 | PA      | $115707.15    | 0.03%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          25 | NC      | $83.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $319.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $792.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3764.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $-415.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ProCap Acquisition Corp                                                                     | ProCap Acquisition Corp                                                                     | CUSIP: G7257A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5080 | NS      | $52273.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1344.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12648.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siddhi Acquisition Corp                                                                     | Siddhi Acquisition Corp                                                                     | CUSIP: G8118C124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14270 | NS      | $144269.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                                   | Applebee's Funding LLC / IHOP Funding LLC                                                   | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $152764.76    | 0.04%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg Sarl                                                                | Acu Petroleo Luxembourg Sarl                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      464202 | PA      | $470893.88    | 0.11%             | 2035-07-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          12 | NC      | $2119.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                                                       | Yangzijiang Shipbuilding Holdings Ltd                                                       | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | CN        |       68400 | NS      | $154981.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $573.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        3847 | NS      | $195196.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                                     | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $390577.94    | 0.09%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                               | Mexican Bonos                                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    27700000 | PA      | $1399373.52   | 0.33%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Africa Finance Corp                                                                         | Africa Finance Corp                                                                         | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | XX        |      450000 | PA      | $441739.22    | 0.10%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         320 | NC      | $-31451.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11255.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1040.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-62.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       19000 | PA      | $22116.00     | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1897.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1174.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Element Comm Aviation                                                                       | Element Comm Aviation                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         280 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1145.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-71.86       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                                                  | Insmed Inc                                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |         477 | NS      | $64919.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $93.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      315000 | PA      | $315679.98    | 0.07%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                                                        | Tradeweb Markets Inc                                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         969 | NS      | $119535.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          10 | NC      | $10574.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                                                   | Intellia Therapeutics Inc                                                                   | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |         213 | NS      | $2418.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-414.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Twist Bioscience Corp                                                                       | Twist Bioscience Corp                                                                       | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |         121 | NS      | $3263.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2312297 | OU      | $-254202.11   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                                  | Eiffage SA                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         418 | NS      | $52603.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 22 Ltd                                                                              | KKR CLO 22 Ltd                                                                              | CUSIP: 48252WAC7<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250472.25    | 0.06%             | 2031-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                                         | Chile Government International Bond                                                         | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $119600.00    | 0.03%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alkermes PLC                                                                                | Alkermes PLC                                                                                | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         328 | NS      | $9502.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $880.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                                               | Veon Midco BV                                                                               | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |      650000 | PA      | $607208.99    | 0.14%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-173.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                                                            | ANA Holdings Inc                                                                            | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |       11100 | NS      | $223789.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| American Eagle Outfitters Inc                                                               | American Eagle Outfitters Inc                                                               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |        4491 | NS      | $58113.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-327.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           4 | NC      | $58141.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-315.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2259.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    10200000 | OU      | $34801.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |        1500 | NS      | $40853.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-293.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                                     | Illinois Tool Works Inc                                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         376 | NS      | $99508.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                                                                       | Euronet Worldwide Inc                                                                       | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6911.80      | 0.00%             | 2030-10-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $260629.39    | 0.06%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2725.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      185000 | PA      | $194536.12    | 0.05%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12298.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $137.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-833.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                                 | Cargill Inc                                                                                 | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      320000 | PA      | $320189.47    | 0.07%             | 2028-02-11      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          31 | NC      | $-19739.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                                                                       | Blue Acquisition Corp                                                                       | CUSIP: G1331A124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4175 | NS      | $42125.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |          12 | NS      | $1379.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3556.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TPG Inc                                                                                     | TPG Inc                                                                                     | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |        1310 | NS      | $79058.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                                                                | MSC Industrial Direct Co Inc                                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |         667 | NS      | $60183.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          10 | NC      | $68049.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $751.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEX 2024-BBG Mortgage Trust                                                                 | LEX 2024-BBG Mortgage Trust                                                                 | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25000 | PA      | $25215.70     | 0.01%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd                                                                   | MAF Global Securities Ltd                                                                   | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $206712.00    | 0.05%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                                                  | Ligand Pharmaceuticals Inc                                                                  | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |          39 | NS      | $6306.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-82.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-192.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                                                                 | Snap-on Inc                                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         630 | NS      | $204901.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7228.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                                   | Keysight Technologies Inc                                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        1059 | NS      | $173072.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          11 | NC      | $-15463.