# EDGAR Filing Document

**Accession Number:** 0000930007
**File Stem:** 0001410368-25-012228
**Filing Date:** 2025-9
**Character Count:** 893641
**Document Hash:** ca5a181cd5c363f53484c290b97cebe1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012228.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001410368-25-012228

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACE SELECT ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0000930007

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08764
- **FILM NUMBER:** 251349619

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC
- **STREET 2:** 787 SEVENTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-821-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC
- **STREET 2:** 787 SEVENTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** UBS PACE SELECT ADVISORS TRUST
- **DATE OF NAME CHANGE:** 20020716

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAINEWEBBER PACE SELECT ADVISORS TRUST
- **DATE OF NAME CHANGE:** 19980212

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANAGED ACCOUNTS SERVICES PORTFOLIO TRUST
- **DATE OF NAME CHANGE:** 19941212

## Series and Classes Contracts Data

### PACE Alternative Strategies Investments (Series ID: S000006035)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000016591 | Class A      | PASIX           |
| C000016595 | Class P      | PASPX           |
| C000228115 | Class P2     | PAPTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACE SELECT ADVISORS TRUST

- **b. Investment Company Act file number:** 811-08764

- **c. CIK number of Registrant:** 0000930007

- **d. LEI of Registrant:** 549300TPB2UX3QR3SC50

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

  - **Street Address 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 212-821-3000

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

- **a. Name of Series:** PACE Alternative Strategies Investments

- **b. EDGAR series identifier (if any):** S000006035

- **c. LEI of Series:** 549300303QV2ZI4ZA416

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $423995483.05

**Total Liabilities:** $145961426.14

**Net Assets:** $278034056.91

**Cash Not Reported:** $51244851.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -88.52000000 | **1-Year:** -477.85000000 | **5-Year:** -423.14000000 | **10-Year:** -9.31000000 | **30-Year:** 0.00000000

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

- **3-Month:** -284.42000000 | **1-Year:** -6563.54000000 | **5-Year:** -8423.04000000 | **10-Year:** -353.21000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000228115 | 0.93%                | 1.01%                | 0.45%                |
| Class ID C000016591 | 1.03%                | 1.02%                | 0.55%                |
| Class ID C000016595 | 0.94%                | 1.12%                | 0.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1612368.80              | $1207945.02                                |
| Month 2  | $-140113.75              | $1909750.25                                |
| Month 3  | $-633379.76              | $2461089.47                                |