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                                                        | Ensign Group Inc/The                                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |         225 | NS      | $38650.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           8 | NC      | $16853.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-78.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                                                                       | Lantheus Holdings Inc                                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |        1033 | NS      | $56711.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-435.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                                   | KDDI Corp                                                                                   | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |        4000 | NS      | $69133.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      375000 | PA      | $376346.16    | 0.09%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| A Paradise Acquisition Corp                                                                 | A Paradise Acquisition Corp                                                                 | CUSIP: G04819127<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |        2060 | NS      | $20672.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1280.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WNS Holdings Ltd                                                                            | WNS Holdings Ltd                                                                            | CUSIP: G98196101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | IN        |         407 | NS      | $30708.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-307.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                                                 | Aena SME SA                                                                                 | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |         782 | NS      | $22666.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp                                                                   | New Jersey Resources Corp                                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |        1261 | NS      | $59632.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                                                                | Newmont Corp                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        2641 | NS      | $196490.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      475000 | PA      | $512842.85    | 0.12%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jaws Mustang Acquisition Corp - Warrants                                                    | Jaws Mustang Acquisition Corp - Warrants                                                    | CUSIP: G50737124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4137 | NS      | $166.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                                                                | Visteon Corp                                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |         217 | NS      | $26899.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                                                                  | Cabot Corp                                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |         661 | NS      | $53911.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BHG Securitization Trust 2023-B                                                             | BHG Securitization Trust 2023-B                                                             | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       92828 | PA      | $97029.39     | 0.02%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA OA LLC                                                                        | CSMC 2014-USA OA LLC                                                                        | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1055000 | PA      | $685760.55    | 0.16%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                            | Telecommunications co Telekom Srbija AD Belgrade                                            | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      250000 | PA      | $251451.59    | 0.06%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $106.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank OZK                                                                                    | Bank OZK                                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |        1191 | NS      | $62491.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2024-1                                                    | GLS Auto Receivables Issuer Trust 2024-1                                                    | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $25539.88     | 0.01%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2856.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centuri Holdings Inc                                                                        | Centuri Holdings Inc                                                                        | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         295 | NS      | $6265.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3498.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2025-VLT6                                                                          | BX Trust 2025-VLT6                                                                          | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      295000 | PA      | $294723.44    | 0.07%             | 2042-03-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Revolution Medicines Inc                                                                    | Revolution Medicines Inc                                                                    | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |         756 | NS      | $28705.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                                                   | Teledyne Technologies Inc                                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         295 | NS      | $158760.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1507.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-738.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          15 | NC      | $95.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                                                          | Sonoco Products Co                                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |        1108 | NS      | $52353.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                                                  | NetApp Inc                                                                                  | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56688.47     | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $141.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       75000 | PA      | $14636.25     | 0.00%             | 2022-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SI-BONE Inc                                                                                 | SI-BONE Inc                                                                                 | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |        3773 | NS      | $62895.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-4786.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust 2003-9                                                         | MASTR Alternative Loan Trust 2003-9                                                         | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12135 | PA      | $12228.78     | 0.00%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           4 | NC      | $-809.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                                                           | Iron Mountain Inc                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29686.27     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings Inc                                                           | Clearwater Analytics Holdings Inc                                                           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4004 | NS      | $82762.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2361.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-185.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |        1567 | NS      | $56380.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkland Corp                                                                               | Parkland Corp                                                                               | CUSIP: N/A<br>LEI: 549300UY5C6HUV0XLS53       | Long             | EC               | CORP              | CA        |       10582 | NS      | $299425.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                                                           | EDP Renovaveis SA                                                                           | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |        8855 | NS      | $104002.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      400000 | PA      | $17000.00     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                                          | Oman Government International Bond                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      210000 | PA      | $220707.80    | 0.05%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada - Warrants                                                | Constellation Software Inc/Canada - Warrants                                                | CUSIP: N/A<br>LEI: 549300B6PYHMCTDWQV29       | Long             | EC               | CORP              | CA        |         153 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GEO Group Inc/The                                                                           | GEO Group Inc/The                                                                           | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |        1219 | NS      | $25282.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp - Rights                                                     | Lakeshore Acquisition III Corp - Rights                                                     | CUSIP: G5353S137<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9177 | NS      | $1743.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                                     | Vestas Wind Systems A/S                                                                     | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        9179 | NS      | $182730.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   590650000 | NC      | $21100.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      529178 | PA      | $446046.06    | 0.10%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4334.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2020-1 Ltd                                                          | Bain Capital Credit CLO 2020-1 Ltd                                                          | CUSIP: 05684DBC6<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-O            | CORP              | KY        |      145000 | PA      | $145000.00    | 0.03%             | 2033-04-18      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-453.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inhibrx Inc - Contingent Value Rights                                                       | Inhibrx Inc - Contingent Value Rights                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4407 | NS      | $3305.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ams-OSRAM AG                                                                                | ams-OSRAM AG                                                                                | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |     1700000 | PA      | $1889417.04   | 0.44%             | 2027-11-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Canadian Treasury Bill                                                                      | Canadian Treasury Bill                                                                      | CUSIP: 1350Z7DE1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    14500000 | PA      | $10527505.73  | 2.45%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                  | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       12530 | NS      | $405765.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Loan Funding 2013-1 Ltd                                                                 | OHA Loan Funding 2013-1 Ltd                                                                 | CUSIP: 67706HCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250206.50    | 0.06%             | 2037-04-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                               | Goodyear Tire & Rubber Co/The                                                               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |        5534 | NS      | $46928.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5361.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      600000 | PA      | $610729.18    | 0.14%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                                          | Teva Pharmaceutical Industries Ltd                                                          | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        4405 | NS      | $80963.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                            | Kansai Electric Power Co Inc/The                                                            | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |        4400 | NS      | $61048.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                                     | Cboe Global Markets Inc                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         511 | NS      | $120570.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                                                          | Frontier Communications Parent Inc                                                          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14820 | NS      | $549525.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $750.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $328.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $418.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        4199 | NS      | $289689.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4698.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAIL Inc                                                                                   | GRAIL Inc                                                                                   | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |          61 | NS      | $2000.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                                                | LyondellBasell Industries NV                                                                | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |        3140 | NS      | $176939.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                                                           | Hamilton Lane Inc                                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |         260 | NS      | $40128.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Psyence Biomedical Ltd - Warrants                                                           | Psyence Biomedical Ltd - Warrants                                                           | CUSIP: 74449F118<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         974 | NS      | $26.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1362.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust 2023-DC                                                        | DC Commercial Mortgage Trust 2023-DC                                                        | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $114368.08    | 0.03%             | 2040-09-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-4191.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-625.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                                                     | PTC Inc                                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        1027 | NS      | $219264.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-291.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Life Time Group Holdings Inc                                                                | Life Time Group Holdings Inc                                                                | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3267 | NS      | $91214.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                                  | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |       13014 | NS      | $184192.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                    | iHeartCommunications Inc                                                                    | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       48000 | PA      | $36358.78     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          25 | NC      | $-47548.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          35 | NC      | $-23290.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co Ltd                                                                       | Japan Airlines Co Ltd                                                                       | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |       21100 | NS      | $448702.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3317.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           9 | NC      | $-8096.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1170.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Ltd 2016-1A                                                       | Labrador Aviation Finance Ltd 2016-1A                                                       | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      133256 | PA      | $129919.36    | 0.03%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $968.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc - Class A                                                                         | Greif Inc - Class A                                                                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |         832 | NS      | $54337.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Criteo SA                                                                                   | Criteo SA                                                                                   | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |         590 | NS      | $14649.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-232.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-834.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                                                                 | FNB Corp/PA                                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |        3567 | NS      | $59533.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-681.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        5565 | NS      | $468127.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-914.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-780.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malibu Boats Inc                                                                            | Malibu Boats Inc                                                                            | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1395 | NS      | $46314.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         249 | NS      | $30500.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF North America Capital Inc                                                                | ZF North America Capital Inc                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $143843.49    | 0.03%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |         953 | NS      | $255270.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                                                                   | InPost SA                                                                                   | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Long             | EC               | CORP              | PL        |        2022 | NS      | $29390.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $121.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                                                                      | Hims & Hers Health Inc                                                                      | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |         292 | NS      | $12366.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      169000 | PA      | $145847.00    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    19643281 | OU      | $80396.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                                        | Parker-Hannifin Corp                                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |          71 | NS      | $53913.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                                                                 | Aurinia Pharmaceuticals Inc                                                                 | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |         236 | NS      | $2829.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                                                      | Energizer Holdings Inc                                                                      | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |        1593 | NS      | $43903.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp X                                                                    | Churchill Capital Corp X                                                                    | CUSIP: G2130T124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4181 | NS      | $42897.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-208.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                   | Petroleos de Venezuela SA                                                                   | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      850000 | PA      | $128775.00    | 0.03%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-1291.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |      200000 | PA      | $195562.50    | 0.05%             | 2033-01-18      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $462.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $157.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1385.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quantumsphere Acquisition Corp                                                              | Quantumsphere Acquisition Corp                                                              | CUSIP: G7387B122<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2062 | NS      | $20702.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1197.