**Designated Index Information**

- **Index Name:** Cash - USD

- **Index Identifier:** RMUSD0LP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AQR Style Premia Alternative Fund                            | AQR Style Premia Alternative Fund                            | CUSIP: 00203H420<br>LEI: 549300H47CIW5R9UN420 | Long             | EC               | RF                | US        |      593919 | NS      | $5113639.84   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS HOLDINGS INC                                            | PROS Holdings, Inc.                                          | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |      116000 | PA      | $109841.21    | 0.04%             | 2027-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                      | Sea Ltd.                                                     | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |      204000 | PA      | $192536.63    | 0.07%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-869.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      341000 | OU      | $0.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global, Inc.                                        | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      421000 | PA      | $498522.94    | 0.18%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                          | Option                                                       | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DE               |  | US        |           4 | NC      | $920.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-865.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MiMedx Group Inc                                             | MiMedx Group, Inc.                                           | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         990 | NS      | $7118.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citadel Securities LLC                                       | Option                                                       | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | N/A              | DE               |  | US        |           4 | NC      | $580.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                                          | Affirm Holdings, Inc.                                        | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      436000 | PA      | $459530.92    | 0.17%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd                                         | Advantage Energy Ltd.                                        | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |      122590 | NS      | $977641.09    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                     | Live Nation Entertainment, Inc.                              | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      162000 | PA      | $173921.58    | 0.06%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     2019000 | OU      | $7567.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |          -2 | NC      | $-50.96       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $0.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-7422.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1178.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-918.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UL Solutions Inc                                             | UL Solutions, Inc.                                           | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |        4405 | NS      | $322093.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                          | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $-26.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |        9284 | OU      | $3996.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $842.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $143.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       64000 | OU      | $29327.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |           1 | NC      | $-15884.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BR        |      521361 | OU      | $-16847.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                | Martin Marietta Materials, Inc.                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Short            | EC               | CORP              | US        |       -1310 | NS      | $-753092.80   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division             | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          -4 | NC      | $-3013.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      510000 | PA      | $509205.62    | 0.18%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                                          | Guardant Health, Inc.                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |       -2296 | NS      | $-94090.08    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| European Residential Real Estate Investment Trust            | European Residential Real Estate Investment Trust            | CUSIP: 29880W103<br>LEI: N/A                  | Long             | EC               |  | CA        |     1184543 | NS      | $2188532.10   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $292.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                             | EPAM Systems, Inc.                                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |          36 | NS      | $5677.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                  | Option                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DO               |  | US        |      299000 | NC      | $521.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co                                       | Victoria's Secret & Co.                                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       18527 | NS      | $348307.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                          | LVMH Moet Hennessy Louis Vuitton SE                          | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |          18 | NS      | $9662.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                        | Lantheus Holdings, Inc.                                      | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |      550000 | PA      | $647889.00    | 0.23%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                            | Cisco Systems, Inc.                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |         380 | NS      | $25870.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      451000 | OU      | $653.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $-1146.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                               | Albemarle Corp.                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |         846 | NS      | $57401.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-726.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-110.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-519.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                               | Salesforce, Inc.                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |          83 | NS      | $21441.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                       | SPDR S&P 500 ETF Trust                                       | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |       -6180 | NS      | $-3906254.40  | -1.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                                       | Penn Entertainment, Inc.                                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       60984 | NS      | $1101371.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                   | Intuit, Inc.                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |          17 | NS      | $13347.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                | Dynatrace, Inc.                                              | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |         115 | NS      | $6050.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES IN                                     | Opendoor Technologies, Inc.                                  | CUSIP: 683712AC7<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |      259000 | PA      | $381675.35    | 0.14%             | 2030-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                     | Encore Capital Group, Inc.                                   | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      743000 | PA      | $692872.02    | 0.25%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-3222.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                                        | Alphatec Holdings, Inc.                                      | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |      322000 | PA      | $315348.77    | 0.11%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Rigel Pharmaceuticals Inc                                    | Rigel Pharmaceuticals, Inc.                                  | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |         325 | NS      | $6844.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                       | Laureate Education, Inc.                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |         180 | NS      | $4068.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $211.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.                               | Option                                                       | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |          20 | NC      | $4800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | HU        |           1 | NC      | $686.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                        | SoFi Technologies, Inc.                                      | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |       81000 | PA      | $97711.92     | 0.04%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.                               | Option                                                       | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |          48 | NC      | $192.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                      | Zebra Technologies Corp.                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        1801 | NS      | $610575.02    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $285.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interparfums Inc                                             | Interparfums, Inc.                                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          47 | NS      | $5668.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      342000 | OU      | $1845.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-400.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       89501 | OU      | $7424.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Piper Sandler Cos                                            | Piper Sandler Cos.                                           | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |          22 | NS      | $6937.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $195.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | Future                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           6 | NC      | $-1187.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     1528595 | OU      | $58786.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-2398.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-4590.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DROPBOX INC                                                  | Dropbox, Inc.                                                | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |      759000 | PA      | $740528.98    | 0.27%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $-269.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $48.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-485.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                                  | ITOCHU Corp.                                                 | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |          76 | NS      | $3986.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                     | Super Micro Computer, Inc.                                   | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      510000 | PA      | $646680.00    | 0.23%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                                | Blackrock, Inc.                                              | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |          36 | NS      | $39816.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES                                         | Dynavax Technologies Corp.                                   | CUSIP: 268158AE2<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |      378000 | PA      | $353440.96    | 0.13%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                | Accenture PLC                                                | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |          60 | NS      | $16026.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                   | Upwork, Inc.                                                 | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |         464 | NS      | $5549.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                                           | Champion Homes, Inc.                                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          96 | NS      | $5846.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |      119676 | OU      | $1111.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     4304600 | OU      | $1204.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-872.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RUBRIK INC                                                   | Rubrik, Inc.                                                 | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |      483000 | PA      | $517833.96    | 0.19%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                          | Exact Sciences Corp.                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -4376 | NS      | $-205453.20   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     -406000 | OU      | $-129.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $1213.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                   | AMETEK, Inc.                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         249 | NS      | $46027.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MITEK SYSTEMS INC                                            | Mitek Systems, Inc.                                          | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |      645000 | PA      | $623767.25    | 0.22%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1755000 | OU      | $2051.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                      | Saab AB                                                      | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |        1377 | NS      | $74900.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CL        |           1 | NC      | $-1996.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                               | American Electric Power Co., Inc.                            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |         166 | NS      | $18781.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |           1 | NC      | $-1098.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                                          | Shift4 Payments, Inc.                                        | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6113 | NS      | $-629639.00   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $192.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Protagonist Therapeutics Inc                                 | Protagonist Therapeutics, Inc.                               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         116 | NS      | $6247.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-1299.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           9 | NC      | $-1568.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ADENTRA Inc                                                  | ADENTRA, Inc.                                                | CUSIP: 00686A108<br>LEI: 254900S1MZ7WZBPR5U32 | Long             | EC               | CORP              | CA        |       19760 | NS      | $419415.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                                   | Kforce, Inc.                                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |         147 | NS      | $5122.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |           1 | NC      | $-1047.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                          | Coinbase Global, Inc.                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |       -1029 | NS      | $-388715.04   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Sienna Senior Living Inc                                     | Sienna Senior Living, Inc.                                   | CUSIP: 82621K102<br>LEI: 549300K3HNLZV4V5LL42 | Long             | EC               | CORP              | CA        |       36660 | NS      | $473595.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                  | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-721.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Idaho Strategic Resources Inc                                | Idaho Strategic Resources, Inc.                              | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         264 | NS      | $4329.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -11 | NC      | $32920.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-148.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                           | MS&AD Insurance Group Holdings, Inc.                         | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |          59 | NS      | $1260.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-464.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1642.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                      | Kite Realty Group Trust                                      | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               |  | US        |       -1088 | NS      | $-23914.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                                  | Applied Optoelectronics, Inc.                                | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |       -3456 | NS      | $-79038.72    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $320.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $-44.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $326.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                    | Teledyne Technologies, Inc.                                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |           3 | NS      | $1653.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $100.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     2425000 | OU      | $12122.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                        | AECOM                                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Short            | EC               | CORP              | US        |       -1670 | NS      | $-188275.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |          -3 | NC      | $-1470.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $35.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                   | Expeditors International of Washington, Inc.                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |          53 | NS      | $6160.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                                      | MKS, Inc.                                                    | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72409.58     | 0.03%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Marzetti Company/The                                         | Marzetti Co.                                                 | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |          35 | NS      | $6221.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                             | DHT Holdings, Inc.                                           | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |         550 | NS      | $6099.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |    -3253000 | OU      | $-2296.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                 | KBC Group NV                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |          18 | NS      | $1877.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares GSCI Commodity Dynamic Roll Strategy ETF             | iShares GSCI Commodity Dynamic Roll Strategy ETF             | CUSIP: 46431W853<br>LEI: 549300E6DRJWWX0UKV73 | Long             | EC               | RF                | US        |       80101 | NS      | $2138696.70   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $111.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-869.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DROPBOX INC                                                  | Dropbox, Inc.                                                | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |      477000 | PA      | $471634.23    | 0.17%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                     | MSCI, Inc.                                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |          23 | NS      | $12911.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       78701 | OU      | $1584.83      | 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        |         542 | NS      | $23240.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $-1360.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE REALREAL INC                                             | RealReal, Inc.                                               | CUSIP: 88339PAD3<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |      106000 | PA      | $84947.76     | 0.03%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       11111 | OU      | $197.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |           1 | NC      | $-261.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chartwell Retirement Residences                              | Chartwell Retirement Residences                              | CUSIP: 16141A103<br>LEI: 549300M7UBEIZBWP4069 | Long             | EC               | CORP              | CA        |      162648 | NS      | $2078879.97   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                                  | Shopify, Inc.                                                | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |      368000 | PA      | $374178.72    | 0.13%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Option                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | DE        |    -5441000 | OU      | $-2173.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                         | Progressive Corp.                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |         251 | NS      | $60752.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                                  | Jack Henry & Associates, Inc.                                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |          34 | NS      | $5773.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $123.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                  | American Water Works Co., Inc.                               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |         279 | NS      | $39126.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     2788000 | OU      | $890.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                                      | iShares MSCI Brazil ETF                                      | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Short            | EC               | RF                | US        |       -5086 | NS      | $-135033.30   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |      103423 | OU      | $-661.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evercore Inc                                                 | Evercore, Inc.                                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |        3591 | NS      | $1081393.74   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |           1 | NC      | $-2784.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       38579 | OU      | $5075.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      106000 | OU      | $9642.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parkland Corp                                                | Parkland Corp.                                               | CUSIP: 70137W108<br>LEI: 549300UY5C6HUV0XLS53 | Long             | EC               | CORP              | CA        |         521 | NS      | $14705.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6703.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-2179.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oddity Tech Ltd                                              | Oddity Tech Ltd.                                             | CUSIP: 000000000<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |       -1287 | NS      | $-90180.09    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NGEx Minerals Ltd                                            | NGEx Minerals Ltd.                                           | CUSIP: 65343P103<br>LEI: 549300M2DU5ORAGOIG27 | Long             | EC               | CORP              | CA        |        6780 | NS      | $95759.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                           | Kontoor Brands, Inc.                                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |          93 | NS      | $5176.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                     | Okta, Inc.                                                   | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |          15 | NS      | $1467.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-117.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESC CB144A DANIMER SCI                                       | Danimer Scientific, Inc.                                     | CUSIP: 236ESCAA7<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |      265000 | PA      | $662.50       | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3524.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Recovery Inc                                          | Energy Recovery, Inc.                                        | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |         484 | NS      | $6509.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                            | Johnson & Johnson                                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |         261 | NS      | $42997.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Option                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | DE        |    -4072000 | OU      | $-1147.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2448.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $90.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                | REA Group Ltd.                                               | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |          61 | NS      | $9292.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Option                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          -1 | NC      | $-612.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                              | McDonald's Corp.                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |          66 | NS      | $19804.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $159.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                | Amphastar Pharmaceuticals, Inc.                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Short            | EC               | CORP              | US        |        -617 | NS      | $-12926.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $613.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $5483.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-80.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $121.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $15.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |           1 | NC      | $103.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B2GOLD CORP                                                  | B2Gold Corp.                                                 | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |      235000 | PA      | $301098.45    | 0.11%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2143.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $-378.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $102.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |           1 | NC      | $-1817.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      745000 | OU      | $1293.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $64.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                       | UnitedHealth Group, Inc.                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |         100 | NS      | $24956.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |           1 | NC      | $-129.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MS PRIME BROKER AUD                                          | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | AU        |       -1652 | NS      | $-1061.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                        | Uber Technologies, Inc.                                      | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      309000 | PA      | $350854.05    | 0.13%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                               | Ziff Davis, Inc.                                             | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      416000 | PA      | $389490.82    | 0.14%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     -747000 | OU      | $-556.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $263.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CZK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |           1 | NC      | $-253.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                                 | Cochlear Ltd.                                                | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |          14 | NS      | $2858.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased MYR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MY        |           1 | NC      | $-397.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | XX        |       87175 | OU      | $3078.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUBOTV INC                                                   | fuboTV, Inc.                                                 | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       96000 | PA      | $94169.95     | 0.03%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Swaption                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |  -143467000 | NC      | $-53566.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-322.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gibraltar Industries Inc                                     | Gibraltar Industries, Inc.                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         102 | NS      | $6735.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-185.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      157000 | OU      | $39609.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $296.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceaneering International Inc                                | Oceaneering International, Inc.                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |         478 | NS      | $10372.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |           1 | NC      | $296.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                          | Guardant Health, Inc.                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41782.80     | 0.02%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Tecnoglass Inc                                               | Tecnoglass, Inc.                                             | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |          83 | NS      | $6476.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-214.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                               | Fairfax Financial Holdings Ltd.                              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         973 | NS      | $1726354.98   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                         | International Business Machines Corp.                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |          83 | NS      | $21011.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Select Sector SPDR Fund                           | Industrial Select Sector SPDR Fund                           | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Short            | EC               | RF                | US        |       -3669 | NS      | $-557724.69   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-127.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                                        | Swaption                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | JP        |  -914102000 | NC      | $-45646.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAKKS Pacific Inc                                            | JAKKS Pacific, Inc.                                          | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |         305 | NS      | $5401.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                          | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $-124.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     3351000 | OU      | $173.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enovix Corp                                                  | Enovix Corp.                                                 | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |       41700 | NS      | $558780.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                             | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |           1 | NC      | $-44.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repligen Corp                                                | Repligen Corp.                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |       -1286 | NS      | $-150552.02   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                          | Scorpio Tankers, Inc.                                        | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |         144 | NS      | $6510.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased EUR / Sold HUF                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $351.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                                               | Repay Holdings Corp.                                         | CUSIP: 76029LAC4<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25586.88     | 0.01%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |           1 | NC      | $-304.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                       | Guidewire Software, Inc.                                     | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      219000 | PA      | $251245.56    | 0.09%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-47.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                                | Rightmove PLC                                                | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |         162 | NS      | $1748.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Gold Inc                                               | Royal Gold, Inc.                                             | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |         243 | NS      | $36795.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                             | Wells Fargo & Co.                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        4750 | NS      | $382992.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                     | Yelp, Inc.                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |         179 | NS      | $6162.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Secure Waste Infrastructure Corp                             | Secure Waste Infrastructure Corp.                            | CUSIP: 813921103<br>LEI: 894500UQR7AONHFERA55 | Short            | EC               | CORP              | CA        |      -13790 | NS      | $-150678.84   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2352.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797QK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1000000 | PA      | $997803.90    | 0.36%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased AUD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |           1 | NC      | $-244.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                                              | Q2 Holdings, Inc.                                            | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |      629000 | PA      | $679867.23    | 0.24%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $453.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1033.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $-412.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased HKD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |           1 | NC      | $-199.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                              | CMS Energy Corp.                                             | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       42000 | PA      | $46168.50     | 0.02%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $301.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $613.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-307.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane Inc                                            | Hamilton Lane, Inc.                                          | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |          43 | NS      | $6548.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | HK        |       53821 | OU      | $-632.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $556.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc                                       | Alarm.com Holdings, Inc.                                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |        -798 | NS      | $-43594.74    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                                      | Pagaya Technologies Ltd.                                     | CUSIP: 69549FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      126000 | PA      | $300850.20    | 0.11%             | 2029-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1185.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2227.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                           | NextEra Energy, Inc.                                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       14302 | NS      | $1016300.12   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                          | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -853000 | PA      | $-849801.25   | -0.31%            | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1088.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                  | Future                                                       | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |           3 | NC      | $-1936.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABRA GLOBAL FINANCE                                          | ABRA Global Finance                                          | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      109587 | PA      | $83594.06     | 0.03%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Vistra Corp                                                  | Vistra Corp.                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |        -681 | NS      | $-142015.74   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-1669.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-936.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1420000 | OU      | $196.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased NZD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $-912.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp                                                   | TELUS Corp.                                                  | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Short            | EC               | CORP              | CA        |       -8150 | NS      | $-131284.64   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      383840 | OU      | $-1224.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $1519.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                     | Super Micro Computer, Inc.                                   | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      486000 | PA      | $540723.60    | 0.19%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      103391 | OU      | $3923.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $101.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       38175 | OU      | $25813.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                | DR Horton, Inc.                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         152 | NS      | $21711.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                  | Paychex, Inc.                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |          35 | NS      | $5051.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-105.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      602000 | OU      | $35826.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                      | CRH PLC                                                      | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |          95 | NS      | $9003.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                     | MarketAxess Holdings, Inc.                                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |          28 | NS      | $5754.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                       | Ormat Technologies, Inc.                                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |       -1280 | NS      | $-114444.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                                | Interactive Brokers Group, Inc.                              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |         788 | NS      | $51661.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-282.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $244.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $1309.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       77000 | OU      | $133.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iRhythm Technologies Inc                                     | iRhythm Technologies, Inc.                                   | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Short            | EC               | CORP              | US        |        -204 | NS      | $-28596.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                                    | Ennis, Inc.                                                  | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         340 | NS      | $6052.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      265000 | OU      | $437.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flotek Industries Inc                                        | Flotek Industries, Inc.                                      | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |         301 | NS      | $3627.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $726.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                             | Terna - Rete Elettrica Nazionale                             | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |        2068 | NS      | $20009.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                     | Mowi ASA                                                     | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |         745 | NS      | $13877.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                              | Schlumberger NV                                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |         945 | NS      | $31941.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -13 | NC      | $10737.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                 | Catalyst Pharmaceuticals, Inc.                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |         285 | NS      | $6079.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                     | Jazz Pharmaceuticals PLC                                     | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |       -1767 | NS      | $-202551.21   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| dentalcorp Holdings Ltd                                      | dentalcorp Holdings Ltd.                                     | CUSIP: 24874B108<br>LEI: 894500QEMGMRG67KP804 | Long             | EC               | CORP              | CA        |       78110 | NS      | $454927.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $86.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seaport Group Securities LLC                                 | Option                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $320.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |           1 | NC      | $-214.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2381.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IES Holdings Inc                                             | IES Holdings, Inc.                                           | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |          21 | NS      | $7414.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       52000 | OU      | $1285.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                   | AbbVie, Inc.                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |         197 | NS      | $37236.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-713.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-52.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-861.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1119.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       31000 | OU      | $6081.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      155443 | OU      | $3405.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                                 | Gaztransport Et Technigaz SA                                 | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |          77 | NS      | $14482.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | XX        |        7550 | OU      | $854509.00    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                                           | Teladoc Health, Inc.                                         | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |       82000 | PA      | $75113.39     | 0.03%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vertex Inc                                                   | Vertex, Inc.                                                 | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |      -10200 | NS      | $-338334.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                                  | American Water Works Co., Inc.                               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |       -1720 | NS      | $-241212.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $656.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Workiva Inc                                                  | Workiva, Inc.                                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               | CORP              | US        |        -114 | NS      | $-7276.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $354.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Swaption                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |   -56381000 | NC      | $-2884.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $248.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          -3 | NC      | $194.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |       94506 | OU      | $-4280.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold CNH                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3387.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Climb Global Solutions Inc                                   | Climb Global Solutions, Inc.                                 | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |          39 | NS      | $4602.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $167.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONMED Corp                                                  | CONMED Corp.                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |        -668 | NS      | $-34168.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-253.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                       | Jazz Investments I Ltd.                                      | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1052000 | PA      | $1073608.08   | 0.39%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc                                | CSG Systems International, Inc.                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |        -314 | NS      | $-19612.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                 | Unilever PLC                                                 | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |         162 | NS      | $9399.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                | BlackLine, Inc.                                              | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |      169000 | PA      | $174830.50    | 0.06%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                               | Air Products & Chemicals, Inc.                               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        2746 | NS      | $790518.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                           | nVent Electric PLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         388 | NS      | $30426.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPON INC                                                  | Groupon, Inc.                                                | CUSIP: 399473AH0<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |      101000 | PA      | $133057.40    | 0.05%             | 2027-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | FR        |       45468 | OU      | $11316.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ETSY INC                                                     | Etsy, Inc.                                                   | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |       83000 | PA      | $82307.20     | 0.03%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                             | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $1322.