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                                   | Fresenius Medical Care AG                                                                   | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        1176 | NS      | $60621.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       35000 | PA      | $33477.57     | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zapp Electric Vehicles Group Ltd - Warrants                                                 | Zapp Electric Vehicles Group Ltd - Warrants                                                 | CUSIP: G9889X115<br>LEI: 984500D6DT79D76DED28 | Long             | EC               | CORP              | KY        |        1167 | NS      | $3.85         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        3706 | NS      | $539445.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                                     | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $263609.50    | 0.06%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-1962.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AIM Aviation Finance Ltd                                                                    | AIM Aviation Finance Ltd                                                                    | CUSIP: 001406AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      675217 | PA      | $540186.95    | 0.13%             | 2040-02-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                                                 | National Bank of Uzbekistan                                                                 | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | CORP              | UZ        |      400000 | PA      | $425418.16    | 0.10%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1612.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                                                     | NVR Inc                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |           5 | NS      | $40588.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-145.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                                                   | Flutter Entertainment PLC                                                                   | CUSIP: G3643J108<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | US        |         263 | NS      | $80785.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      955133 | OU      | $-28784.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Casella Waste Systems Inc                                                                   | Casella Waste Systems Inc                                                                   | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |         531 | NS      | $52335.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                                                                    | TDK Corp                                                                                    | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |        5900 | NS      | $76188.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                                                          | Cooper Cos Inc/The                                                                          | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        1292 | NS      | $87074.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| European Bank for Reconstruction & Development                                              | European Bank for Reconstruction & Development                                              | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | XX        |    36000000 | PA      | $408664.23    | 0.10%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NWD MTN Ltd                                                                                 | NWD MTN Ltd                                                                                 | CUSIP: G6681PBD1<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $157658.86    | 0.04%             | 2028-02-08      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       65000 | PA      | $72018.90     | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Ameresco Inc                                                                                | Ameresco Inc                                                                                | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |        5195 | NS      | $132108.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-724.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93957.03     | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Parsons Corp                                                                                | Parsons Corp                                                                                | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5567.50      | 0.00%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1000.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group Inc                                                            | Helix Energy Solutions Group Inc                                                            | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |        6083 | NS      | $40086.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |         799 | NS      | $27781.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         171 | NC      | $-36145.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                                                      | Wharf Holdings Ltd/The                                                                      | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |        1000 | NS      | $2869.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-A                                            | Navient Private Education Refi Loan Trust 2018-A                                            | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       64599 | PA      | $63452.68     | 0.01%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1683.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-5832.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          45 | NC      | $-29515.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-618.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          74 | NC      | $-8093.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners III Inc                                                              | Cantor Equity Partners III Inc                                                              | CUSIP: G1828A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1045 | NS      | $10868.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $68951.36     | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Celestica Inc                                                                               | Celestica Inc                                                                               | CUSIP: N/A<br>LEI: 549300J3CG5T6RZWLN53       | Long             | EC               | CORP              | CA        |         200 | NS      | $38955.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                                      | SAP SE                                                                                      | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |          78 | NS      | $21228.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                                                                 | Nutanix Inc                                                                                 | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5335.50      | 0.00%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                                     | Procter & Gamble Co/The                                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1974 | NS      | $309996.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                                                                 | Subaru Corp                                                                                 | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |        3800 | NS      | $74542.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-733.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Titan Acquisition Corp                                                                      | Titan Acquisition Corp                                                                      | CUSIP: G8901A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11169 | NS      | $113197.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                                       | Applied Materials Inc                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        2018 | NS      | $324413.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoshizaki Corp                                                                              | Hoshizaki Corp                                                                              | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |        1100 | NS      | $42291.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                                          | Broadridge Financial Solutions Inc                                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         224 | NS      | $57258.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-918.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-304.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7312.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                                        | 1011778 BC ULC / New Red Finance Inc                                                        | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        5000 | PA      | $4866.85      | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                                       | 3M Co                                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |         186 | NS      | $28928.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                                                  | AMETEK Inc                                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         190 | NS      | $35112.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      491035 | PA      | $264073.53    | 0.06%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2279.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Innoviva Inc                                                                                | Innoviva Inc                                                                                | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |         128 | NS      | $2615.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-808.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apogee Therapeutics Inc                                                                     | Apogee Therapeutics Inc                                                                     | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         328 | NS      | $11929.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                                                             | Match Group Inc                                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        5858 | NS      | $218737.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-502.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      210000 | PA      | $219401.52    | 0.05%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                                       | DuPont de Nemours Inc                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Short            | EC               | CORP              | US        |       29700 | NS      | $-2284524.00  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $452.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4646.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      110000 | PA      | $100243.37    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                    | Avis Budget Rental Car Funding AESOP LLC                                                    | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $123295.03    | 0.03%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                                             | Baker Hughes Co                                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         845 | NS      | $38363.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp II                                                                | Andretti Acquisition Corp II                                                                | CUSIP: G26745102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9732 | NS      | $101212.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $77484.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14157.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                               | AIB Group PLC                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |        1088 | NS      | $8839.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      675000 | PA      | $431729.11    | 0.10%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1142.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      295000 | PA      | $321936.05    | 0.07%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-645.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1864.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $128.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                                    | Builders FirstSource Inc                                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |         360 | NS      | $49924.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                                                | Associated British Foods PLC                                                                | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |        3254 | NS      | $95094.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV Term Loan B                                                            | Flutter Financing BV Term Loan B                                                            | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      145263 | PA      | $144427.36    | 0.03%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1113.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                                    | Brazil Notas do Tesouro Nacional Serie F                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    12083000 | PA      | $2131153.05   | 0.50%             | 2027-01-01      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | XX        |    28000000 | PA      | $321465.22    | 0.07%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                              | S&P Global Inc                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         406 | NS      | $222666.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           9 | NC      | $24911.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $206.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                                          | Compass Datacenters Issuer III LLC                                                          | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $25391.56     | 0.01%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Loomis AB                                                                                   | Loomis AB                                                                                   | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |        1232 | NS      | $54623.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $57179.10     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Edgewise Therapeutics Inc                                                                   | Edgewise Therapeutics Inc                                                                   | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         145 | NS      | $2080.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          58 | NC      | $26946.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1265.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: YT9362948<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     6800000 | PA      | $129632.45    | 0.03%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class   | Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     3511760 | NS      | $3511759.57   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                                                      | Boot Barn Holdings Inc                                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |         324 | NS      | $57597.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2486.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-53173.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      700000 | PA      | $731500.00    | 0.17%             | 2035-02-11      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $577.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2650000 | OU      | $-28227.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC Term Loan B                                                              | Ryan Specialty LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300K52N7QBO3PYY45       | Long             | LON              | CORP              | US        |       28224 | PA      | $28287.51     | 0.01%             | 2031-09-10      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                                  | Saputo Inc                                                                                  | CUSIP: N/A<br>LEI: 549300HH4U1DPY0TBT90       | Long             | EC               | CORP              | CA        |        9600 | NS      | $240323.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6201.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                                              | ACS Actividades de Construccion y Servicios SA                                              | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |        2235 | NS      | $168937.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $728.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                                   | Republic of Uzbekistan International Bond                                                   | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $183236.62    | 0.04%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GSR III Acquisition Corp                                                                    | GSR III Acquisition Corp                                                                    | CUSIP: G4R103107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28885 | NS      | $299537.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                                                          | Toyota Tsusho Corp                                                                          | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |        5200 | NS      | $138400.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2025-1                                                             | Foundation Finance Trust 2025-1                                                             | CUSIP: 35040WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101376.22    | 0.02%             | 2050-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2722.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-17181.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        9124 | NS      | $244249.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JH North America Holdings Inc                                                               | JH North America Holdings Inc                                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80873.20     | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-159.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           3 | NC      | $44117.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Municipal Opportunity Trust                                                         | Invesco Municipal Opportunity Trust                                                         | CUSIP: 46132C107<br>LEI: WERC5RXCUSU16MOTZ848 | Long             | EC               | RF                | US        |       18794 | NS      | $173468.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 Value ETF                                                              | iShares Russell 2000 Value ETF                                                              | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |         399 | NS      | $69453.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                                                               | Live Nation Entertainment Inc                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |         697 | NS      | $116043.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $67.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintergreen Acquisition Corp                                                                | Wintergreen Acquisition Corp                                                                | CUSIP: G9717M125<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |          94 | NS      | $953.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $668.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $3613.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $479.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 2000 Growth ETF                                                             | iShares Russell 2000 Growth ETF                                                             | CUSIP: 464287648<br>LEI: 549300CPJOUVKWJGSH44 | Long             | EC               | RF                | US        |         180 | NS      | $55386.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                                                  | First Quantum Minerals Ltd                                                                  | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | EC               | CORP              | CA        |        3400 | NS      | $59590.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2256.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $1272.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1421.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-293.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        4577 | NS      | $316224.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                                                               | Tidewater Inc                                                                               | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |         605 | NS      | $36421.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          14 | NC      | $788.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thayer Ventures Acquisition Corp II                                                         | Thayer Ventures Acquisition Corp II                                                         | CUSIP: G87890128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5908 | NS      | $59907.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20970.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $558.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                                 | Telenor ASA                                                                                 | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        3839 | NS      | $64048.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                        | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      238000 | PA      | $240074.17    | 0.06%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5984.