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                   | Disco Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |           4 | NS      | $1182.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased EGP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |           1 | NC      | $1322.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                                    | PG&E Corp.                                                   | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      162000 | PA      | $161146.42    | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Artisan Partners Asset Management Inc                        | Artisan Partners Asset Management, Inc.                      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |         138 | NS      | $6244.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Sugar Inc                                             | Rogers Sugar, Inc.                                           | CUSIP: 77519R102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -2128 | NS      | $-8661.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $103.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASH COLLATERAL HSBC                                         | Collateral Position                                          | CUSIP: 976BHA907<br>LEI: N/A                  | Short            | STIV             | CORP              | IE        |       -8000 | NS      | $-9129.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                                   | Eos Energy Enterprises, Inc.                                 | CUSIP: 29415C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1278 | NS      | $-7284.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |           1 | NC      | $-756.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                       | SAP SE                                                       | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |          93 | NS      | $26593.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-179.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-4574.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                         | Tradeweb Markets, Inc.                                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          45 | NS      | $6234.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                               | LCI Industries                                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |       -3956 | NS      | $-375820.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                          | Amadeus IT Group SA                                          | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |          35 | NS      | $2810.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $58.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $226.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased HKD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |           1 | NC      | $-4.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-827.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |           1 | NC      | $-136.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                                       | Sirius XM Holdings, Inc.                                     | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7288 | NS      | $-153922.56   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $209.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     3768882 | OU      | $2586.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                                          | Bentley Systems, Inc.                                        | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71731.30     | 0.03%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      305472 | OU      | $18020.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-869.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Legalzoom.com Inc                                            | Legalzoom.com, Inc.                                          | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |         705 | NS      | $6337.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                        | ON Semiconductor Corp.                                       | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      435000 | PA      | $531787.50    | 0.19%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                 | Thermo Fisher Scientific, Inc.                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |          96 | NS      | $44897.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |       57000 | OU      | $12740.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                              | Future                                                       | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          10 | NC      | $-56848.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Water Co Ltd                                    | Consolidated Water Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |         208 | NS      | $6050.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                        | Costco Wholesale Corp.                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |          49 | NS      | $46042.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3198000 | OU      | $-17441.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc                                   | Sprouts Farmers Market, Inc.                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |         570 | NS      | $86377.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1831.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ExlService Holdings Inc                                      | ExlService Holdings, Inc.                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |         141 | NS      | $6123.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                    | Holcim AG                                                    | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |          33 | NS      | $2631.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     -981000 | OU      | $-125.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Hill Investment Group Inc                            | Diamond Hill Investment Group, Inc.                          | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |          42 | NS      | $5693.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-648.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                          | Williams-Sonoma, Inc.                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |       -1181 | NS      | $-220906.05   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                      | MACOM Technology Solutions Holdings, Inc.                    | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4500 | NS      | $-617130.00   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Gran Tierra Energy Inc                                       | Gran Tierra Energy, Inc.                                     | CUSIP: 38500T200<br>LEI: 549300IH2S17MAIUCM32 | Short            | EC               | CORP              | US        |      -24330 | NS      | $-109042.51   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                        | Uber Technologies, Inc.                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |         710 | NS      | $62302.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                 | Teradyne, Inc.                                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |          69 | NS      | $7412.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                           | Unity Software, Inc.                                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |       -1241 | NS      | $-41399.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Silvercorp Metals Inc                                        | Silvercorp Metals, Inc.                                      | CUSIP: 82835P103<br>LEI: 52990092RT3UCQ7G3177 | Short            | EC               | CORP              | CA        |      -19673 | NS      | $-85971.01    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-884.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-233.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                                   | JD.com, Inc.                                                 | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |       -6380 | NS      | $-200906.20   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $304.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackSky Technology Inc                                      | BlackSky Technology, Inc.                                    | CUSIP: 09263B207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -350 | NS      | $-6734.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                          | Cognizant Technology Solutions Corp.                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |          80 | NS      | $5740.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $8409.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $1536.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5536.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $-98.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $512.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       44000 | OU      | $4911.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                | Snowflake, Inc.                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |       -8440 | NS      | $-1886340.00  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BR        |       48072 | OU      | $91.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                           | Toyota Tsusho Corp.                                          | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |          79 | NS      | $1810.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      125000 | OU      | $12745.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwest Healthcare Properties Real Estate Investment Trust | Northwest Healthcare Properties Real Estate Investment Trust | CUSIP: 667495105<br>LEI: 254900P6YIXMWDQDD912 | Long             | EC               |  | CA        |      153710 | NS      | $525826.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                                  | Wayfair, Inc.                                                | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      567000 | PA      | $727256.88    | 0.26%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                          | Silgan Holdings, Inc.                                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Short            | EC               | CORP              | US        |       -9570 | NS      | $-445292.10   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                        | ON Semiconductor Corp.                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |       -8102 | NS      | $-456628.72   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                         | WEC Energy Group, Inc.                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |         140 | NS      | $15271.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-9894.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $279.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Investments, LLC                                 | Option                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          13 | NC      | $7150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                       | Arch Capital Group Ltd.                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |         483 | NS      | $41566.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                        | 3M Co.                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        6697 | NS      | $999326.34    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp.                                 | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      495000 | PA      | $494911.40    | 0.18%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-142.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                             | Duke Energy Corp.                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |       -4737 | NS      | $-576208.68   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                              | Sony Group Corp.                                             | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |        2989 | NS      | $71895.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | XX        |       32921 | OU      | $-2684.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $995.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Investors Title Co                                           | Investors Title Co.                                          | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          30 | NS      | $6336.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                     | NIKE, Inc.                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |          78 | NS      | $5825.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                               | DraftKings, Inc.                                             | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |        -411 | NS      | $-18511.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     1396000 | OU      | $5599.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           6 | NC      | $-2596.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PL        |           1 | NC      | $105.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAPID7 INC                                                   | Rapid7, Inc.                                                 | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |       53000 | PA      | $48900.61     | 0.02%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $64.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                          | Core Scientific, Inc.                                        | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      155000 | PA      | $226155.85    | 0.08%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Celcuity Inc                                                 | Celcuity, Inc.                                               | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Short            | EC               | CORP              | US        |       -1151 | NS      | $-45078.92    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-24.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                                    | Halozyme Therapeutics, Inc.                                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |       -3486 | NS      | $-209055.42   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |           1 | NC      | $-464.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $729.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chefs' Warehouse Inc/The                                     | Chefs' Warehouse, Inc.                                       | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Short            | EC               | CORP              | US        |        -989 | NS      | $-67805.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                             | InterDigital, Inc.                                           | CUSIP: 45867G101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2865 | NS      | $-739743.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                        | Micron Technology, Inc.                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |         304 | NS      | $33178.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $61.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-308.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |           1 | NC      | $586.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                        | Burlington Stores, Inc.                                      | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |         460 | NS      | $125561.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                  | Shopify, Inc.                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |        -800 | NS      | $-97768.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-89.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A10 Networks Inc                                             | A10 Networks, Inc.                                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Short            | EC               | CORP              | US        |       -8316 | NS      | $-153180.72   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                          | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $-10.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                  | HubSpot, Inc.                                                | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |           2 | NS      | $1039.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $3403.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1329.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                           | Deutsche Boerse AG                                           | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |           7 | NS      | $2025.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                                 | AES Corp.                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Short            | EC               | CORP              | US        |       -4075 | NS      | $-53586.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                      | Box, Inc.                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |      -14402 | NS      | $-462304.20   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                                 | Innoviva, Inc.                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |       -3866 | NS      | $-70245.22    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                                  | Snap-on, Inc.                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |          20 | NS      | $6423.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                | Citigroup, Inc.                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        2841 | NS      | $266201.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $305.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Option                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DO               |  | US        |      230000 | NC      | $3200.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                                  | Lennar Corp.                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |       -1633 | NS      | $-183189.94   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                                 | Canadian National Railway Co.                                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | EC               | CORP              | CA        |       -4120 | NS      | $-384703.81   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co Ltd                                                | Capcom Co. Ltd.                                              | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |          58 | NS      | $1476.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      157000 | OU      | $51224.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tandem Diabetes Care Inc                                     | Tandem Diabetes Care, Inc.                                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |       -1154 | NS      | $-17979.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                            | Omnicom Group, Inc.                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |          13 | NS      | $936.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                    | West Fraser Timber Co. Ltd.                                  | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |         121 | NS      | $8388.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meff Financial Derivatives                                   | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |           1 | NC      | $4593.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC                                                     | Snap, Inc.                                                   | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      862000 | PA      | $832148.08    | 0.30%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | XX        |      176069 | OU      | $-3402.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      292000 | OU      | $5004.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphatec Holdings Inc                                        | Alphatec Holdings, Inc.                                      | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Short            | EC               | CORP              | US        |      -17645 | NS      | $-186684.10   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $88.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                             | Cirrus Logic, Inc.                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |          59 | NS      | $5941.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-595.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                                    | Amcor PLC                                                    | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |       89835 | NS      | $839957.25    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                               | Purchased USD / Sold COP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $783.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GameStop Corp                                                | GameStop Corp.                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |      -35114 | NS      | $-788309.30   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                                  | Keyera Corp.                                                 | CUSIP: 493271118<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |       15420 | NS      | $477423.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                                    | Dynavax Technologies Corp.                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Short            | EC               | CORP              | US        |      -11785 | NS      | $-129399.30   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | DE        |      260936 | OU      | $5249.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |       10735 | OU      | $-102.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Build-A-Bear Workshop Inc                                    | Build-A-Bear Workshop, Inc.                                  | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |         118 | NS      | $5983.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-1265.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-873.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $1461.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                        | Spotify Technology SA                                        | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |           9 | NS      | $5638.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                 | Iberdrola SA                                                 | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |        1440 | NS      | $25309.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                               | JBT Marel Corp.                                              | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      156000 | PA      | $158193.36    | 0.06%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $-131.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                              | Xcel Energy, Inc.                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       12074 | NS      | $886714.56    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     2690000 | OU      | $1694.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                             | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |           1 | NC      | $-44.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $-402.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $755.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westaim Corp/The                                             | Westaim Corp.                                                | CUSIP: 956925101<br>LEI: 549300TSCVMK1W6GSK84 | Long             | EC               | CORP              | US        |       13400 | NS      | $289159.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                               | Blue Bird Corp.                                              | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |         142 | NS      | $6360.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                                             | Cytokinetics, Inc.                                           | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      248000 | PA      | $273253.84    | 0.10%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                            | Lithia Motors, Inc.                                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        1539 | NS      | $443232.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | FR        |       16719 | OU      | $4223.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Electric Co Inc                                     | Franklin Electric Co., Inc.                                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |          69 | NS      | $6482.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                                              | Teekay Corp. Ltd.                                            | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |         773 | NS      | $5565.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                  | Option                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DO               |  | US        |      125000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $5345.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                                              | Porch Group, Inc.                                            | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |      252000 | PA      | $245763.25    | 0.09%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                  | Enovis Corp.                                                 | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |       85000 | PA      | $80822.00     | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-1073.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | Future                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -1 | NC      | $333.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                               | Reynolds Consumer Products, Inc.                             | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Short            | EC               | CORP              | US        |       -3410 | NS      | $-76690.90    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                            | Expedia Group, Inc.                                          | CUSIP: 30212P303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -223 | NS      | $-40189.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased NZD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $-189.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp                                          | Fortuna Mining Corp.                                         | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Short            | EC               | CORP              | CA        |      -18245 | NS      | $-117680.25   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                          | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |           1 | NC      | $-6374.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frequency Electronics Inc                                    | Frequency Electronics, Inc.                                  | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |         105 | NS      | $2793.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                                     | Allegro MicroSystems, Inc.                                   | CUSIP: 01749D105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6388 | NS      | $-200647.08   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          -3 | NC      | $-15757.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                 | Comcast Corp.                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |         252 | NS      | $8373.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                                         | Upstart Holdings, Inc.                                       | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |      -12089 | NS      | $-988154.86   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                               | Transocean Ltd.                                              | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Short            | EC               | CORP              | CH        |      -31397 | NS      | $-91679.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $82.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1119700 | OU      | $1819.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |          33 | NC      | $181394.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP FINANCECO 3                                      | Match Group Financeco 3, Inc.                                | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |      382000 | PA      | $344079.62    | 0.12%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                                       | Guidewire Software, Inc.                                     | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |        -615 | NS      | $-139125.30   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                                  | Tootsie Roll Industries, Inc.                                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |         115 | NS      | $4361.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                                | Celanese Corp.                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        3618 | NS      | $188968.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                          | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -453000 | PA      | $-452097.54   | -0.16%            | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                      | Pebblebrook Hotel Trust                                      | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |      648000 | PA      | $608766.84    | 0.22%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1290000 | OU      | $2876.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | XX        |      123911 | OU      | $1491.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                              | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          19 | NC      | $-1125.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PHARMING NV                                                  | Pharming Group NV                                            | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $248754.10    | 0.09%             | 2029-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold HKD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1403.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Industrial Technologies Inc                          | Applied Industrial Technologies, Inc.                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |          25 | NS      | $6787.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                                     | IDT Corp.                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |          96 | NS      | $5655.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                                 | Sprinklr, Inc.                                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |         732 | NS      | $6595.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $365.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                       | Franklin Resources, Inc.                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |       -6730 | NS      | $-161520.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |         -21 | NC      | $-4421.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                  | Paychex, Inc.                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |       -1614 | NS      | $-232948.62   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                                  | Nutanix, Inc.                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |       -9547 | NS      | $-717647.99   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1777.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                        | Lumentum Holdings, Inc.                                      | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      312000 | PA      | $343905.12    | 0.12%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      176000 | OU      | $18.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                                      | Peloton Interactive, Inc.                                    | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      278000 | PA      | $267845.77    | 0.10%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $92.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-226.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $191.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TH        |           1 | NC      | $-142.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| InterDigital Inc                                             | InterDigital, Inc.                                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          27 | NS      | $6971.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                               | Buckle, Inc.                                                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |         133 | NS      | $6566.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1627.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                             | W.R. Berkley Corp.                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-116977.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                      | Ping An Insurance Group Co. of China Ltd.                    | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Short            | EC               | CORP              | CN        |      -31500 | NS      | $-216258.86   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc                                       | TKO Group Holdings, Inc.                                     | CUSIP: 87256C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1342 | NS      | $-225469.42   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ICG PLC                                                      | ICG PLC                                                      | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |          49 | NS      | $1402.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $-334.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                                     | PPL Corp.                                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       15008 | NS      | $535635.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                             | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ID        |           1 | NC      | $-331.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                                  | Exelon Corp.                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       10993 | NS      | $494025.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                   | Carvana Co.                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        1930 | NS      | $753028.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $35.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-2022.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolent Health Inc                                           | Evolent Health, Inc.                                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |       -1596 | NS      | $-16039.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                   | Nucor Corp.                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        1871 | NS      | $267683.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $192.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                      | Bank of Nova Scotia                                          | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |          83 | NS      | $4617.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     1706000 | OU      | $955.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           7 | NC      | $-1803.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1874.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                         | ASM International NV                                         | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |           3 | NS      | $1452.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $76.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifevantage Corp                                             | Lifevantage Corp.                                            | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |         318 | NS      | $3990.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797QT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1555000 | PA      | $1547844.93   | 0.56%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     6182500 | OU      | $7970.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-285.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-519.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veeco Instruments Inc                                        | Veeco Instruments, Inc.                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Short            | EC               | CORP              | US        |      -11266 | NS      | $-234107.48   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swaption                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | GB        |   -56381000 | NC      | $-26.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3758100 | OU      | $3248.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $239.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          20 | NC      | $27262.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-951.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exponent Inc                                                 | Exponent, Inc.                                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |          83 | NS      | $5723.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | XX        |      414001 | OU      | $-2002.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased JPY / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |           1 | NC      | $-2393.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |       73300 | OU      | $-881.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shake Shack Inc                                              | Shake Shack, Inc.                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |        -408 | NS      | $-49098.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1384.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                          | Paycom Software, Inc.                                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |          27 | NS      | $6251.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $78.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualys Inc                                                   | Qualys, Inc.                                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |          44 | NS      | $5855.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                               | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $-301.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2210.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hercules Capital Inc                                         | Hercules Capital, Inc.                                       | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Short            | EC               | CORP              | US        |       -1035 | NS      | $-19416.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    86886100 | OU      | $-938.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $327.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      105000 | OU      | $76.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                  | Reckitt Benckiser Group PLC                                  | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |          27 | NS      | $2023.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                   | Advanced Micro Devices, Inc.                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |         151 | NS      | $26622.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM INC                                                   | JD.com, Inc.                                                 | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      545000 | PA      | $559715.00    | 0.20%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                | Snowflake, Inc.                                              | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     1269000 | PA      | $1927991.70   | 0.69%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-551.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1462.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                  | PepsiCo, Inc.                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |         177 | NS      | $24411.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                  | Option                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DO               |  | US        |      181605 | NC      | $2137.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                                       | Hims & Hers Health, Inc.                                     | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |       -1525 | NS      | $-100924.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased AUD / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | AU        |           1 | NC      | $-952.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $127.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RealReal Inc/The                                             | RealReal, Inc.                                               | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Short            | EC               | CORP              | US        |        -901 | NS      | $-4739.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                  | Option                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DO               |  | US        |      299000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                    | PG&E Corp.                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |       -1986 | NS      | $-27843.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                   | FedEx Corp.                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Short            | EC               | CORP              | US        |        -538 | NS      | $-120237.62   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                | CME Group, Inc.                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |          22 | NS      | $6122.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                     | Super Micro Computer, Inc.                                   | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |          34 | NS      | $2004.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     6409800 | OU      | $-8645.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      660000 | OU      | $744.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3762.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                                     | Manhattan Associates, Inc.                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |          31 | NS      | $6809.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                                      | Summit Hotel Properties, Inc.                                | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              |  | US        |      524000 | PA      | $503213.97    | 0.18%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                       | Energizer Holdings, Inc.                                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       30913 | NS      | $696160.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                                      | Akamai Technologies, Inc.                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |       -7705 | NS      | $-587968.55   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                         | MGIC Investment Corp.                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |         234 | NS      | $6060.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS' WAREHOUSE THE                                         | Chefs' Warehouse, Inc.                                       | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |       50000 | PA      | $82616.00     | 0.03%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                          | PayPal Holdings, Inc.                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |          83 | NS      | $5707.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased CZK / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CZ        |           1 | NC      | $-265.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp                                                 | Centene Corp.                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |          23 | NS      | $599.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $165.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                      | Mexico Bonos                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    15030000 | PA      | $798085.83    | 0.29%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BCE Inc                                                      | BCE, Inc.                                                    | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Short            | EC               | CORP              | CA        |      -16380 | NS      | $-382073.90   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $161.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |         -11 | NC      | $-17305.73    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                                 | State Street Institutional U.S. Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   114140502 | NS      | $114140502.08 | 41.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |           1 | NC      | $-611.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CZK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |           1 | NC      | $-255.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                 | Alphabet, Inc.                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         552 | NS      | $105928.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                                 | Appfolio, Inc.                                               | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |          26 | NS      | $6951.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                               | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $222.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                              | Hecla Mining Co.                                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Short            | EC               | CORP              | US        |      -23110 | NS      | $-132651.40   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased AUD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |           1 | NC      | $-661.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                           | Enphase Energy, Inc.                                         | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16548.36     | 0.01%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE LTD                                            | Flight Centre Travel Group Ltd.                              | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $249864.88    | 0.09%             | 2028-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                     | Snap, Inc.                                                   | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |       -3156 | NS      | $-29761.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NO        |           1 | NC      | $-322.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |       96238 | OU      | $-2694.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-135.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurora Innovation Inc                                        | Aurora Innovation, Inc.                                      | CUSIP: 051774107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12181 | NS      | $-70771.61    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citadel Securities LLC                                       | Future                                                       | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | N/A              | DE               |  | GB        |          15 | NC      | $9173.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITRON INC                                                    | Itron, Inc.                                                  | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      243000 | PA      | $279450.00    | 0.10%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $-138.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1384.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QIFU TECHNOLOGY                                              | Qifu Technology, Inc.                                        | CUSIP: 88557WAA9<br>LEI: 836800R59NKEPDR6I240 | Long             | DBT              | CORP              | KY        |      105000 | PA      | $92937.39     | 0.03%             | 2030-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                     | Estee Lauder Cos., Inc.                                      | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |          17 | NS      | $1586.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-103.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-307.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                     | Microchip Technology, Inc.                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        7966 | NS      | $538421.94    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                                  | Ameren Corp.                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Short            | EC               | CORP              | US        |       -2355 | NS      | $-238161.15   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                 | Prologis, Inc.                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |          60 | NS      | $6406.