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                            | Altria Group Inc                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        3006 | NS      | $202033.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AltEnergy Acquisition Corp - Warrants                                                       | AltEnergy Acquisition Corp - Warrants                                                       | CUSIP: 02157M116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         449 | NS      | $14.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                                                         | Axon Enterprise Inc                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25685.53     | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6795.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-160.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                                          | Voya Financial Inc                                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |         440 | NS      | $33039.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                                                             | Zurn Elkay Water Solutions Corp                                                             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |        1377 | NS      | $62460.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Corp III                                                         | New Providence Acquisition Corp III                                                         | CUSIP: G6476A128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25686 | NS      | $263538.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                                                 | Vistra Corp                                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        2265 | NS      | $428334.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1087.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2022-2                                                | Westlake Automobile Receivables Trust 2022-2                                                | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $125458.45    | 0.03%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Corp - Warrants                                                           | Titan Acquisition Corp - Warrants                                                           | CUSIP: G8901A111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5584 | NS      | $1507.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                               | McKesson Corp                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         311 | NS      | $213545.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          28 | NC      | $4325.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co                                                                | State Street Bank & Trust Co                                                                | CUSIP: 857449AC6<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |      395000 | PA      | $398051.67    | 0.09%             | 2026-11-25      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BellRing Brands Inc                                                                         | BellRing Brands Inc                                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |         568 | NS      | $23316.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DSLA Mortgage Loan Trust 2005-AR5                                                           | DSLA Mortgage Loan Trust 2005-AR5                                                           | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84261 | PA      | $43775.82     | 0.01%             | 2045-09-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc                                                                            | TriNet Group Inc                                                                            | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |        1069 | NS      | $77416.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $137.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                               | Stellantis NV                                                                               | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |        7291 | NS      | $69813.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust 2023-3                                                                  | DT Auto Owner Trust 2023-3                                                                  | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $104003.27    | 0.02%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         201 | NS      | $48941.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                                                                      | Stellar V Capital Corp                                                                      | CUSIP: G8475V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4313 | NS      | $43604.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      145000 | PA      | $159046.59    | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-276.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                          | CyrusOne Data Centers Issuer I LLC                                                          | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       75000 | PA      | $76806.74     | 0.02%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $-89.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2451.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                | Entegris Inc                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      105000 | PA      | $103490.86    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                  | Zimmer Biomet Holdings Inc                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |           3 | NS      | $318.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                                                         | Emerson Electric Co                                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        1498 | NS      | $197736.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower 2024-2 Ltd                                                                   | Rockford Tower 2024-2 Ltd                                                                   | CUSIP: 77340XAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $251075.00    | 0.06%             | 2037-10-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1586.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                                                   | Talanx AG                                                                                   | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |        2441 | NS      | $336590.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America Inc Term Loan B                                                | United Rentals North America Inc Term Loan B                                                | CUSIP: N/A<br>LEI: NGIZXNT70J2LYT3FBI09       | Long             | LON              | CORP              | US        |       25000 | PA      | $25114.50     | 0.01%             | 2031-02-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Veradigm Inc                                                                                | Veradigm Inc                                                                                | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |        7366 | NS      | $36093.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |         624 | NS      | $141785.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $10922.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                                                    | Microchip Technology Inc                                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        2283 | NS      | $148395.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-861.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1879.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verona Pharma PLC                                                                           | Verona Pharma PLC                                                                           | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |        7386 | NS      | $782251.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1385.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                                                         | Leidos Holdings Inc                                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         661 | NS      | $119588.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-945.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                             | Comision Ejecutiva Hidroelectrica del Rio Lempa                                             | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      275000 | PA      | $282521.25    | 0.07%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                              | ServiceNow Inc                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |          79 | NS      | $72479.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      112061 | NS      | $120212.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                                  | Sandvik AB                                                                                  | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |         781 | NS      | $19751.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                                                                  | Aisin Corp                                                                                  | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |        4900 | NS      | $80636.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-260.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lionheart Holdings                                                                          | Lionheart Holdings                                                                          | CUSIP: G5501C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6195 | NS      | $65047.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-100.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                                                             | Alamos Gold Inc                                                                             | CUSIP: N/A<br>LEI: 894500GIHFJZW7YS9660       | Long             | EC               | CORP              | CA        |        3400 | NS      | $103583.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $314.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square BDC CLO 1 Ltd                                                                 | Palmer Square BDC CLO 1 Ltd                                                                 | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $251318.00    | 0.06%             | 2037-07-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp II                                                                  | Sizzle Acquisition Corp II                                                                  | CUSIP: G8193F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17239 | NS      | $173682.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willow Lane Acquisition Corp - Warrants                                                     | Willow Lane Acquisition Corp - Warrants                                                     | CUSIP: G9675P110<br>LEI: 254900Z85UYRON5ZBZ90 | Long             | EC               | CORP              | US        |        3297 | NS      | $1401.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marlette Funding Trust 2023-4                                                               | Marlette Funding Trust 2023-4                                                               | CUSIP: 57108UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $104509.43    | 0.02%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         192 | NC      | $-13997.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tevogen Bio Holdings Inc - Warrants                                                         | Tevogen Bio Holdings Inc - Warrants                                                         | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |         597 | NS      | $33.43        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          10 | NC      | $2.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp II - Rights                                                         | Sizzle Acquisition Corp II - Rights                                                         | CUSIP: G8193F133<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5432 | NS      | $733.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10677.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2636.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ExlService Holdings Inc                                                                     | ExlService Holdings Inc                                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        1396 | NS      | $61116.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $356.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-348.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-254.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2387.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      275000 | PA      | $205295.75    | 0.05%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5028.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CareTrust REIT Inc                                                                          | CareTrust REIT Inc                                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |        2015 | NS      | $69336.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Go Daddy Operating Co LLC / GD Finance Co Inc                                               | Go Daddy Operating Co LLC / GD Finance Co Inc                                               | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $80528.64     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                                  | Genmab A/S                                                                                  | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         705 | NS      | $175960.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55916.92     | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          28 | NC      | $-9056.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                                 | Ageas SA/NV                                                                                 | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        1126 | NS      | $79335.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                                                                | Monolithic Power Systems Inc                                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |          27 | NS      | $22565.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $86.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                                                       | AECOM                                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        1855 | NS      | $231670.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Willow Lane Acquisition Corp                                                                | Willow Lane Acquisition Corp                                                                | CUSIP: G9675P102<br>LEI: 254900Z85UYRON5ZBZ90 | Long             | EC               | CORP              | US        |        6595 | NS      | $67730.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                                                                    | Israel Discount Bank Ltd                                                                    | CUSIP: N/A<br>LEI: 549300XWZ7BG5G23OF51       | Long             | DBT              | CORP              | IL        |      275000 | PA      | $277090.00    | 0.06%             | 2028-01-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Celldex Therapeutics Inc                                                                    | Celldex Therapeutics Inc                                                                    | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |         833 | NS      | $18392.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                                 | FinecoBank Banca Fineco SpA                                                                 | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       10054 | NS      | $220704.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Xenon Pharmaceuticals Inc                                                                   | Xenon Pharmaceuticals Inc                                                                   | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |         146 | NS      | $5651.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                                       | Travelers Cos Inc/The                                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         478 | NS      | $129781.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Short            | EC               | CORP              | US        |        9461 | NS      | $-168500.41   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Yinson Bergenia Production BV                                                               | Yinson Bergenia Production BV                                                               | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $208912.50    | 0.05%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          82 | NC      | $46550.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                                              | GE Vernova Inc                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         139 | NS      | $85202.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1058.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                              | Loblaw Cos Ltd                                                                              | CUSIP: N/A<br>LEI: 5493008LN3O1DIDTSH67       | Long             | EC               | CORP              | CA        |         400 | NS      | $16336.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $460.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-295.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                                                  | BOC Hong Kong Holdings Ltd                                                                  | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |       33000 | NS      | $149824.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1532.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                                          | Republic of Poland Government Bond                                                          | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     4498704 | PA      | $1110889.65   | 0.26%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $3303.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                                                            | West Pharmaceutical Services Inc                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         139 | NS      | $34326.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                                                         | General Electric Co                                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        1586 | NS      | $436467.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $-26.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          26 | NC      | $12798.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-443.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Retail Property Trust 2014-STAR                                                    | Starwood Retail Property Trust 2014-STAR                                                    | CUSIP: 85571XAN7<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $4.93         | 0.00%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-2160.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                                                    | OnDeck Asset Securitization Trust IV LLC                                                    | CUSIP: 67118NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103274.28    | 0.02%             | 2031-06-17      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| AASET 2024-2 Ltd                                                                            | AASET 2024-2 Ltd                                                                            | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      234006 | PA      | $239221.87    | 0.06%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-7403.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Senegal Government International Bond                                                       | Senegal Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      200000 | PA      | $127147.17    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nabors Energy Transition Corp II                                                            | Nabors Energy Transition Corp II                                                            | CUSIP: G6363K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14612 | NS      | $163362.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                         | Egypt Government International Bond                                                         | CUSIP: M1487WDD4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      400000 | PA      | $372884.09    | 0.09%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                                                      | UCB SA                                                                                      | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         371 | NS      | $87029.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2407.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                                    | Agilent Technologies Inc                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |         565 | NS      | $70997.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                                                                  | Brady Corp                                                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |         813 | NS      | $63479.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                                                        | PTC Therapeutics Inc                                                                        | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |         621 | NS      | $30633.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFLD Cayman Investment Ltd Unit Trust                                                       | CFLD Cayman Investment Ltd Unit Trust                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      233812 | NS      | $1313.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                               | CommScope LLC                                                                               | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      338000 | PA      | $349556.90    | 0.08%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                               | Intercontinental Exchange Inc                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        1264 | NS      | $223222.