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     2324207 | OU      | $-1164.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-128.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                     | Lloyds Banking Group PLC                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |        2380 | NS      | $2440.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $57.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.                               | Option                                                       | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |          32 | NC      | $1344.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                               | Tetra Tech, Inc.                                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |       -5008 | NS      | $-183993.92   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MS PRIME BROKER GBP                                          | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |        7668 | NS      | $10126.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |    -1711000 | OU      | $-2388.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-1107.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased NZD / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1107.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                     | Visa, Inc.                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |         294 | NS      | $101568.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-42.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $60.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      178000 | OU      | $-2181.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased AUD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |           1 | NC      | $-812.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                              | Southern Co.                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |         142 | NS      | $13416.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-486.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                                        | SoFi Technologies, Inc.                                      | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |      -80398 | NS      | $-1815386.84  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-168.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $208.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                          | Future                                                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |           2 | NC      | $2409.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-211.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-1188.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                             | Roche Holding AG                                             | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |          45 | NS      | $14043.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased EUR / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-860.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stella-Jones Inc                                             | Stella-Jones, Inc.                                           | CUSIP: 85853F105<br>LEI: 5493007LOVNNLYJ6KZ35 | Short            | EC               | CORP              | CA        |       -4910 | NS      | $-279908.27   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |           0 | OU      | $14092.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          17 | NC      | $-8140.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                       | Progress Software Corp.                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |       -6082 | NS      | $-292422.56   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HLDGS INC                                          | Alarm.com Holdings, Inc.                                     | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      149000 | PA      | $144108.48    | 0.05%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $525.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $386.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                         | Cracker Barrel Old Country Store, Inc.                       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |       -9035 | NS      | $-560170.00   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $143.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $314.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1195000 | OU      | $20424.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                       | Boston Scientific Corp.                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |         474 | NS      | $49732.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |    -3444000 | OU      | $-4.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sylogist Ltd                                                 | Sylogist Ltd.                                                | CUSIP: 87132P102<br>LEI: 254900AR8MFGXDNFTF10 | Long             | EC               | CORP              | CA        |       35420 | NS      | $236457.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    25567708 | OU      | $184791.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                         | Western Digital Corp.                                        | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     1221000 | PA      | $2617005.93   | 0.94%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TRY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1911.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                         | Hercules Capital, Inc.                                       | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58202.64     | 0.02%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                | Snowflake, Inc.                                              | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |      327000 | PA      | $507497.46    | 0.18%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $186.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boralex Inc                                                  | Boralex, Inc.                                                | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |          63 | NS      | $1425.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd                                        | Daikin Industries Ltd.                                       | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |          12 | NS      | $1475.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                   | ResMed, Inc.                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |          24 | NS      | $6526.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                          | Exact Sciences Corp.                                         | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      930000 | PA      | $873437.40    | 0.31%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                          | Elevance Health, Inc.                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |          59 | NS      | $16701.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $-198.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                                  | Lennar Corp.                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         142 | NS      | $15929.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                                        | Envista Holdings Corp.                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |        -497 | NS      | $-9388.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |          51 | NC      | $116.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                            | Lam Research Corp.                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |          86 | NS      | $8156.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group, Inc.                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | EC               | CORP              | US        |       -1074 | NS      | $-777135.66   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Russel Metals Inc                                            | Russel Metals, Inc.                                          | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |        2850 | NS      | $91283.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                              | Baker Hughes Co.                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1071 | NS      | $48248.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $-284.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     3365000 | OU      | $124.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                        | NXP Semiconductors NV                                        | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        3966 | NS      | $847811.82    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $332.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $127.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4806.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MannKind Corp                                                | MannKind Corp.                                               | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Short            | EC               | CORP              | US        |      -62032 | NS      | $-234480.96   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |           1 | NC      | $-691.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CN        |           1 | NC      | $-1693.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-380.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TRY / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |           1 | NC      | $515.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-488.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                 | 3i Group PLC                                                 | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |          38 | NS      | $2076.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                              | Bentley Systems, Inc.                                        | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      225000 | PA      | $216131.85    | 0.08%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SE        |           1 | NC      | $-263.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-171.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                                             | Cytokinetics, Inc.                                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |       -2374 | NS      | $-89357.36    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                        | TransMedics Group, Inc.                                      | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Short            | EC               | CORP              | US        |       -2964 | NS      | $-352627.08   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3081700 | OU      | $1794.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                | Dollarama, Inc.                                              | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |         469 | NS      | $64101.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      900000 | PA      | $892673.93    | 0.32%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Option                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DO               |  | US        |       51000 | NC      | $3500.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                                   | Vishay Intertechnology, Inc.                                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |      -13981 | NS      | $-229148.59   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                   | Fiserv, Inc.                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |         312 | NS      | $43349.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TH        |           1 | NC      | $-228.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                         | Edison International                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        4743 | NS      | $247205.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                      | Procter & Gamble Co.                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |         383 | NS      | $57630.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                       | Ormat Technologies, Inc.                                     | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |      174000 | PA      | $196506.90    | 0.07%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       44000 | OU      | $1.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Headwater Exploration Inc                                    | Headwater Exploration, Inc.                                  | CUSIP: 422096107<br>LEI: 549300XIU4JQ0GKLRG88 | Long             | EC               | CORP              | CA        |       58300 | NS      | $305048.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-678.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                        | SoFi Technologies, Inc.                                      | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      797000 | PA      | $1972575.00   | 0.71%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $-139.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | XX        |      330270 | OU      | $5578.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AtkinsRealis Group Inc                                       | AtkinsRealis Group, Inc.                                     | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |        8360 | NS      | $591945.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TRY / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |           1 | NC      | $266.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                | Golar LNG Ltd.                                               | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      198000 | PA      | $201540.24    | 0.07%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Inspire Medical Systems Inc                                  | Inspire Medical Systems, Inc.                                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |          48 | NS      | $5977.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares S&P/TSX Capped REIT Index ETF                        | iShares S&P/TSX Capped REIT Index ETF                        | CUSIP: 46431D103<br>LEI: 549300IFDI6L88CUGJ80 | Short            | EC               | RF                | CA        |      -84980 | NS      | $-964733.98   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                                   | MasTec, Inc.                                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        5128 | NS      | $970268.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                   | Evergy, Inc.                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      502000 | PA      | $593364.00    | 0.21%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                            | Omnicom Group, Inc.                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |      -10753 | NS      | $-774753.65   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                                      | Akamai Technologies, Inc.                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |         327 | NS      | $24953.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                             | Novo Nordisk AS                                              | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |         647 | NS      | $30090.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                            | Toll Brothers, Inc.                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        3655 | NS      | $432605.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                         | Generac Holdings, Inc.                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         602 | NS      | $117203.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $987.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Richelieu Hardware Ltd                                       | Richelieu Hardware Ltd.                                      | CUSIP: 76329W103<br>LEI: 5493007VPNETW465DN04 | Short            | EC               | CORP              | CA        |       -6510 | NS      | $-162890.95   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                                | Goodman Group                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |        2065 | NS      | $46170.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                           | ABIOMED, Inc.                                                | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |          42 | NS      | $70.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-197.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                                            | MARA Holdings, Inc.                                          | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15337.86     | 0.01%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dolby Laboratories Inc                                       | Dolby Laboratories, Inc.                                     | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |          83 | NS      | $6253.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                          | Shift4 Payments, Inc.                                        | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      472000 | PA      | $611914.96    | 0.22%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $172.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TRY / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |           1 | NC      | $447.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    26704200 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $1213.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                            | NatWest Group PLC                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |         260 | NS      | $1804.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-17.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Lime & Minerals Inc                            | U.S. Lime & Minerals, Inc.                                   | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |          61 | NS      | $6074.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                                     | Lyft, Inc.                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |      -12124 | NS      | $-170463.44   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |           1 | NC      | $-612.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                          | Affirm Holdings, Inc.                                        | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3505 | NS      | $-240302.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                     | Snap, Inc.                                                   | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      185000 | PA      | $167487.16    | 0.06%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-1374.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                               | Lowe's Cos., Inc.                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |          36 | NS      | $8048.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                                | Old Dominion Freight Line, Inc.                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |          38 | NS      | $5671.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1211.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                        | Daiichi Sankyo Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |         843 | NS      | $20680.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                     | United Therapeutics Corp.                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |          21 | NS      | $5768.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $48.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netcompany Group A/S                                         | Netcompany Group AS                                          | CUSIP: 000000000<br>LEI: 5299006DEGAWX1Z1X779 | Long             | EC               | CORP              | DK        |         262 | NS      | $9607.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                     | RELX PLC                                                     | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |         118 | NS      | $6131.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                               | Ziff Davis, Inc.                                             | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      296000 | PA      | $281953.32    | 0.10%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERINT SYSTEMS INC                                           | Verint Systems, Inc.                                         | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |      412000 | PA      | $398878.21    | 0.14%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $2451.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    43826300 | OU      | $11373.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                 | Alimentation Couche-Tard, Inc.                               | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        6860 | NS      | $356466.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-8819.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                                         | Western Digital Corp.                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -29598 | NS      | $-2329066.62  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Option                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | DE        |     4072000 | OU      | $8634.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $143.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kelt Exploration Ltd                                         | Kelt Exploration Ltd.                                        | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |       65070 | NS      | $345637.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICAL                                     | Amphastar Pharmaceuticals, Inc.                              | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |      169000 | PA      | $145477.06    | 0.05%             | 2029-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1015.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                    | Block, Inc.                                                  | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      169000 | PA      | $151768.25    | 0.05%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-813.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                                        | Alkami Technology, Inc.                                      | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |      308000 | PA      | $318090.08    | 0.11%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                                            | H World Group Ltd.                                           | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |      202000 | PA      | $204525.00    | 0.07%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finning International Inc                                    | Finning International, Inc.                                  | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |        6610 | NS      | $288042.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Short            | STIV             | UST               | US        |     -400000 | PA      | $-391156.89   | -0.14%            | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                   | ACADIA Pharmaceuticals, Inc.                                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |         279 | NS      | $6648.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $2787.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased EGP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |           1 | NC      | $1065.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-234.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems Inc                                              | Pegasystems, Inc.                                            | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |         120 | NS      | $7045.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |     1781539 | OU      | $7195.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          12 | NC      | $-1132.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                      | AZZ, Inc.                                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |          19 | NS      | $2080.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                               | Ziff Davis, Inc.                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |        -506 | NS      | $-15746.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       67301 | OU      | $4251.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Workday Inc                                                  | Workday, Inc.                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |          13 | NS      | $2981.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |       52000 | OU      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold HKD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $988.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       15747 | OU      | $3706.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bakkafrost P/F                                               | Bakkafrost P                                                 | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |         159 | NS      | $6351.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-163.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-116.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                       | Tyler Technologies, Inc.                                     | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |           2 | NS      | $1169.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                     | Marriott Vacations Worldwide Corp.                           | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      283000 | PA      | $267435.00    | 0.10%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1417.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $230.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                     | Marriott Vacations Worldwide Corp.                           | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      206000 | PA      | $196133.01    | 0.07%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                                 | Fujikura Ltd.                                                | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |        2139 | NS      | $145200.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $41.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $1091.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                               | Future                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         -12 | NC      | $-9938.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      153000 | OU      | $20551.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PL        |           1 | NC      | $-3413.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |         781 | OU      | $114080.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                               | Microsoft Corp.                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |         700 | NS      | $373450.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |       54000 | OU      | $1863.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                                 | Insulet Corp.                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |          97 | NS      | $27974.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                             | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $347.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                     | Enel SpA                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |         510 | NS      | $4497.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | Future                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           3 | NC      | $-1083.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                               | A.O. Smith Corp.                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |          93 | NS      | $6583.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                          | Alliant Energy Corp.                                         | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      173000 | PA      | $184272.68    | 0.07%             | 2026-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                         | Align Technology, Inc.                                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |          32 | NS      | $4128.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | HK        |       44748 | OU      | $-748.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                | Industria de Diseno Textil SA                                | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |          66 | NS      | $3152.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TRY / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |           1 | NC      | $447.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $144.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $314.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-683.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      606000 | OU      | $678.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                          | Future                                                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           5 | NC      | $1895.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                     | Rexford Industrial Realty LP                                 | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      162000 | PA      | $160275.51    | 0.06%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | QA        |       11169 | OU      | $64.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-315.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-49.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | XX        |       60506 | OU      | $252.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp.                                               | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      861000 | PA      | $1989176.91   | 0.72%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $222.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Option                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | DE        |       46000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                                      | Comfort Systems USA, Inc.                                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |          12 | NS      | $8439.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-698.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                       | Liberty Media Corp.-Liberty Formula One                      | CUSIP: 531229755<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -283 | NS      | $-28399.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                               | Swap                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      327414 | OU      | $37232.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Solutions International Inc                            | Power Solutions International, Inc.                          | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |          54 | NS      | $5062.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $244.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.                               | Option                                                       | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         -30 | NC      | $-3150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $232.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                                           | Houlihan Lokey, Inc.                                         | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |          34 | NS      | $6482.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                            | Veeva Systems, Inc.                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |          21 | NS      | $5968.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                | Intercontinental Exchange, Inc.                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |          37 | NS      | $6838.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                        | Applied Materials, Inc.                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |         155 | NS      | $27909.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                   | ResMed, Inc.                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Short            | EC               | CORP              | US        |       -2459 | NS      | $-668700.46   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                                     | Tandem Diabetes Care, Inc.                                   | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |       69000 | PA      | $63406.17     | 0.02%             | 2029-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      136917 | OU      | $-5905.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $179.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                           | Trade Desk, Inc.                                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |         111 | NS      | $9652.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1611.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $6361.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      204500 | OU      | $-604.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $253.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $-171.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |           1 | NC      | $-1826.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | XX        |      182890 | OU      | $-4992.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                              | CT Real Estate Investment Trust                              | CUSIP: 126462100<br>LEI: 549300QXEHJXT6D53X16 | Short            | EC               |  | CA        |      -48660 | NS      | $-541525.12   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Retail ETF                                          | SPDR S&P Retail ETF                                          | CUSIP: 78464A714<br>LEI: 549300HHG63HQV071458 | Short            | EC               | RF                | US        |       -2120 | NS      | $-166335.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| PING AN INSURANCE GROUP                                      | Ping An Insurance Group Co. of China Ltd.                    | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $270512.00    | 0.10%             | 2029-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Itochu Enex Co Ltd                                           | Itochu Enex Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |        1250 | NS      | $16782.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR Technology Corp                                          | PAR Technology Corp.                                         | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |       -2414 | NS      | $-146722.92   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                       | Array Technologies, Inc.                                     | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |       22427 | NS      | $145775.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      101000 | OU      | $9693.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cactus Inc                                                   | Cactus, Inc.                                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |         138 | NS      | $5838.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                                 | Watts Water Technologies, Inc.                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |          25 | NS      | $6558.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-884.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-307.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                         | Bridgebio Pharma, Inc.                                       | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      576000 | PA      | $758021.76    | 0.27%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |           1 | NC      | $-71.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $172.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PE        |           1 | NC      | $-161.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1727000 | OU      | $2595.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                    | Constellation Energy Corp.                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        4360 | NS      | $1516582.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-184.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                    | Packaging Corp. of America                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Short            | EC               | CORP              | US        |       -1020 | NS      | $-197625.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-66.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                                      | Sphere Entertainment Co.                                     | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |       42000 | PA      | $60390.12     | 0.02%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                 | Metro, Inc.                                                  | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Short            | EC               | CORP              | CA        |       -2730 | NS      | $-208749.64   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       62493 | OU      | $19492.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVE Corp                                                     | NVE Corp.                                                    | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |          26 | NS      | $1646.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                                                   | Inotiv, Inc.                                                 | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Short            | EC               | CORP              | US        |      -19033 | NS      | $-38256.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                                   | Bitdeer Technologies Group                                   | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Short            | EC               | CORP              | KY        |       -2198 | NS      | $-28332.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Premium Brands Holdings Corp                                 | Premium Brands Holdings Corp.                                | CUSIP: 74061A108<br>LEI: 529900F5EXPGUY8WV366 | Long             | EC               | CORP              | CA        |       30360 | NS      | $1924669.75   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                               | Rheinmetall AG                                               | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |          38 | NS      | $75220.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $72.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                     | Microchip Technology, Inc.                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |       -2224 | NS      | $-150320.16   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The                                         | Vita Coco Co., Inc.                                          | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |         167 | NS      | $5888.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                       | Trane Technologies PLC                                       | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |         146 | NS      | $63959.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $57.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Swaption                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |   143467000 | NC      | $187250.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3457200 | OU      | $1084.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                                 | Newmont Corp.                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |          44 | NS      | $2732.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $263.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                                       | Whitecap Resources, Inc.                                     | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Short            | EC               | CORP              | CA        |      -55290 | NS      | $-417388.42   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PE        |           1 | NC      | $-140.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Porch Group Inc                                              | Porch Group, Inc.                                            | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |       -3933 | NS      | $-49634.46    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     7795000 | OU      | $4840.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                     | Adyen NV                                                     | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |           1 | NS      | $1715.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $889.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $76.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                   | Pinnacle West Capital Corp.                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |         294 | NS      | $26642.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-111.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colliers International Group Inc                             | Colliers International Group, Inc.                           | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Short            | EC               | CORP              | CA        |       -1640 | NS      | $-247313.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NO        |           1 | NC      | $-274.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                         | Rentokil Initial PLC                                         | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |       22285 | NS      | $551999.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-132.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |           0 | OU      | $329.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                  | NVIDIA Corp.                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        2393 | NS      | $425642.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | PE        |           1 | NC      | $-755.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                                      | Dow, Inc.                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |       -4104 | NS      | $-95582.16    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                               | JBT Marel Corp.                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |        -327 | NS      | $-45060.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4334.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                          | Williams-Sonoma, Inc.                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |          38 | NS      | $7107.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                           | Johnson Controls International PLC                           | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |        6683 | NS      | $701715.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                    | Adobe, Inc.                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |          40 | NS      | $14307.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Option                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          49 | NC      | $74725.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                                | Stellantis NV                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | EC               | CORP              | NL        |      -13540 | NS      | $-119491.89   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $379.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $379.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $52.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $324.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MY        |       17030 | OU      | $-3441.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-220.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                                     | Merit Medical Systems, Inc.                                  | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |       16000 | PA      | $18857.92     | 0.01%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $82.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qifu Technology Inc                                          | Qifu Technology, Inc.                                        | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Short            | EC               | CORP              | KY        |       -1018 | NS      | $-34947.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-140.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                            | Take-Two Interactive Software, Inc.                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         121 | NS      | $26950.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased EUR / Sold RON                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $231.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                       | MACOM Technology Solutions Holdings, Inc.                    | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      289000 | PA      | $482603.99    | 0.17%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $-1280.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                         | Waste Management, Inc.                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |         112 | NS      | $25665.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Swap                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |       89000 | OU      | $-2064.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                                 | Entergy Corp.                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        9794 | NS      | $885671.42    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                                                   | Rubrik, Inc.                                                 | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Short            | EC               | CORP              | US        |       -2736 | NS      | $-259783.20   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1141.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-174.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Astronics Corp                                               | Astronics Corp.                                              | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Short            | EC               | CORP              | US        |      -10416 | NS      | $-376225.92   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                                 | Duolingo, Inc.                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          15 | NS      | $5198.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PE        |           1 | NC      | $-227.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-104.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                         | Upstart Holdings, Inc.                                       | CUSIP: 91680MAC1<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |      598000 | PA      | $1191108.36   | 0.43%             | 2029-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $1502.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                | Advanced Drainage Systems, Inc.                              | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |       -2360 | NS      | $-270810.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-1227.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |          -1 | NC      | $-1140.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $1428.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TRY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2069.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      344000 | OU      | $909.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-8180.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                              | Danske Bank AS                                               | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |         500 | NS      | $19835.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-3844.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1509.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-160.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                               | WisdomTree, Inc.                                             | CUSIP: 97717PAG9<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      754000 | PA      | $943608.38    | 0.34%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                      | Illinois Tool Works, Inc.                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |       -1948 | NS      | $-498629.56   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                 | Alphabet, Inc.                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         473 | NS      | $91222.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $496.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-3682.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $365.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                                   | Copart, Inc.                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Short            | EC               | CORP              | US        |       -5340 | NS      | $-242062.20   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| WNS Holdings Ltd                                             | WNS Holdings Ltd.                                            | CUSIP: 000000000<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |          35 | NS      | $2617.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-534.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                              | Cigna Group                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |          92 | NS      | $24598.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-295.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOS ENERGY ENTERPRISES I                                     | Eos Energy Enterprises, Inc.                                 | CUSIP: 29415CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $10295.76     | 0.00%             | 2030-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                             | Imperial Oil Ltd.                                            | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Short            | EC               | CORP              | CA        |      -10930 | NS      | $-911332.92   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.                               | Option                                                       | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         -48 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                         | Dassault Aviation SA                                         | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |          60 | NS      | $18681.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-303.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN PRIME BROKER GBP                                 | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |       82661 | NS      | $109166.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                            | Bloom Energy Corp.                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |          14 | NS      | $523.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |      141512 | OU      | $619.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $54.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                            | Expedia Group, Inc.                                          | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      434000 | PA      | $425862.50    | 0.15%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $100.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-725.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                                     | Lennox International, Inc.                                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Short            | EC               | CORP              | US        |         -83 | NS      | $-50547.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                         | Cavco Industries, Inc.                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          14 | NS      | $5651.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKM Partners LLC                                             | Option                                                       | CUSIP: 000000000<br>LEI: 25490041O5W104HFWA62 | N/A              | DE               |  | AU        |           7 | NC      | $7.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2353.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $6885.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                       | Sempra                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |         277 | NS      | $22625.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2381.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-245.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                             | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $1326.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $30.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     9813163 | OU      | $11464.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                              | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |           2 | NC      | $6985.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                          | Shift4 Payments, Inc.                                        | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      162000 | PA      | $176435.82    | 0.06%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Swap                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |      602000 | OU      | $13011.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                              | CVS Health Corp.                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |          84 | NS      | $5216.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                                    | Innovex International, Inc.                                  | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |         391 | NS      | $6420.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELCUITY INC                                                 | Celcuity, Inc.                                               | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |       64000 | PA      | $71106.56     | 0.03%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     3279000 | OU      | $2.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                         | Upstart Holdings, Inc.                                       | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |      602000 | PA      | $573202.73    | 0.21%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IHI Corp                                                     | IHI Corp.                                                    | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |        2430 | NS      | $270596.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                   | Dexcom, Inc.                                                 | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      428000 | PA      | $396188.90    | 0.14%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-108.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $93.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NerdWallet Inc                                               | NerdWallet, Inc.                                             | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |         573 | NS      | $6068.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                                     | iRhythm Technologies, Inc.                                   | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |       41000 | PA      | $49241.00     | 0.02%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |      589947 | OU      | $-24283.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-187.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PL        |           1 | NC      | $-148.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                    | adidas AG                                                    | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |          90 | NS      | $17201.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $-288.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $992.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                              | EMCOR Group, Inc.                                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |          12 | NS      | $7529.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |           1 | NC      | $177.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $-9341.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                                 | Illumina, Inc.                                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |          19 | NS      | $1951.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc                                            | PROS Holdings, Inc.                                          | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Short            | EC               | CORP              | US        |      -14183 | NS      | $-222531.27   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6208.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     6793000 | OU      | $908.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                           | Walt Disney Co.                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |         182 | NS      | $21678.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NO        |           1 | NC      | $-5479.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $380.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doximity Inc                                                 | Doximity, Inc.                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         104 | NS      | $6110.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                              | Match Group, Inc.                                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |       -1555 | NS      | $-53289.85    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                    | Linde PLC                                                    | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |         124 | NS      | $57072.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                                  | CONMED Corp.                                                 | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $947494.00    | 0.34%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1008000 | OU      | $1.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |       -6000 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                   | Garmin Ltd.                                                  | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |          29 | NS      | $6344.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TRY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4539.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTRONICS CORP                                               | Astronics Corp.                                              | CUSIP: 046433AC2<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |      269000 | PA      | $491194.00    | 0.18%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                          | Quanta Services, Inc.                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        1416 | NS      | $575080.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                          | Signet Jewelers Ltd.                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       11881 | NS      | $939787.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                               | Cloudflare, Inc.                                             | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      201000 | PA      | $223520.04    | 0.08%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                  | Gartner, Inc.                                                | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |          16 | NS      | $5418.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold COP                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $927.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Array Technologies Inc                                       | Array Technologies, Inc.                                     | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |       -1804 | NS      | $-11726.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $365.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       31928 | OU      | $-6409.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $901.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneSpan Inc                                                  | OneSpan, Inc.                                                | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |         390 | NS      | $5752.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                     | Marsh & McLennan Cos., Inc.                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |          32 | NS      | $6374.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                  | Walmart, Inc.                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        1284 | NS      | $125806.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $9911.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $984.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $80.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2631.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $-284.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased PLN / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PL        |           1 | NC      | $72.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                            | Compass Group PLC                                            | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |         785 | NS      | $27584.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                     | Microchip Technology, Inc.                                   | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      737000 | PA      | $721901.08    | 0.26%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                     | Snap, Inc.                                                   | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       88000 | PA      | $76731.42     | 0.03%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp. Ltd.                                               | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      364000 | PA      | $385639.80    | 0.14%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-4712.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $319.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-698.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold COP                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $9371.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                                     | Cheesecake Factory, Inc.                                     | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      743000 | PA      | $832798.98    | 0.30%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                     | Super Micro Computer, Inc.                                   | CUSIP: 86800UAC8<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      514000 | PA      | $648411.00    | 0.23%             | 2028-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Box Inc                                                      | Box, Inc.                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |         186 | NS      | $5970.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                                       | Universal Display Corp.                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          40 | NS      | $5776.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    17837900 | OU      | $-10326.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $117.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                 | Fortinet, Inc.                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |          41 | NS      | $4095.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TR        |        7693 | OU      | $1474.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS PRIME BROKER SEK                                          | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | SE        |          -3 | NS      | $-0.32        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EQB Inc                                                      | EQB, Inc.                                                    | CUSIP: 26886R104<br>LEI: 549300QAXPCRULOPD247 | Short            | EC               | CORP              | CA        |       -7810 | NS      | $-580564.38   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                            | MicroStrategy, Inc.                                          | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |        -858 | NS      | $-344795.88   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP                                           | Liberty Media Corp.                                          | CUSIP: 531229AR3<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |      527000 | PA      | $792112.62    | 0.28%             | 2053-09-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                        | Envista Holdings Corp.                                       | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |       84000 | PA      | $77963.17     | 0.03%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                  | Shopify, Inc.                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |          77 | NS      | $9412.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                  | MongoDB, Inc.                                                | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        2011 | NS      | $478396.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                         | ARES Management Corp.                                        | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |         129 | NS      | $23933.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Partners LP                        | Brookfield Infrastructure Partners LP                        | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EC               | CORP              | BM        |       10870 | NS      | $339144.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |         146 | NS      | $18733.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                               | Public Storage                                               | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |          24 | NS      | $6526.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                          | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -598000 | PA      | $-595640.70   | -0.21%            | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |           1 | NC      | $-198.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                              | SBM Offshore NV                                              | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |         749 | NS      | $19533.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Auto Inc                                                  | Li Auto, Inc.                                                | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |        3859 | NS      | $100719.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $-216.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   296467600 | OU      | $-85.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE LTD                                            | Flight Centre Travel Group Ltd.                              | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $123739.68    | 0.04%             | 2027-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Swap                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |      508000 | OU      | $-36556.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                | Dollarama, Inc.                                              | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Short            | EC               | CORP              | CA        |       -1690 | NS      | $-230984.56   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY INC                                                  | Xometry, Inc.                                                | CUSIP: 98423FAB5<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |      363000 | PA      | $365286.90    | 0.13%             | 2027-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1501000 | OU      | $24.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.                               | Option                                                       | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | AU        |           8 | NC      | $16.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL HOLDINGS INC                                            | Bill Holdings, Inc.                                          | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |      552000 | PA      | $466349.47    | 0.17%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2359.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     3584000 | OU      | $6207.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |           1 | NC      | $1568.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $375.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties Inc                                      | Millrose Properties, Inc.                                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |          71 | NS      | $2129.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                     | Encore Capital Group, Inc.                                   | CUSIP: 292554AM4<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      391000 | PA      | $402174.78    | 0.14%             | 2025-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                    | Apple, Inc.                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |       -1660 | NS      | $-344566.20   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-201.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                   | Airbnb, Inc.                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |         233 | NS      | $30851.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $153.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-119.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      381283 | OU      | $-203.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                               | Hershey Co.                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |       -1470 | NS      | $-273611.10   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swaption                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | GB        |    56381000 | NC      | $2884.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                         | Bridgebio Pharma, Inc.                                       | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      201000 | PA      | $192807.24    | 0.07%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     -840000 | OU      | $-0.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROS HOLDINGS INC                                            | PROS Holdings, Inc.                                          | CUSIP: 74346YAK9<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |      421000 | PA      | $452688.67    | 0.16%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                           | Kingspan Group PLC                                           | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |         419 | NS      | $34773.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |       81227 | OU      | $1608.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECSYS Inc                                                   | TECSYS, Inc.                                                 | CUSIP: 878950104<br>LEI: 549300YOTEBVOTQEP762 | Long             | EC               | CORP              | CA        |        4010 | NS      | $106530.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                          | Viavi Solutions, Inc.                                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Short            | EC               | CORP              | US        |        -158 | NS      | $-1587.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                               | Cloudflare, Inc.                                             | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      367000 | PA      | $447563.84    | 0.16%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                       | Franklin Resources, Inc.                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       39570 | NS      | $949680.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $687.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $678.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                    | Nestle SA                                                    | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |         169 | NS      | $14766.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                                           | Oddity Finance LLC                                           | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |      166000 | PA      | $174806.30    | 0.06%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-1664.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                                         | Applied Digital Corp.                                        | CUSIP: 038169AA6<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |      171000 | PA      | $263476.80    | 0.09%             | 2030-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SE        |           1 | NC      | $-208.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $300.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                                        | Alphatec Holdings, Inc.                                      | CUSIP: 02081GAB8<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |      215000 | PA      | $210146.16    | 0.08%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1314000 | OU      | $1.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division             | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          27 | NC      | $10623.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $-222.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $101.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GROUPON INC                                                  | Groupon, Inc.                                                | CUSIP: 399473AK3<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12845.23     | 0.00%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| South African Futures Exchange                               | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |           2 | NC      | $2126.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                    | Itron, Inc.                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |       -1418 | NS      | $-176597.72   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $372.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Option                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           1 | NC      | $1350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                                  | Enovis Corp.                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |        -513 | NS      | $-13748.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                             | Elia Group SA                                                | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |         226 | NS      | $26074.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                   | Hilton Grand Vacations, Inc.                                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |       -2196 | NS      | $-98424.72    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORP                                          | PAR Technology Corp.                                         | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |      247000 | PA      | $265591.69    | 0.10%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-1615.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |       47000 | OU      | $805.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Seaways Inc                                    | International Seaways, Inc.                                  | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |        9439 | NS      | $376616.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-1083.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guess? Inc                                                   | Guess?, Inc.                                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Short            | EC               | CORP              | US        |       -3151 | NS      | $-40963.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI USA Momentum Factor ETF                         | iShares MSCI USA Momentum Factor ETF                         | CUSIP: 46432F396<br>LEI: 5493002ZOOZ0SN3YYI81 | Short            | EC               | RF                | US        |       -3800 | NS      | $-916902.00   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                             | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |       46000 | PA      | $57113.14     | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                           | Steel Dynamics, Inc.                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        2104 | NS      | $268386.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                  | Southern Co.                                                 | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      254000 | PA      | $282046.68    | 0.10%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $106.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                            | Wolters Kluwer NV                                            | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |           9 | NS      | $1401.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group NV                                              | Nebius Group NV                                              | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Short            | EC               | CORP              | NL        |       -5862 | NS      | $-319068.66   | -0.11%            |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $314.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EverQuote Inc                                                | EverQuote, Inc.                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         254 | NS      | $6245.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd                                                 | Enerflex Ltd.                                                | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |      107740 | NS      | $859214.06    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-89.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       39000 | OU      | $229.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                          | Guardant Health, Inc.                                        | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     1094000 | PA      | $975460.72    | 0.35%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PJT Partners Inc                                             | PJT Partners, Inc.                                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |          36 | NS      | $6430.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries NV                               | BE Semiconductor Industries NV                               | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |          81 | NS      | $10944.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WisdomTree Inc                                               | WisdomTree, Inc.                                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |      -49143 | NS      | $-652127.61   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-2329.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |           1 | NC      | $1097.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $125.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE9 INC                                                    | Five9, Inc.                                                  | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      288000 | PA      | $253092.38    | 0.09%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                | Option                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     5917000 | OU      | $3993.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citadel Securities LLC                                       | Option                                                       | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | N/A              | DE               |  | US        |          16 | NC      | $16.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                    | Palantir Technologies, Inc.                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |          15 | NS      | $2375.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      278331 | OU      | $2899.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                        | Waste Connections, Inc.                                      | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |         189 | NS      | $35292.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1329.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3834.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                      | Consolidated Edison, Inc.                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        4681 | NS      | $484483.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                          | Future                                                       | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |           4 | NC      | $301.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ePlus Inc                                                    | ePlus, Inc.                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |          88 | NS      | $5700.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific Inc                                        | Semler Scientific, Inc.                                      | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Short            | EC               | CORP              | US        |         -86 | NS      | $-3083.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $281.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-158.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-31.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tempus AI Inc                                                | Tempus AI, Inc.                                              | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |       -1890 | NS      | $-106955.10   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Cosan SA                                                     | Cosan SA                                                     | CUSIP: 000000000<br>LEI: 549300PGFCX2JMKKLC96 | Long             | EC               | CORP              | BR        |         823 | NS      | $871.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | FR        |       25177 | OU      | $-5961.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                    | Linde PLC                                                    | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Short            | EC               | CORP              | IE        |        -479 | NS      | $-220464.54   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                                          | Bentley Systems, Inc.                                        | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |       -1219 | NS      | $-70677.62    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PH        |           1 | NC      | $-5202.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MS PRIME BROKER JPY                                          | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | JP        |    -4623007 | NS      | $-30656.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-1117.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |           3 | NC      | $2643.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5474.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-210.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1041200 | OU      | $4540.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharming Group NV                                            | Pharming Group NV                                            | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Short            | EC               | CORP              | NL        |      -80872 | NS      | $-88880.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                                        | Lumentum Holdings, Inc.                                      | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |      -12913 | NS      | $-1421463.04  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $1261.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rambus Inc                                                   | Rambus, Inc.                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |          97 | NS      | $7171.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                  | Option                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DO               |  | US        |      181605 | NC      | $802.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS                                           | Sirius XM Holdings, Inc.                                     | CUSIP: 531229AP7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |      515000 | PA      | $517631.65    | 0.19%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $461.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     1194000 | OU      | $15239.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                               | Future                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           3 | NC      | $-19363.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                                | Assa Abloy AB                                                | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |          43 | NS      | $1422.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                              | London Stock Exchange Group PLC                              | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |          30 | NS      | $3656.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                             | Carlisle Cos., Inc.                                          | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |          16 | NS      | $5675.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-667.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |           1 | NC      | $-503.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1034.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-1055.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                              | TJX Cos., Inc.                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |         202 | NS      | $25155.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                     | Engie SA                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |          84 | NS      | $1888.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1593000 | OU      | $9594.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                                      | Texas Pacific Land Corp.                                     | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           6 | NS      | $5808.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargojet Inc                                                 | Cargojet, Inc.                                               | CUSIP: 14179V503<br>LEI: 549300C4GBBANCBT3K72 | Short            | EC               | CORP              | CA        |       -4000 | NS      | $-285594.69   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                     | UGI Corp.                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Short            | EC               | CORP              | US        |      -10809 | NS      | $-391069.62   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |           1 | NC      | $-221.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVANOVA PLC                                                 | LivaNova PLC                                                 | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | GB        |      170000 | PA      | $168888.88    | 0.06%             | 2029-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $320.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $816.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    50077200 | OU      | $-76980.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                        | Monster Beverage Corp.                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |         719 | NS      | $42241.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN PRIME BROKER CHF                                   | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | CH        |       56413 | NS      | $69452.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-234.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Krystal Biotech Inc                                          | Krystal Biotech, Inc.                                        | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |          45 | NS      | $6924.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $155.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENGUIN SOLUTIONS INC                                        | Penguin Solutions, Inc.                                      | CUSIP: 83205YAC8<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | US        |      489000 | PA      | $627890.67    | 0.23%             | 2029-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   656009800 | OU      | $9698.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp                                               | NewMarket Corp.                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |           9 | NS      | $6183.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                            | ARC Resources Ltd.                                           | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Short            | EC               | CORP              | CA        |      -16080 | NS      | $-313917.44   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $149.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGP INGREDIENTS INC                                          | MGP Ingredients, Inc.                                        | CUSIP: 55303JAB2<br>LEI: 2549006OMHFVZ4MS8538 | Long             | DBT              | CORP              | US        |      523000 | PA      | $496849.48    | 0.18%             | 2041-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Texas Roadhouse Inc                                          | Texas Roadhouse, Inc.                                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |          22 | NS      | $4072.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-117.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Core Scientific Inc                                          | Core Scientific, Inc.                                        | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Short            | EC               | CORP              | US        |      -12930 | NS      | $-175072.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| TOMRA Systems ASA                                            | TOMRA Systems ASA                                            | CUSIP: 000000000<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |          97 | NS      | $1347.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                      | DSV AS                                                       | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |         157 | NS      | $35181.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co.                                               | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1208000 | PA      | $1189600.95   | 0.43%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | DE        |      119098 | OU      | $-2071.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B2Gold Corp                                                  | B2Gold Corp.                                                 | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Short            | EC               | CORP              | CA        |      -55743 | NS      | $-187853.91   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                                   | Sezzle, Inc.                                                 | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |          40 | NS      | $6193.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc                                          | Nathan's Famous, Inc.                                        | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |          20 | NS      | $1900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |           1 | NC      | $514.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                      | Recruit Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |         551 | NS      | $32691.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SG        |           1 | NC      | $-7513.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $448.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                               | Atlas Copco AB                                               | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |         169 | NS      | $2573.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUESS INC                                                    | Guess?, Inc.                                                 | CUSIP: 401617AF2<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |      437000 | PA      | $419797.93    | 0.15%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                               | American Electric Power Co., Inc.                            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Short            | EC               | CORP              | US        |       -2394 | NS      | $-270857.16   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       66495 | OU      | $8179.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gambling.com Group Ltd                                       | Gambling.com Group Ltd.                                      | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               | CORP              | JE        |         533 | NS      | $5633.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                             | Badger Meter, Inc.                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |          27 | NS      | $5096.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                           | RH                                                           | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |       -1081 | NS      | $-222275.22   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                      | Sea Ltd.                                                     | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | KY        |      -14128 | NS      | $-2213151.20  | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                  | Netflix, Inc.                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |          46 | NS      | $53332.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                   | Cadence Design Systems, Inc.                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |          17 | NS      | $6197.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                          | Ollie's Bargain Outlet Holdings, Inc.                        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Short            | EC               | CORP              | US        |        -660 | NS      | $-90175.80    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS INC                                             | A10 Networks, Inc.                                           | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |      296000 | PA      | $313005.20    | 0.11%             | 2030-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-81.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-304.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADMA Biologics Inc                                           | ADMA Biologics, Inc.                                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         344 | NS      | $6432.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                 | Future                                                       | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          -9 | NC      | $2016.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-1480.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold CNH                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1304.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200600 | OU      | $14767.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                              | AstraZeneca PLC                                              | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |          99 | NS      | $14443.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-4821.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                      | Pebblebrook Hotel Trust                                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |       71150 | NS      | $713634.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       44638 | OU      | $1114.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $55.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $299.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | MX        |           1 | NC      | $1433.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |      270852 | OU      | $-9540.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -1 | NC      | $443.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.             | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PH        |           1 | NC      | $-306.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |           1 | NC      | $-170.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                      | Toromont Industries Ltd.                                     | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Short            | EC               | CORP              | CA        |       -3980 | NS      | $-403543.74   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $180.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS Inc                                                      | MKS, Inc.                                                    | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |        -293 | NS      | $-27887.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                          | Vulcan Materials Co.                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-769076.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -34 | NC      | $37335.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Swap                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |      317000 | OU      | $7717.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                   | FANUC Corp.                                                  | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |        6545 | NS      | $182192.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      371000 | OU      | $328.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                                       | Hims & Hers Health, Inc.                                     | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |         117 | NS      | $7743.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                  | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $736.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                             | Essent Group Ltd.                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |         106 | NS      | $5934.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |      228145 | OU      | $3274.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     -595000 | OU      | $-277.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $-61.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP INC                                                   | EZCORP, Inc.                                                 | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      175000 | PA      | $255627.75    | 0.09%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                    | Bank of Ireland Group PLC                                    | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |         151 | NS      | $2024.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NO        |           1 | NC      | $-322.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1230000 | OU      | $1125.