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                                                             | Fair Isaac Corp                                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |           3 | NS      | $4564.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $8500.00      | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2362.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                                       | Gildan Activewear Inc                                                                       | CUSIP: N/A<br>LEI: 549300SB3IBI34M00Z45       | Long             | EC               | CORP              | CA        |        3000 | NS      | $163789.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-364.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3847.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp II                                                              | K&F Growth Acquisition Corp II                                                              | CUSIP: G52258129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5396 | NS      | $594.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7145.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                           | Hannover Rueck SE                                                                           | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |         524 | NS      | $152559.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                                                   | Constellation Energy Corp                                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        1891 | NS      | $582390.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EWC Master Issuer LLC                                                                       | EWC Master Issuer LLC                                                                       | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97000 | PA      | $95924.24     | 0.02%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                                     | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   385000000 | PA      | $1086419.11   | 0.25%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      450000 | PA      | $553594.86    | 0.13%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Voyager Acquisition Corp                                                                    | Voyager Acquisition Corp                                                                    | CUSIP: G93A7H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9148 | NS      | $95322.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                                 | Hologic Inc                                                                                 | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      105000 | PA      | $100313.45    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Class R-6                                          | Principal Government Money Market Fund - Class R-6                                          | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    76100762 | NS      | $76100762.13  | 17.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Value Municipal Income Trust                                                        | Invesco Value Municipal Income Trust                                                        | CUSIP: 46132P108<br>LEI: X075VJ33QQP2G2NTOV20 | Long             | EC               | RF                | US        |       27502 | NS      | $324248.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1141.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                              | GE HealthCare Technologies Inc                                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        4794 | NS      | $353461.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                            | Domino's Pizza Master Issuer LLC                                                            | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      498200 | PA      | $494112.17    | 0.11%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition VI Corp                                                              | M3-Brigade Acquisition VI Corp                                                              | CUSIP: G63221124<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | US        |        1032 | NS      | $10330.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                                                                        | GeneDx Holdings Corp                                                                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         395 | NS      | $51148.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                                   | Alibaba Group Holding Ltd                                                                   | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |        6000 | PA      | $8673.00      | 0.00%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          12 | NC      | $102414.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-313.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                                                  | Advanced Micro Devices Inc                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |         688 | NS      | $111889.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp                                                                                   | SCSK Corp                                                                                   | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |        3000 | NS      | $95562.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $725.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5200.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avidity Biosciences Inc                                                                     | Avidity Biosciences Inc                                                                     | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         721 | NS      | $33584.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                            | Galaxy Pipeline Assets Bidco Ltd                                                            | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |      202716 | PA      | $182759.21    | 0.04%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                                                  | Rhythm Pharmaceuticals Inc                                                                  | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |         113 | NS      | $11655.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $946.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           6 | NC      | $17732.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust 2011-C2                                                      | Morgan Stanley Capital I Trust 2011-C2                                                      | CUSIP: 617459AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      157753 | PA      | $156222.54    | 0.04%             | 2044-06-15      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Lennar Corp - A Shares                                                                      | Lennar Corp - A Shares                                                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |          52 | NS      | $6923.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1116.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allurion Technologies Inc - Warrants                                                        | Allurion Technologies Inc - Warrants                                                        | CUSIP: 02008G110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         931 | NS      | $25.23        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $13797.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vine Hill Capital Investment Corp                                                           | Vine Hill Capital Investment Corp                                                           | CUSIP: G93Y09107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8274 | NS      | $86049.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $793.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                 | Exelon Corp                                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        1533 | NS      | $66961.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                                                                    | Sunac China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | EC               | CORP              | CN        |        8540 | NS      | $1683.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization IV LLC                                                         | Kapitus Asset Securitization IV LLC                                                         | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100473.87    | 0.02%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-288.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy Inc                                                                       | Excelerate Energy Inc                                                                       | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2578 | NS      | $62954.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                                                       | Quest Diagnostics Inc                                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         570 | NS      | $103534.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                           | Macquarie Airfinance Holdings Ltd                                                           | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       85000 | PA      | $86224.51     | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BlackRock Municipal Income Quality Trust                                                    | BlackRock Municipal Income Quality Trust                                                    | CUSIP: 092479104<br>LEI: ZQ1Z8W71OQGQTC6ZJ410 | Long             | EC               | RF                | US        |       35682 | NS      | $377158.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-394.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-3199.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          13 | NC      | $-1446.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aegea Finance Sarl                                                                          | Aegea Finance Sarl                                                                          | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $213312.26    | 0.05%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                                                                     | Turkiye Government Bond                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    10000000 | PA      | $243018.54    | 0.06%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                             | Gen Digital Inc                                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       15239 | NS      | $460217.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           7 | NC      | $5236.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1200.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                                   | Palantir Technologies Inc                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        2837 | NS      | $444586.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

**Name of Applicant:** Principal Funds, Inc

**Signature:** Megan Hoffmann

**Name of Signer:** /s/ Megan Hoffmann

**Title:** Vice President and Controller