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                          | Immunocore Holdings PLC                                      | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |       28000 | PA      | $24472.70     | 0.01%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $315.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -14 | NC      | $-58173.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY INC                                                  | Xometry, Inc.                                                | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |      225000 | PA      | $225312.75    | 0.08%             | 2030-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-217.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased EGP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |           1 | NC      | $24508.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-81.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-106.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                                         | PTC Therapeutics, Inc.                                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Short            | EC               | CORP              | US        |       -7265 | NS      | $-378579.15   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                     | Axcelis Technologies, Inc.                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |          88 | NS      | $5956.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                                  | Enovix Corp.                                                 | CUSIP: 293594131<br>LEI: 549300EC7NZGWORHYJ53 | N/A              | DE               |  | US        |        5840 | NS      | $27272.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | XX        |       59808 | OU      | $-1635.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                               | Mastercard, Inc.                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         157 | NS      | $88935.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $123.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                    | Arkema SA                                                    | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |          17 | NS      | $1156.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                                        | Republic Services, Inc.                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         259 | NS      | $59738.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                     | AT&T, Inc.                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |         442 | NS      | $12115.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                   | Matson, Inc.                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |          56 | NS      | $5979.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.             | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $-5404.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                   | Salmar ASA                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |         114 | NS      | $4617.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $6138.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                        | Southwest Airlines Co.                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       28308 | NS      | $875566.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                             | Booz Allen Hamilton Holding Corp.                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |           9 | NS      | $965.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEANSPARK INC                                               | Cleanspark, Inc.                                             | CUSIP: 18452BAA8<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16513.28     | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-105.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties Inc                                | Hudson Pacific Properties, Inc.                              | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               |  | US        |      335000 | NS      | $820750.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                 | Broadcom, Inc.                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         572 | NS      | $167996.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      268888 | OU      | $-1064.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $-225.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                    | Amgen, Inc.                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |          34 | NS      | $10033.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                         | Westpac Banking Corp.                                        | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |         230 | NS      | $4965.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |           1 | NC      | $-189.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                         | Bank of America Corp.                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |         664 | NS      | $31387.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       80903 | OU      | $7853.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOX INC                                                      | Box, Inc.                                                    | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |      382000 | PA      | $481507.18    | 0.17%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                                          | Advanced Energy Industries, Inc.                             | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |       85000 | PA      | $103938.85    | 0.04%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    20764200 | OU      | $-4108.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                      | SSE PLC                                                      | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |         849 | NS      | $20810.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                                   | SolarEdge Technologies, Inc.                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |        8397 | NS      | $215467.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                            | Franklin Covey Co.                                           | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          93 | NS      | $1833.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-963.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUST EAT TAKEAWAY                                            | Just Eat Takeaway.com NV                                     | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $338693.17    | 0.12%             | 2026-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PE        |           1 | NC      | $536.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                        | JD Sports Fashion PLC                                        | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |       10943 | NS      | $12283.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                | Automatic Data Processing, Inc.                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |       -2286 | NS      | $-707517.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                  | Bayerische Motoren Werke AG                                  | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        4116 | NS      | $391643.09    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                          | Paycom Software, Inc.                                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |       -1005 | NS      | $-232697.70   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1023.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-174.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PC Connection Inc                                            | PC Connection, Inc.                                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |          95 | NS      | $5851.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |           1 | NC      | $-2451.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-23.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Option                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | DE        |     5441000 | OU      | $13983.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $-8857.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baytex Energy Corp                                           | Baytex Energy Corp.                                          | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Short            | EC               | CORP              | CA        |      -65140 | NS      | $-138215.65   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $75.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                              | OSI Systems, Inc.                                            | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      424000 | PA      | $565429.44    | 0.20%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                                      | BlackSky Technology, Inc.                                    | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16000 | PA      | $17184.96     | 0.01%             | 2033-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $118.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3593.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                    | Tesla, Inc.                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |         266 | NS      | $81999.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                      | SCOR SE                                                      | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |          54 | NS      | $1759.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Badger Meter Inc                                             | Badger Meter, Inc.                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Short            | EC               | CORP              | US        |       -3098 | NS      | $-584778.48   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Swaption                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |    56381000 | NC      | $26.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $333.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1290000 | OU      | $3031.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5532.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $619.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                             | NMI Holdings, Inc.                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |         154 | NS      | $5747.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $723.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      564000 | OU      | $94.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five9 Inc                                                    | Five9, Inc.                                                  | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |       -1011 | NS      | $-26114.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1145.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |           1 | NC      | $-213.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                                  | Rollins, Inc.                                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Short            | EC               | CORP              | US        |       -4021 | NS      | $-230282.67   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                       | International Flavors & Fragrances, Inc.                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |       -2070 | NS      | $-147032.10   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                 | Future                                                       | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |           7 | NC      | $-3319.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIMS & HERS HEALTH                                           | Hims & Hers Health, Inc.                                     | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |      126000 | PA      | $155216.88    | 0.06%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Winmark Corp                                                 | Winmark Corp.                                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          16 | NS      | $6038.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-48.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |           1 | NC      | $52.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $1734.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PH        |           1 | NC      | $-279.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citadel Securities LLC                                       | Option                                                       | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | N/A              | DE               |  | US        |           3 | NC      | $90.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                          | Alliant Energy Corp.                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |         267 | NS      | $17357.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold CNH                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $571.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STORAGEVAULT CANADA INC                                      | StorageVault Canada, Inc.                                    | CUSIP: 86212HAC9<br>LEI: 254900A6LDI0HRL1VD69 | Long             | DBT              | CORP              | CA        |      298000 | PA      | $213993.94    | 0.08%             | 2028-03-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                                   | Vertex, Inc.                                                 | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |      518000 | PA      | $595705.18    | 0.21%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                                     | Cheesecake Factory, Inc.                                     | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      228000 | PA      | $234566.40    | 0.08%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                     | Lyft, Inc.                                                   | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |      425000 | PA      | $435034.25    | 0.16%             | 2029-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1694.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-14.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                                                | GameStop Corp.                                               | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      451000 | PA      | $461503.79    | 0.17%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                              | CMS Energy Corp.                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |        -317 | NS      | $-23394.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $666.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $403.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-1107.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $980.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WD-40 Co                                                     | WD-40 Co.                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |          26 | NS      | $5574.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                         | Medpace Holdings, Inc.                                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |          20 | NS      | $8544.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                      | Veolia Environnement SA                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |          46 | NS      | $1558.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Option                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DO               |  | US        |      108000 | NC      | $5.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crocs Inc                                                    | Crocs, Inc.                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |          60 | NS      | $5983.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $0.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-229.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| StorageVault Canada Inc                                      | StorageVault Canada, Inc.                                    | CUSIP: 86212H105<br>LEI: 254900A6LDI0HRL1VD69 | Short            | EC               | CORP              | CA        |     -196292 | NS      | $-657328.87   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-307.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                                        | 3M Co.                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | EC               | CORP              | US        |       -1690 | NS      | $-252181.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-302.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $7091.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                        | Auto Trader Group PLC                                        | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |         128 | NS      | $1413.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.                               | Option                                                       | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |           8 | NC      | $2120.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      130658 | OU      | $-464.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dillard's Inc                                                | Dillard's, Inc.                                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |          15 | NS      | $7003.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TRY / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |           1 | NC      | $4923.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                | Rio Tinto PLC                                                | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |          73 | NS      | $4347.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                        | Lumentum Holdings, Inc.                                      | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      204000 | PA      | $350296.56    | 0.13%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                | Carnival Corp.                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |      -60965 | NS      | $-1814928.05  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                                   | Cheesecake Factory, Inc.                                     | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |       -9069 | NS      | $-579599.79   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                  | Future                                                       | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          -2 | NC      | $285.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-888.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     7538600 | OU      | $-630.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                                   | Grand Canyon Education, Inc.                                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |          34 | NS      | $5733.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                     | Solaris Energy Infrastructure, Inc.                          | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      105000 | PA      | $153584.55    | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased EGP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |           1 | NC      | $6767.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $-140.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                                           | Trip.com Group Ltd.                                          | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |      943000 | PA      | $1070267.28   | 0.38%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold COP                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $947.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $122.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                          | Alliant Energy Corp.                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |       -1627 | NS      | $-105771.27   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased USD / Sold SEK                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1343.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                   | Evergy, Inc.                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |         211 | NS      | $14938.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                                        | Penguin Solutions, Inc.                                      | CUSIP: 706915105<br>LEI: 529900RDGHQY8XKXPN14 | Short            | EC               | CORP              | US        |      -30290 | NS      | $-713935.30   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold CNH                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $580.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-981.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $112.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       90000 | OU      | $7426.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                               | Canadian Natural Resources Ltd.                              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       18410 | NS      | $583597.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                              | Vital Farms, Inc.                                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |        1266 | NS      | $47095.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Oil & Gas Exploration & Production ETF              | SPDR S&P Oil & Gas Exploration & Production ETF              | CUSIP: 78468R556<br>LEI: 5493001H1FSSB667C124 | Short            | EC               | RF                | US        |       -2040 | NS      | $-261426.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                                  | CorVel Corp.                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          61 | NS      | $5404.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                    | PG&E Corp.                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       12577 | NS      | $176329.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $1145.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RB Global Inc                                                | RB Global, Inc.                                              | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        5430 | NS      | $587851.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |    19178000 | OU      | $19487.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEO Group Inc/The                                            | GEO Group, Inc.                                              | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |       53070 | NS      | $1375574.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                               | AptarGroup, Inc.                                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |         178 | NS      | $27970.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                      | Liberty Interactive LLC                                      | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      220000 | PA      | $19802.64     | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2723.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                        | Southwest Airlines Co.                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Short            | EC               | CORP              | US        |       -3370 | NS      | $-104234.10   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                                           | Unity Software, Inc.                                         | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |      283000 | PA      | $265215.15    | 0.10%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $2983.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                      | Akamai Technologies, Inc.                                    | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      789000 | PA      | $751285.80    | 0.27%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $61.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-3926.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |           1 | NC      | $-150.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $248.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | Swap                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     1290000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $1255.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased GBP / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-841.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -25 | NC      | $17842.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                          | Abbott Laboratories                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |         113 | NS      | $14259.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                              | Brookfield Corp.                                             | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       10170 | NS      | $681898.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     1005533 | OU      | $76613.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMLER SCIENTIFIC INC                                        | Semler Scientific, Inc.                                      | CUSIP: 81684MAA2<br>LEI: 549300ZHL16S29QTW485 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6535.46      | 0.00%             | 2030-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      362000 | OU      | $265.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-52.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |      168707 | OU      | $20843.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PH        |           1 | NC      | $-2465.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-1242.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tohoku Electric Power Co Inc                                 | Tohoku Electric Power Co., Inc.                              | CUSIP: 000000000<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |         171 | NS      | $1199.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-443.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                                           | Greenbrier Cos., Inc.                                        | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      405000 | PA      | $432143.10    | 0.16%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MS PRIME BROKER EUR                                          | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | XX        |     -234129 | NS      | $-267187.42   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                | Ford Motor Co.                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       40415 | NS      | $447394.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1871.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $18.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                       | Pacira BioSciences, Inc.                                     | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      346000 | PA      | $328769.55    | 0.12%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNT                                     | Cracker Barrel Old Country Store, Inc.                       | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |      926000 | PA      | $997552.02    | 0.36%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-865.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                      | Pebblebrook Hotel Trust                                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               |  | US        |        -168 | NS      | $-1685.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      531400 | OU      | $-5042.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                        | ON Semiconductor Corp.                                       | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      571000 | PA      | $542207.90    | 0.20%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2181.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Materials Select Sector SPDR Fund                            | Materials Select Sector SPDR Fund                            | CUSIP: 81369Y100<br>LEI: 549300N81BAQ1XPGBT65 | Short            | EC               | RF                | US        |       -3403 | NS      | $-298545.19   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-321.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-321.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $403.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                                | Tempus AI, Inc.                                              | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |      243000 | PA      | $243607.50    | 0.09%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Crane Co                                                     | Crane Co.                                                    | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |          34 | NS      | $6656.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-451.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                   | First Capital Real Estate Investment Trust                   | CUSIP: 31890B103<br>LEI: 54930042UG2WCIIAQZ39 | Long             | EC               |  | CA        |       29380 | NS      | $394178.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group, Inc.                                       | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      330000 | PA      | $381150.00    | 0.14%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                           | Aker Solutions ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |        4307 | NS      | $12738.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                       | Array Technologies, Inc.                                     | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17894.88     | 0.01%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp                            | Marriott Vacations Worldwide Corp.                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |        -277 | NS      | $-20628.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CZK / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |           1 | NC      | $-255.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $470.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS SUGAR INC                                             | Rogers Sugar, Inc.                                           | CUSIP: 77519RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       52000 | PA      | $38936.20     | 0.01%             | 2030-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                        | Waste Connections, Inc.                                      | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |       -1620 | NS      | $-302510.68   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                                | Golar LNG Ltd.                                               | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Short            | EC               | CORP              | BM        |       -2237 | NS      | $-92074.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold COP                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $947.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |           1 | NC      | $-523.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |           1 | NC      | $-351.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $209.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                                     | Super Micro Computer, Inc.                                   | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |      -17412 | NS      | $-1026785.64  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                                 | Parsons Corp.                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |        -200 | NS      | $-14840.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TRY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc                                  | Sterling Infrastructure, Inc.                                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |          27 | NS      | $7224.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                               | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $324.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                          | Core Scientific, Inc.                                        | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16086.88     | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Short            | STIV             | UST               | US        |   -11000000 | PA      | $-10963638.89 | -3.94%            | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAE Inc                                                      | CAE, Inc.                                                    | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        1240 | NS      | $35358.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $443.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |           1 | NC      | $-1839.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      327000 | OU      | $401.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CareDx Inc                                                   | CareDx, Inc.                                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |         323 | NS      | $3968.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $-3775.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swaption                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | GB        |   -26965000 | NC      | $-118491.33   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $389.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor Inc                                                 | Quebecor, Inc.                                               | CUSIP: 748193208<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -5550 | NS      | $-156133.80   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-8801.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                        | Alibaba Group Holding Ltd.                                   | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1399000 | PA      | $1855074.00   | 0.67%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc                                    | Merit Medical Systems, Inc.                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Short            | EC               | CORP              | US        |        -129 | NS      | $-10946.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                                   | Corpay, Inc.                                                 | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         121 | NS      | $39089.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-3051.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |       67346 | OU      | $1935.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cal-Maine Foods Inc                                          | Cal-Maine Foods, Inc.                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |          60 | NS      | $6668.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Partners LP                              | Brookfield Business Partners LP                              | CUSIP: 000000000<br>LEI: 254900LFLTVOFSFM8R24 | Long             | EC               | CORP              | BM        |       63120 | NS      | $1524348.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $222.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $46.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased NZD / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1176.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd                                           | Teekay Tankers Ltd.                                          | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |         139 | NS      | $5886.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |       16279 | OU      | $430.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-815.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Swaption                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |   -71734000 | NC      | $-241567.93   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                                    | Opendoor Technologies, Inc.                                  | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |     -147808 | NS      | $-271966.72   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-15778.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-216.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleanspark Inc                                               | Cleanspark, Inc.                                             | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |        -899 | NS      | $-10221.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                             | Wynn Resorts Ltd.                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       10329 | NS      | $1126170.87   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Properties Real Estate Investment Trust               | Choice Properties Real Estate Investment Trust               | CUSIP: 17039A106<br>LEI: 5493007MYGFSLOZGT937 | Short            | EC               |  | CA        |      -25240 | NS      | $-258484.12   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group, Inc.                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |          20 | NS      | $14471.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |        6454 | OU      | $312.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1611.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-53.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $716.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN PRIME BROKER EUR                                 | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | DE        |     1242932 | NS      | $1418433.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $637.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $5.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       61000 | OU      | $10059.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-152.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                               | Atlas Copco AB                                               | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |         100 | NS      | $1353.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS PRIME BROKER CAD                                          | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | CA        |         -23 | NS      | $-16.60       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-867.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                            | PetroChina Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |      108431 | NS      | $105962.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                                  | Rollins, Inc.                                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |         111 | NS      | $6356.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                      | Bank of Nova Scotia                                          | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | EC               | CORP              | CA        |       -2660 | NS      | $-147993.22   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-4751.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                             | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ID        |           1 | NC      | $-452.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $455.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                               | ServiceNow, Inc.                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |          12 | NS      | $11317.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond Group Ltd                                      | Black Diamond Group Ltd.                                     | CUSIP: 09202D207<br>LEI: 529900FJ2VM3JLXS6T37 | Long             | EC               | CORP              | CA        |      150860 | NS      | $1289103.93   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                                   | Dexcom, Inc.                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |       -1001 | NS      | $-80850.77    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                       | Stoke Therapeutics, Inc.                                     | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |         531 | NS      | $6823.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-309.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co Ltd                                               | Niterra Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |          44 | NS      | $1516.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-780.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $-119.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $666.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      203000 | OU      | $4347.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      113000 | OU      | $8938.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |           1 | NC      | $-5539.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased AUD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |           1 | NC      | $-334.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                      | CSL Ltd.                                                     | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |          31 | NS      | $5362.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                               | LCI Industries                                               | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |      766000 | PA      | $789661.74    | 0.28%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                       | Canadian Tire Corp. Ltd.                                     | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Short            | EC               | CORP              | CA        |       -1370 | NS      | $-183490.62   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                                            | Bloom Energy Corp.                                           | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      535000 | PA      | $1063526.50   | 0.38%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                        | Gildan Activewear, Inc.                                      | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |          27 | NS      | $1363.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                               | Photronics, Inc.                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |         323 | NS      | $6576.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $-11.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $325.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-7747.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                 | FactSet Research Systems, Inc.                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |           3 | NS      | $1208.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                          | Sumitomo Mitsui Financial Group, Inc.                        | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |         243 | NS      | $6130.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       34875 | OU      | $-152.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797QV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1874000 | PA      | $1862331.37   | 0.67%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                            | Ashtead Group PLC                                            | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |          17 | NS      | $1135.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Watsco Inc                                                   | Watsco, Inc.                                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |          14 | NS      | $6312.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-423.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-163.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | Future                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          68 | NC      | $-11348.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $250.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SentinelOne Inc                                              | SentinelOne, Inc.                                            | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |       23206 | NS      | $425598.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                     | Fabrinet                                                     | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |          22 | NS      | $7122.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MS PRIME BROKER CHF                                          | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | CH        |      227132 | NS      | $279632.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                                       | Louisiana-Pacific Corp.                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |          70 | NS      | $6328.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                      | G-III Apparel Group Ltd.                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |          96 | NS      | $2265.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-236.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Swap                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |      538000 | OU      | $-60058.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797QM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2005000 | PA      | $1997394.36   | 0.72%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YETI Holdings Inc                                            | YETI Holdings, Inc.                                          | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |         194 | NS      | $7127.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                  | Option                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DO               |  | US        |      299000 | NC      | $74.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                  | Wayfair, Inc.                                                | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      234000 | PA      | $377215.02    | 0.14%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                                     | iShares Russell 2000 ETF                                     | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Short            | EC               | RF                | US        |      -13640 | NS      | $-2992479.60  | -1.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-278.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $11.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-1045.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                | UniCredit SpA                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |          88 | NS      | $6474.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |           4 | NC      | $407.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                      | Liberty Interactive LLC                                      | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      955000 | PA      | $85961.46     | 0.03%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |           1 | NC      | $-237.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                             | FirstEnergy Corp.                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |         764 | NS      | $32630.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                          | General Electric Co.                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        1030 | NS      | $279212.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-924.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $-582.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $-197.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $265.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                                   | CarMax, Inc.                                                 | CUSIP: 143130102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1920 | NS      | $-108691.20   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global, Inc.                                        | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      145000 | PA      | $201106.30    | 0.07%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                                | Hydro One Ltd.                                               | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |         317 | NS      | $11210.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                  | Swiss Re AG                                                  | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |          11 | NS      | $1969.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |           1 | NC      | $-283.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                    | Zurich Insurance Group AG                                    | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |           9 | NS      | $6138.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $217.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $678.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkami Technology Inc                                        | Alkami Technology, Inc.                                      | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Short            | EC               | CORP              | US        |       -6568 | NS      | $-146400.72   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $-139.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                      | Charles Schwab Corp.                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        3730 | NS      | $364532.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                            | EDP Renovaveis SA                                            | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |         217 | NS      | $2547.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                            | Chord Energy Corp.                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |          60 | NS      | $6619.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -17 | NC      | $-2134.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                                       | Vishay Intertechnology, Inc.                                 | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |      810000 | PA      | $738572.58    | 0.27%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coveo Solutions Inc                                          | Coveo Solutions, Inc.                                        | CUSIP: 22289D107<br>LEI: 98450081B453U1ZPF938 | Long             | EC               | CORP              | CA        |       40270 | NS      | $262150.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                                  | Dropbox, Inc.                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |       -9390 | NS      | $-255126.30   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     2722400 | OU      | $-2771.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      109000 | OU      | $0.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $320.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                            | Eversource Energy                                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |         373 | NS      | $24655.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                       | F5, Inc.                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |          21 | NS      | $6581.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-2040.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                             | Duke Energy Corp.                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        4094 | NS      | $497994.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-154.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $300.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          22 | NC      | $-170.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MS PRIME BROKER HKD                                          | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | HK        |     -519964 | NS      | $-66237.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     2726000 | OU      | $2507.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $1303.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                           | AerCap Holdings NV                                           | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |        3430 | NS      | $367867.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                           | Meta Platforms, Inc.                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         224 | NS      | $173250.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-185.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                 | VeriSign, Inc.                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |          21 | NS      | $5646.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                      | E.ON SE                                                      | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |        1786 | NS      | $32582.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perdoceo Education Corp                                      | Perdoceo Education Corp.                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |         200 | NS      | $5756.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                   | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          15 | NC      | $4657.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                                          | Viavi Solutions, Inc.                                        | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8006.24      | 0.00%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      724000 | OU      | $2508.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                               | Future                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           1 | NC      | $182.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                      | Lululemon Athletica, Inc.                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |          17 | NS      | $3409.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1600000 | PA      | $1595246.39   | 0.57%             | 2025-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-49.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |       42588 | OU      | $3425.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $-183.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                                  | Ameren Corp.                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |         400 | NS      | $40452.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-351.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |           1 | NC      | $-20563.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                           | Nibe Industrier AB                                           | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |         633 | NS      | $2920.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $7.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Methanex Corp                                                | Methanex Corp.                                               | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       11510 | NS      | $384894.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-336.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           1 | NC      | $19.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global Inc                                               | WSP Global, Inc.                                             | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |         258 | NS      | $53123.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $519.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q2 Holdings Inc                                              | Q2 Holdings, Inc.                                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Short            | EC               | CORP              | US        |       -4430 | NS      | $-359716.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                                  | Chemed Corp.                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |          13 | NS      | $5359.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corp                                   | PrimeEnergy Resources Corp.                                  | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |          41 | NS      | $6911.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                   | Verizon Communications, Inc.                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |         278 | NS      | $11887.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC.                                                 | Zscaler, Inc.                                                | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |      121000 | PA      | $118076.52    | 0.04%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                   | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           3 | NC      | $9155.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                                 | Parsons Corp.                                                | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |       33000 | PA      | $35831.40     | 0.01%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      701500 | OU      | $-2695.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aritzia Inc                                                  | Aritzia, Inc.                                                | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |        4090 | NS      | $219524.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $502.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp.                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |         266 | NS      | $67502.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $70.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                          | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -422000 | PA      | $-420483.44   | -0.15%            | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                       | Standard Chartered PLC                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |        2520 | NS      | $45175.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                 | Experian PLC                                                 | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |          36 | NS      | $1896.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      325000 | OU      | $11.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co                                 | Graphic Packaging Holding Co.                                | CUSIP: 388689101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3270 | NS      | $-73117.20    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                           | Voya Financial, Inc.                                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |          17 | NS      | $1190.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                    | Edwards Lifesciences Corp.                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |          63 | NS      | $4996.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TRY / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |           1 | NC      | $-1850.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Etsy Inc                                                     | Etsy, Inc.                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |        -401 | NS      | $-23366.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-3503.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Napco Security Technologies Inc                              | Napco Security Technologies, Inc.                            | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |         209 | NS      | $6380.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $142.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                       | EQT AB                                                       | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |          46 | NS      | $1537.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                              | Nebius Group NV                                              | CUSIP: 63954QAA4<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |       81000 | PA      | $108962.01    | 0.04%             | 2029-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                               | Loblaw Cos. Ltd.                                             | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Short            | EC               | CORP              | CA        |       -1370 | NS      | $-221547.27   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                                         | Amentum Holdings, Inc.                                       | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Short            | EC               | CORP              | US        |       -5899 | NS      | $-147286.59   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-504.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      287000 | OU      | $4334.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-438.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $527.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $106.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |           1 | NC      | $-741.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                | Boeing Co.                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        4306 | NS      | $955243.04    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Option                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |           7 | NC      | $4458.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $5102.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $78.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-77.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -3 | NC      | $15746.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                 | Autodesk, Inc.                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         131 | NS      | $39707.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $255.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                 | Prysmian SpA                                                 | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |         679 | NS      | $54227.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                  | Option                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DO               |  | US        |      230000 | NC      | $2303.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $397.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                                      | Aon PLC                                                      | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |         135 | NS      | $48020.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $206.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $639.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                               | GE Vernova, Inc.                                             | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        1032 | NS      | $681419.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $303.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                               | Rocket Cos., Inc.                                            | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       88650 | NS      | $1309360.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                               | Blackstone, Inc.                                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |          46 | NS      | $7956.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased JPY / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |           1 | NC      | $-2389.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elastic NV                                                   | Elastic NV                                                   | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |        2110 | NS      | $176607.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                                 | Ubiquiti, Inc.                                               | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          15 | NS      | $6532.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Softcat PLC                                                  | Softcat PLC                                                  | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |          68 | NS      | $1462.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CN        |           1 | NC      | $-1900.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIGBEAR.AI HOLDINGS INC                                      | BigBear.ai Holdings, Inc.                                    | CUSIP: 08975BAC3<br>LEI: 549300XGCF2ELN28CS63 | Long             | DBT              | CORP              | US        |      174000 | PA      | $332661.90    | 0.12%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $377.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                       | Louisiana-Pacific Corp.                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Short            | EC               | CORP              | US        |       -2690 | NS      | $-243202.90   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $488.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1083.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp. Ltd.                                               | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       17000 | PA      | $20625.08     | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                      | WEX, Inc.                                                    | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |         168 | NS      | $28506.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                     | Encore Capital Group, Inc.                                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Short            | EC               | CORP              | US        |       -8971 | NS      | $-330850.48   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                       | MACOM Technology Solutions Holdings, Inc.                    | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      254000 | PA      | $264393.68    | 0.10%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                            | Allstate Corp.                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |          17 | NS      | $3455.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                                          | Landstar System, Inc.                                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |          44 | NS      | $5868.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1991000 | OU      | $856.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                               | Tetra Tech, Inc.                                             | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |      302000 | PA      | $342573.70    | 0.12%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                                       | Greenbrier Cos., Inc.                                        | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |       -3854 | NS      | $-175357.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-951.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1616000 | OU      | $1292.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1186.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-1530.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novanta Inc                                                  | Novanta, Inc.                                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |           8 | NS      | $984.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                                             | Haemonetics Corp.                                            | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15913.89     | 0.01%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                     | Etsy, Inc.                                                   | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      243000 | PA      | $211645.22    | 0.08%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Progyny Inc                                                  | Progyny, Inc.                                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         283 | NS      | $6653.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                   | Impinj, Inc.                                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Short            | EC               | CORP              | US        |       -1927 | NS      | $-297875.66   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                     | Halozyme Therapeutics, Inc.                                  | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |      514000 | PA      | $530900.32    | 0.19%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc                                                   | EZCORP, Inc.                                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |      -13733 | NS      | $-196656.56   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                          | Cardinal Health, Inc.                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         887 | NS      | $137680.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                  | Cencora, Inc.                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         622 | NS      | $177941.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3618.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |         -33 | NC      | $-58853.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                       | Mueller Industries, Inc.                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |          77 | NS      | $6573.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     2340500 | OU      | $-6252.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TW        |           1 | NC      | $-3002.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | Future                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -19 | NC      | $5170.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     5934900 | OU      | $15211.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |           1 | NC      | $-1098.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |    -3337000 | OU      | $-26.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $536.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      127000 | OU      | $10343.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-464.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd                                                   | Amrize Ltd.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |          33 | NS      | $1668.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PE        |           1 | NC      | $-71.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |    -1303000 | OU      | $-1220.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-279.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PH        |           1 | NC      | $-275.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Energy Solutions Inc                                   | Atlas Energy Solutions, Inc.                                 | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20334 | NS      | $264342.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                                                     | Okta, Inc.                                                   | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |       82000 | PA      | $78432.92     | 0.03%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                           | Sompo Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |          49 | NS      | $1444.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                     | Bayer AG                                                     | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |         127 | NS      | $3949.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-257.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CN        |           1 | NC      | $-288.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                     | Halozyme Therapeutics, Inc.                                  | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |       42000 | PA      | $51660.00     | 0.02%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                  | Honeywell International, Inc.                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Short            | EC               | CORP              | US        |       -1201 | NS      | $-267042.35   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |          14 | NC      | $1941.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                  | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-721.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc                               | Advanced Energy Industries, Inc.                             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |        -458 | NS      | $-63625.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           6 | NC      | $-1464.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  1175773000 | OU      | $3059.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |        7832 | OU      | $426.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       29000 | OU      | $9522.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                          | Carrier Global Corp.                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |         452 | NS      | $31016.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                                        | LeMaitre Vascular, Inc.                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |          75 | NS      | $6093.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                       | Roper Technologies, Inc.                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         102 | NS      | $56140.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                     | Hermes International SCA                                     | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |           9 | NS      | $22009.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                          | UNITE Group PLC                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               |  | GB        |         125 | NS      | $1232.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $53.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                    | Sanofi SA                                                    | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |          73 | NS      | $6553.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $337.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-44.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      133000 | OU      | $34018.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                         | Kite Realty Group LP                                         | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |       44000 | PA      | $44904.20     | 0.02%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                     | Mitsubishi Electric Corp.                                    | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       25621 | NS      | $576273.58    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                                           | Evolent Health, Inc.                                         | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |      135000 | PA      | $111281.04    | 0.04%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |       77200 | OU      | $750.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flight Centre Travel Group Ltd                               | Flight Centre Travel Group Ltd.                              | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Short            | EC               | CORP              | AU        |       -4201 | NS      | $-32040.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Corp                                      | Magnolia Oil & Gas Corp.                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         265 | NS      | $6312.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                       | Palo Alto Networks, Inc.                                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         226 | NS      | $39233.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold NZD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $69.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-175.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     -661000 | OU      | $-96.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-21901.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $135.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $196.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $130.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Savills PLC                                                  | Savills PLC                                                  | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |         965 | NS      | $12451.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold COP                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $927.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $66.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-211.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                               | Transocean, Inc.                                             | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      141000 | PA      | $159048.00    | 0.06%             | 2029-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                               | Starbucks Corp.                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |          73 | NS      | $6508.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RioCan Real Estate Investment Trust                          | RioCan Real Estate Investment Trust                          | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Short            | EC               |  | CA        |      -14070 | NS      | $-179225.97   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                       | RWE AG                                                       | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |          42 | NS      | $1723.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       37655 | OU      | $-330.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $725.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                          | Exact Sciences Corp.                                         | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      626000 | PA      | $560356.39    | 0.20%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                          | Emerson Electric Co.                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |         264 | NS      | $38414.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $980.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased USD / Sold PLN                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $141.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                | Marriott International, Inc.                                 | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               | CORP              | US        |       -1243 | NS      | $-327940.69   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                             | InterDigital, Inc.                                           | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      222000 | PA      | $743700.00    | 0.27%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| On Holding AG                                                | On Holding AG                                                | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Short            | EC               | CORP              | CH        |      -15439 | NS      | $-749872.23   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Investments, LLC                                 | Option                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -13 | NC      | $-2405.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                 | Barclays PLC                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |         563 | NS      | $2751.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core S&P/TSX Capped Composite Index ETF              | iShares Core S&P/TSX Capped Composite Index ETF              | CUSIP: 46430J101<br>LEI: O5JWKF75JAEILPGUAH40 | Short            | EC               | RF                | CA        |      -80540 | NS      | $-2532569.14  | -0.91%            |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp. Ltd.                                               | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      403000 | PA      | $432672.89    | 0.16%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                                  | Stantec, Inc.                                                | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Short            | EC               | CORP              | CA        |       -3650 | NS      | $-398981.67   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                         | WEC Energy Group, Inc.                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |       -2267 | NS      | $-247284.36   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       93003 | OU      | $-10926.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $443.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1078.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1800000 | PA      | $1790201.75   | 0.64%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $-125.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |      373845 | OU      | $30558.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1178.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $205.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3165000 | OU      | $-3244.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp                                                   | TELUS Corp.                                                  | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |          89 | NS      | $1433.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    14852000 | OU      | $1016.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                      | Zoom Communications, Inc.                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       12656 | NS      | $937176.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-6.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-412.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear Inc                                                | Maplebear, Inc.                                              | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         136 | NS      | $6523.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-216.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                      | BioMarin Pharmaceutical, Inc.                                | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      388000 | PA      | $364961.72    | 0.13%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Docusign Inc                                                 | Docusign, Inc.                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |          81 | NS      | $6126.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUMP MEDIA & TECHNOLOGY                                     | Trump Media & Technology Group Corp.                         | CUSIP: 25400QAA3<br>LEI: 6488S3A83U2SRQ48O215 | Long             | DBT              | CORP              | US        |      340000 | PA      | $321381.26    | 0.12%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | HK        |      551278 | OU      | $-11104.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      162244 | OU      | $1701.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN PRIME BROKER JPY                                 | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | JP        |     -305646 | NS      | $-2026.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                         | Schindler Holding AG                                         | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |           5 | NS      | $1808.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-106.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $-259.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Co                                       | Abercrombie & Fitch Co.                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       16708 | NS      | $1604302.16   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $136.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                                                | Unicharm Corp.                                               | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |        3699 | NS      | $25586.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | XX        |      584178 | OU      | $26008.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold CZK                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-638.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INNOVIVA INC                                                 | Innoviva, Inc.                                               | CUSIP: 45781MAD3<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |      298000 | PA      | $287467.49    | 0.10%             | 2028-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                               | PulteGroup, Inc.                                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          69 | NS      | $7791.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo Inc                                                   | Saputo, Inc.                                                 | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Short            | EC               | CORP              | CA        |       -5340 | NS      | $-111995.09   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $-1280.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $77.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova PLC                                                 | LivaNova PLC                                                 | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Short            | EC               | CORP              | GB        |       -1252 | NS      | $-52821.88    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $10872.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings Inc                            | Clearwater Analytics Holdings, Inc.                          | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         283 | NS      | $5733.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                       | International Flavors & Fragrances, Inc.                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       17870 | NS      | $1269306.10   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $319.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                                               | Repay Holdings Corp.                                         | CUSIP: 76029LAA8<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |      770000 | PA      | $740173.28    | 0.27%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Core Scientific Inc                                          | Core Scientific, Inc.                                        | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |        2392 | NS      | $32387.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      157000 | OU      | $45155.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1266.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Biosciences Holdings Inc                             | Harmony Biosciences Holdings, Inc.                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         187 | NS      | $6578.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                      | PTC, Inc.                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |          69 | NS      | $14821.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.                               | Option                                                       | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |          16 | NC      | $1200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |         216 | NS      | $30771.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-1090.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $79.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $2902.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TRY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-149.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                              | Ulta Beauty, Inc.                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |          12 | NS      | $6180.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-2647.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF                | iShares iBoxx $ High Yield Corporate Bond ETF                | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Short            | EC               | RF                | US        |       -6604 | NS      | $-530829.52   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                                 | Semtech Corp.                                                | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      266000 | PA      | $402335.64    | 0.14%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      500000 | PA      | $495100.69    | 0.18%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-125.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1175.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                    | Chubb Ltd.                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Short            | EC               | CORP              | CH        |        -400 | NS      | $-106416.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | RO        |        5813 | OU      | $1.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-6004.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                            | Bloom Energy Corp.                                           | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      320000 | PA      | $674400.00    | 0.24%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                           | Ingersoll Rand, Inc.                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |         469 | NS      | $39691.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-245.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1734.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries Inc                                        | Powell Industries, Inc.                                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |          31 | NS      | $7350.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1112.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                           | Banco Santander SA                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |        8203 | NS      | $70470.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                              | Kuehne & Nagel International AG                              | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |           6 | NS      | $1223.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                              | Descartes Systems Group, Inc.                                | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        4450 | NS      | $470632.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MS PRIME BROKER DKK                                          | Collateral Position                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | DK        |        -191 | NS      | $-29.27       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                                       | Pacira BioSciences, Inc.                                     | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4763 | NS      | $-100451.67   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                           | Enphase Energy, Inc.                                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |       -2659 | NS      | $-86045.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                                        | Swaption                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | JP        | -2742306000 | NC      | $-16357.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-14.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold HUF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $222.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NO        |           1 | NC      | $122.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                            | MicroStrategy, Inc.                                          | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      191000 | PA      | $408273.96    | 0.15%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |           1 | NC      | $-287.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                            | Kinder Morgan, Inc.                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |      -12280 | NS      | $-344576.80   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                        | Uber Technologies, Inc.                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |       -3089 | NS      | $-271059.75   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                                 | Monolithic Power Systems, Inc.                               | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |           9 | NS      | $6401.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                 | QUALCOMM, Inc.                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |         103 | NS      | $15116.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                                  | Gentex Corp.                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |         275 | NS      | $7265.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                                  | Nutanix, Inc.                                                | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      195000 | PA      | $219168.30    | 0.08%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      268000 | OU      | $518.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSMEDICS GROUP INC                                        | TransMedics Group, Inc.                                      | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |      352000 | PA      | $527792.32    | 0.19%             | 2028-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                                              | Shake Shack, Inc.                                            | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |      116000 | PA      | $118900.00    | 0.04%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold COP                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $662.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |           1 | NC      | $-267.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                   | Siemens AG                                                   | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        1196 | NS      | $304624.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased EGP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |           1 | NC      | $376.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NICE LTD                                                     | Nice Ltd.                                                    | CUSIP: 653656AB4<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | DBT              | CORP              | IL        |      287000 | PA      | $283304.01    | 0.10%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENGUIN SOLUTIONS INC                                        | Penguin Solutions, Inc.                                      | CUSIP: 83205YAD6<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | US        |      462000 | PA      | $508176.90    | 0.18%             | 2030-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     2745000 | OU      | $463.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                   | Neurocrine Biosciences, Inc.                                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |          16 | NS      | $2051.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | XX        |      136462 | OU      | $-244.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $-95.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vishay Precision Group Inc                                   | Vishay Precision Group, Inc.                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6366 | NS      | $168826.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                   | Ventas, Inc.                                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Short            | EC               |  | US        |        -746 | NS      | $-50116.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |           1 | NC      | $-4742.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $64.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                              | Hecla Mining Co.                                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |        2377 | NS      | $13643.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                               | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $-424.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3197000 | OU      | $-17903.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTracker Inc                                               | NEXTracker, Inc.                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3552 | NS      | $206939.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-325.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-308.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis Inc                                                 | Exelixis, Inc.                                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |         143 | NS      | $5179.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Swaption                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |    26965000 | NC      | $118491.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DREAM Unlimited Corp                                         | DREAM Unlimited Corp.                                        | CUSIP: 26153M507<br>LEI: 549300OLZNGGLFVS4206 | Long             | EC               | CORP              | CA        |       25460 | NS      | $383663.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                 | AutoZone, Inc.                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |           8 | NS      | $30147.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $178.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |    -3982000 | OU      | $-3494.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2420.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupon Inc                                                  | Groupon, Inc.                                                | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |       -2724 | NS      | $-84008.16    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $301.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                                         | Winnebago Industries, Inc.                                   | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |      162000 | PA      | $140743.17    | 0.05%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                    | Alibaba Group Holding Ltd.                                   | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |      -10983 | NS      | $-1324879.29  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      240200 | OU      | $-2641.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $-647.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                      | Panasonic Holdings Corp.                                     | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |         139 | NS      | $1314.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QuantumScape Corp                                            | QuantumScape Corp.                                           | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4450 | NS      | $-38270.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |           1 | NC      | $-336.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                | Hilton Worldwide Holdings, Inc.                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Short            | EC               | CORP              | US        |       -1244 | NS      | $-333491.52   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                                     | UGI Corp.                                                    | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |      366000 | PA      | $500219.52    | 0.18%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-178.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4620.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $102.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     3306000 | OU      | $3226.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $81.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -25 | NC      | $36701.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOL FINANCE                                                  | Gol Finance, Inc.                                            | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |      226220 | PA      | $219433.40    | 0.08%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Hackett Group Inc/The                                        | Hackett Group, Inc.                                          | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |         256 | NS      | $5987.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                        | Uber Technologies, Inc.                                      | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      162000 | PA      | $183060.00    | 0.07%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-70.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |           1 | NC      | $3127.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardmore Shipping Corp                                        | Ardmore Shipping Corp.                                       | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |         609 | NS      | $6625.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                          | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $223.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                     | KLA Corp.                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |           9 | NS      | $7911.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $126.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased THB / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TH        |           1 | NC      | $-450.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                      | Definity Financial Corp.                                     | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Short            | EC               | CORP              | CA        |       -2640 | NS      | $-142231.52   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |           1 | NC      | $-111.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                      | ANI Pharmaceuticals, Inc.                                    | CUSIP: 00182CAB9<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |      567000 | PA      | $628774.65    | 0.23%             | 2029-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                                           | Unity Software, Inc.                                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |       48605 | NS      | $1621462.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      151154 | OU      | $-776.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                | Accenture PLC                                                | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Short            | EC               | CORP              | IE        |        -550 | NS      | $-146905.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-125.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinsale Capital Group Inc                                    | Kinsale Capital Group, Inc.                                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |          12 | NS      | $5288.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $3376.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Collegium Pharmaceutical Inc                                 | Collegium Pharmaceutical, Inc.                               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |      -11678 | NS      | $-348705.08   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-63.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                                | McKesson Corp.                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         255 | NS      | $176852.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $955.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-713.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-4496.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1132000 | OU      | $5126.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |           1 | NC      | $-5342.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | Purchased USD / Sold EUR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $206.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                       | Brunello Cucinelli SpA                                       | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |          13 | NS      | $1457.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNA MINING CORP                                          | Fortuna Mining Corp.                                         | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |      155000 | PA      | $198167.50    | 0.07%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                         | Verisk Analytics, Inc.                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         123 | NS      | $34281.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Option                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DO               |  | DE        |      542000 | NC      | $30.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                                   | Humana, Inc.                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |           5 | NS      | $1249.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                     | PVH Corp.                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        1397 | NS      | $102567.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      456579 | OU      | $-14046.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased CHF / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-309.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liquidity Services Inc                                       | Liquidity Services, Inc.                                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |         259 | NS      | $6184.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                | Kroger Co.                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        1497 | NS      | $104939.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO S&P 500 Index ETF                                        | BMO S&P 500 Index ETF                                        | CUSIP: 05575T100<br>LEI: 549300C28WWK4F0L7Y16 | Short            | EC               | RF                | CA        |       -9980 | NS      | $-692535.36   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMA INC                                         | Collegium Pharmaceutical, Inc.                               | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |      628000 | PA      | $678296.52    | 0.24%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      671700 | OU      | $4782.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                             | SPDR Gold Shares                                             | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |        2017 | NS      | $611070.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      663000 | OU      | $3.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                                | Pinterest, Inc.                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12011 | NS      | $463624.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                         | Commercial Metals Co.                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |        2908 | NS      | $150808.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $10.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                  | ROBLOX Corp.                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          25 | NS      | $3444.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                               | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1649.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                                     | Travere Therapeutics, Inc.                                   | CUSIP: 761299AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      264000 | PA      | $261884.83    | 0.09%             | 2025-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Semtech Corp                                                 | Semtech Corp.                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |       -5275 | NS      | $-269552.50   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                       | Church & Dwight Co., Inc.                                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |         141 | NS      | $13221.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1026700 | OU      | $5011.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Option                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |       15000 | OU      | $152.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BITDEER TECHNOLOGIES GRP                                     | Bitdeer Technologies Group                                   | CUSIP: 09175RAB6<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | DBT              | CORP              | KY        |       40000 | PA      | $43390.40     | 0.02%             | 2029-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                                          | PAR Technology Corp.                                         | CUSIP: 698884AG8<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |       93000 | PA      | $88346.37     | 0.03%             | 2030-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased SEK / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-54.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |    -1501000 | OU      | $-0.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold PEN                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-936.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold HKD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $821.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-1112.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                 | Synopsys, Inc.                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |           1 | NS      | $405.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                        | Lantheus Holdings, Inc.                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |       -4131 | NS      | $-294085.89   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $152.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $315.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                              | Southern Co.                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |       -5105 | NS      | $-482320.40   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Fiera Capital Corp                                           | Fiera Capital Corp.                                          | CUSIP: 31660A103<br>LEI: 549300KJAKQN5OEO4N05 | Short            | EC               | CORP              | CA        |      -35460 | NS      | $-167626.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Trican Well Service Ltd                                      | Trican Well Service Ltd.                                     | CUSIP: 895945103<br>LEI: 5493003PMAE3KEW1DL91 | Short            | EC               | CORP              | CA        |      -10140 | NS      | $-41640.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-1201.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      194946 | OU      | $353.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sphere Entertainment Co                                      | Sphere Entertainment Co.                                     | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |        -944 | NS      | $-40639.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                    | Apple, Inc.                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        1439 | NS      | $298693.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                        | Lantheus Holdings, Inc.                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |          80 | NS      | $5695.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                          | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      519000 | PA      | $520196.13    | 0.19%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   859198200 | OU      | $1123.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                              | Nintendo Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |         317 | NS      | $26494.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       63000 | OU      | $10337.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                          | Erste Group Bank AG                                          | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |          24 | NS      | $2194.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moelis & Co                                                  | Moelis & Co.                                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |          97 | NS      | $6803.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERCORP METALS INC                                        | Silvercorp Metals, Inc.                                      | CUSIP: 82835PAA1<br>LEI: 52990092RT3UCQ7G3177 | Long             | DBT              | CORP              | CA        |      113000 | PA      | $143461.41    | 0.05%             | 2029-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                 | Danaher Corp.                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         199 | NS      | $39234.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trump Media & Technology Group Corp                          | Trump Media & Technology Group Corp.                         | CUSIP: 25400Q105<br>LEI: 6488S3A83U2SRQ48O215 | Short            | EC               | CORP              | US        |       -3948 | NS      | $-69445.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Vermilion Energy Inc                                         | Vermilion Energy, Inc.                                       | CUSIP: 923725105<br>LEI: 8945009D1HGCJC8M8A68 | Short            | EC               | CORP              | CA        |      -15840 | NS      | $-129980.37   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                            | Bloom Energy Corp.                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |      -38455 | NS      | $-1437832.45  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased HUF / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | HU        |           1 | NC      | $-269.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |       61000 | OU      | $643.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-1595.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telesat Corp                                                 | Telesat Corp.                                                | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        5980 | NS      | $143371.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                             | Haemonetics Corp.                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |         -69 | NS      | $-5108.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                                     | Miller Industries, Inc.                                      | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Short            | EC               | CORP              | US        |       -5070 | NS      | $-206602.50   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | GB        |      379996 | OU      | $-7575.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTERNATIONA                                     | CSG Systems International, Inc.                              | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |       40000 | PA      | $44222.00     | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      134072 | OU      | $677.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                           | Norwegian Cruise Line Holdings Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -9713 | NS      | $-248264.28   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -8 | NC      | $3440.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $300.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |           1 | NC      | $-18505.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya Technologies Ltd                                      | Pagaya Technologies Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -8338 | NS      | $-250556.90   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NEBIUS GROUP NV                                              | Nebius Group NV                                              | CUSIP: 63954QAC0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      324000 | PA      | $435935.52    | 0.16%             | 2031-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                                    | KDDI Corp.                                                   | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |         206 | NS      | $3380.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                                     | Lennox International, Inc.                                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |          10 | NS      | $6090.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased NOK / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |           1 | NC      | $-1047.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2353.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-327.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | Purchased USD / Sold CAD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2728.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | BR        |           1 | NC      | $23.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3663.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                          | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      975000 | PA      | $970260.98    | 0.35%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                     | Builders FirstSource, Inc.                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |           8 | NS      | $1017.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                                | Jefferies Financial Group, Inc.                              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       24629 | NS      | $1420108.14   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                                | Confluent, Inc.                                              | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |        -165 | NS      | $-2924.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                                           | Unity Software, Inc.                                         | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |       57000 | PA      | $68986.53     | 0.02%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-873.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                                     | Pan American Silver Corp.                                    | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |        4770 | NS      | $128885.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-974.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                                            | H World Group Ltd.                                           | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Short            | EC               | CORP              | KY        |       -2215 | NS      | $-69152.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                                    | Chewy, Inc.                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |         105 | NS      | $3853.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                          | Purchased USD / Sold AUD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-24.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $-47.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-314.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |           1 | NC      | $2413.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased EGP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |           1 | NC      | $599.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |          21 | NC      | $15796.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                                 | Teleflex, Inc.                                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        3949 | NS      | $471905.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BR        |       38573 | OU      | $4.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                    | Taiwan Semiconductor Manufacturing Co. Ltd.                  | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |         165 | NS      | $39867.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $649.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                      | Akamai Technologies, Inc.                                    | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      527000 | PA      | $493991.36    | 0.18%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust               | Allied Properties Real Estate Investment Trust               | CUSIP: 019456102<br>LEI: 549300AMZMPKVHA0MY77 | Short            | EC               |  | CA        |      -14620 | NS      | $-182538.97   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                            | FirstService Corp.                                           | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Short            | EC               | CORP              | CA        |        -540 | NS      | $-106441.11   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      194000 | OU      | $76.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc                          | Restaurant Brands International, Inc.                        | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |       -5450 | NS      | $-369810.19   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                             | Cirrus Logic, Inc.                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Short            | EC               | CORP              | US        |       -2211 | NS      | $-222669.81   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                     | Winnebago Industries, Inc.                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Short            | EC               | CORP              | US        |        -515 | NS      | $-15305.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares S&P/TSX Capped Energy Index ETF                      | iShares S&P/TSX Capped Energy Index ETF                      | CUSIP: 46428C100<br>LEI: 549300DFNQDSQ2FAOY15 | Short            | EC               | RF                | CA        |      -15610 | NS      | $-198842.74   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                      | ABB Ltd.                                                     | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Short            | EC               | CORP              | CH        |       -4309 | NS      | $-281369.47   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                                | Confluent, Inc.                                              | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |      682000 | PA      | $632555.00    | 0.23%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                | AppLovin Corp.                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |           6 | NS      | $2344.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                                  | Wayfair, Inc.                                                | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |       -9974 | NS      | $-654693.36   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $469.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                | Automatic Data Processing, Inc.                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |          26 | NS      | $8047.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-23660.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                                          | Travel & Leisure Co.                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Short            | EC               | CORP              | US        |       -1734 | NS      | $-102739.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                                        | New York Times Co.                                           | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |         112 | NS      | $5811.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                                          | Affirm Holdings, Inc.                                        | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      738000 | PA      | $692444.74    | 0.25%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-294.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inmode Ltd                                                   | Inmode Ltd.                                                  | CUSIP: 000000000<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |         155 | NS      | $2117.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     2245000 | OU      | $594.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Option                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DO               |  | DE        |      542000 | NC      | $215.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | Purchased PEN / Sold USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $736.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      114000 | OU      | $53.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp.                                            | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      264000 | PA      | $280576.56    | 0.10%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                          | Exact Sciences Corp.                                         | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      169000 | PA      | $163015.37    | 0.06%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $386.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                      | Option                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |          30 | NC      | $25770.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2352.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |           1 | NC      | $-17.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                        | Pembina Pipeline Corp.                                       | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       13640 | NS      | $507271.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-272.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commvault Systems Inc                                        | Commvault Systems, Inc.                                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |          35 | NS      | $6648.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                                      | CAE, Inc.                                                    | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |       25860 | NS      | $737785.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased TWD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-282.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Signal Corp                                          | Federal Signal Corp.                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |          58 | NS      | $7341.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       49000 | OU      | $198.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BR        |       39874 | OU      | $-140.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | SA        |       46655 | OU      | $576.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-954.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                                         | Bridgebio Pharma, Inc.                                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |      -12190 | NS      | $-576221.30   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-867.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold JPY                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $261.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repay Holdings Corp                                          | Repay Holdings Corp.                                         | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Short            | EC               | CORP              | US        |        -948 | NS      | $-4664.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                              | WW Grainger, Inc.                                            | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |           6 | NS      | $6237.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                  | Equifax, Inc.                                                | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |           5 | NS      | $1201.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1434000 | OU      | $2909.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Notes                                          | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1197000 | PA      | $-1193352.88  | -0.43%            | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $213.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2699.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPINJ INC                                                   | Impinj, Inc.                                                 | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |      330000 | PA      | $497801.70    | 0.18%             | 2027-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $127.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |           1 | NC      | $103.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-581.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                             | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |          -1 | NC      | $134.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $-800.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                            | Solaris Energy Infrastructure, Inc.                          | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Short            | EC               | CORP              | US        |       -3379 | NS      | $-110391.93   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                              | T-Mobile U.S., Inc.                                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |          35 | NS      | $8344.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                  | Novartis AG                                                  | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |         129 | NS      | $14691.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                    | Segro PLC                                                    | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |         141 | NS      | $1201.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEECO INSTRUMENTS INC                                        | Veeco Instruments, Inc.                                      | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |      536000 | PA      | $574758.16    | 0.21%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                             | Mettler-Toledo International, Inc.                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          17 | NS      | $20972.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc                                                   | Ibotta, Inc.                                                 | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |         168 | NS      | $6106.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      201477 | OU      | $3333.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                          | Exact Sciences Corp.                                         | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |       84000 | PA      | $74065.15     | 0.03%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                  | Keyera Corp.                                                 | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Short            | EC               | CORP              | CA        |      -28830 | NS      | $-905098.87   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                               | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-198.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $7489.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | DE        |       20218 | OU      | $-395.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $-1282.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                        | Travelers Cos., Inc.                                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         216 | NS      | $56211.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1617.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                | AIA Group Ltd.                                               | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |         715 | NS      | $6666.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                         | Deckers Outdoor Corp.                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         146 | NS      | $15500.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                         | Western Union Co.                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Short            | EC               | CORP              | US        |      -13941 | NS      | $-112225.05   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $396.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-913.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $192.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   118255900 | OU      | $-1966.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased SGD / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |           1 | NC      | $-683.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dave Inc                                                     | Dave, Inc.                                                   | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          29 | NS      | $6838.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |           1 | NC      | $201.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computacenter PLC                                            | Computacenter PLC                                            | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |          47 | NS      | $1420.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $763.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Violet Inc                                               | Red Violet, Inc.                                             | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |         131 | NS      | $5807.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased CNY / Sold USD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |           1 | NC      | $-347.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                         | Tencent Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |        1079 | NS      | $75543.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      727000 | OU      | $1063.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $1145.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold GBP                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1398.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      671000 | OU      | $4615.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                                         | SL Green Realty Corp.                                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |       12100 | NS      | $692725.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased AUD / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $-814.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $375.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INOTIV INC                                                   | Inotiv, Inc.                                                 | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |      298000 | PA      | $68809.39     | 0.02%             | 2027-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1877.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| goeasy Ltd                                                   | goeasy Ltd.                                                  | CUSIP: 380355107<br>LEI: 5493009DJVZG2P8YV435 | Short            | EC               | CORP              | CA        |       -1350 | NS      | $-178298.21   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $-30.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                           | CNX Resources Corp.                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |         793 | NS      | $24035.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                      | ANI Pharmaceuticals, Inc.                                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Short            | EC               | CORP              | US        |       -5314 | NS      | $-336641.90   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AE        |       30488 | OU      | $749.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ZA        |           1 | NC      | $-3841.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                               | Cloudflare, Inc.                                             | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |       -1827 | NS      | $-379431.36   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                    | Toast, Inc.                                                  | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |         143 | NS      | $6984.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      406000 | OU      | $490.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                            | Future                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           3 | NC      | $6616.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                  | Groupe Bruxelles Lambert NV                                  | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |          20 | NS      | $1672.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |      224239 | OU      | $758.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkermes PLC                                                 | Alkermes PLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         213 | NS      | $5642.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-528.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     7575832 | OU      | $-6878.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                                            | MARA Holdings, Inc.                                          | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |      324000 | PA      | $309231.11    | 0.11%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $587.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xometry Inc                                                  | Xometry, Inc.                                                | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |       -5794 | NS      | $-187377.96   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3040.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | Future                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          79 | NC      | $-56338.58    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $981.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                       | T. Rowe Price Group, Inc.                                    | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |          63 | NS      | $6391.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                                | Sapiens International Corp. NV                               | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | KY        |         212 | NS      | $5810.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                          | Synchrony Financial                                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Short            | EC               | CORP              | US        |       -2460 | NS      | $-171388.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased COP / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $-8748.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       19710 | OU      | $-224.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased CNH / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-1177.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       97000 | OU      | $41714.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                         | Celsius Holdings, Inc.                                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         184 | NS      | $8342.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                     | XPEL, Inc.                                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |         170 | NS      | $5557.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                               | Utz Brands, Inc.                                             | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          33 | NS      | $429.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                                  | Healthcare Realty Trust, Inc.                                | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |       92597 | NS      | $1422289.92   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $380.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                                | Repligen Corp.                                               | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |      522000 | PA      | $506667.29    | 0.18%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                               | Merck & Co., Inc.                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |         280 | NS      | $21873.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $103.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased USD / Sold NOK                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2359.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-466.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steven Madden Ltd                                            | Steven Madden Ltd.                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |         252 | NS      | $6049.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $725.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                       | Mercedes-Benz Group AG                                       | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Short            | EC               | CORP              | DE        |       -4202 | NS      | $-237918.28   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      495000 | OU      | $-3500.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | XX        |      580039 | OU      | $-24704.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                | Live Nation Entertainment, Inc.                              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -4886 | NS      | $-721662.20   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                    | Tesla, Inc.                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |        -400 | NS      | $-123308.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    42667000 | OU      | $16552.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $639.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |      571000 | OU      | $1027.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGA Technologies Inc                                        | SIGA Technologies, Inc.                                      | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         614 | NS      | $4058.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECHNOLOGIES INC                                        | FARO Technologies, Inc.                                      | CUSIP: 311642AB8<br>LEI: 529900MFEFNOFP3YR823 | Long             | DBT              | CORP              | US        |      209000 | PA      | $263340.00    | 0.09%             | 2028-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                         | Colgate-Palmolive Co.                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |         101 | NS      | $8468.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-1671.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                           | Broadridge Financial Solutions, Inc.                         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |           6 | NS      | $1485.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                                   | Lattice Semiconductor Corp.                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |         120 | NS      | $5979.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                               | S&P Global, Inc.                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |          76 | NS      | $41883.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc                                        | Niagen Bioscience, Inc.                                      | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |         494 | NS      | $4618.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                              | Future                                                       | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          10 | NC      | $-19273.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                        | Lumentum Holdings, Inc.                                      | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     1292000 | PA      | $1635801.20   | 0.59%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                                                  | Workiva, Inc.                                                | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |       41000 | PA      | $37648.99     | 0.01%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $3356.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                             | West Pharmaceutical Services, Inc.                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |          27 | NS      | $6460.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                      | CRH PLC                                                      | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       22770 | NS      | $2173396.50   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-30.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $967.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                                         | PTC Therapeutics, Inc.                                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |         126 | NS      | $6565.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dye & Durham Ltd                                             | Dye & Durham Ltd.                                            | CUSIP: 267488104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       20690 | NS      | $167090.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carillon Reams Unconstrained Bond Fund                       | Carillon Reams Unconstrained Bond Fund                       | CUSIP: 14214M724<br>LEI: 549300MVU3XYYWJ6RX19 | Long             | EC               | RF                | US        |     1105062 | NS      | $14111641.87  | 5.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-2142.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEA LTD                                                      | Sea Ltd.                                                     | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     1301000 | PA      | $2258522.99   | 0.81%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2                                      | Match Group Financeco 2, Inc.                                | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23142.98     | 0.01%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                                            | Bill Holdings, Inc.                                          | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |       -2249 | NS      | $-96369.65    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1809000 | OU      | $1.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                               | Eli Lilly & Co.                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         116 | NS      | $85848.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $4915.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Immunocore Holdings PLC                                      | Immunocore Holdings PLC                                      | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Short            | EC               | CORP              | GB        |        -122 | NS      | $-3997.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                    | Tokio Marine Holdings, Inc.                                  | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |         119 | NS      | $4778.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | Swap                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     1290000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                          | Future                                                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           3 | NC      | $71.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTLY INC                                                   | Fastly, Inc.                                                 | CUSIP: 31188VAC4<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17283.56     | 0.01%             | 2028-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| iShares U.S. Consumer Staples ETF                            | iShares U.S. Consumer Staples ETF                            | CUSIP: 464287812<br>LEI: 549300SL2JYMGPAFNJ04 | Short            | EC               | RF                | US        |      -10280 | NS      | $-703974.40   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-699.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Option                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                      | Arthur J Gallagher & Co.                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |          90 | NS      | $25852.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                  | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-834.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      266000 | OU      | $0.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1313000 | OU      | $98.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                          | JPMorgan Chase & Co.                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        3629 | NS      | $1075054.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                               | Amazon.com, Inc.                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |         939 | NS      | $219829.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                        | Schneider Electric SE                                        | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |         127 | NS      | $32866.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                            | IGM Financial, Inc.                                          | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Short            | EC               | CORP              | CA        |      -13620 | NS      | $-450985.57   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                                                | GameStop Corp.                                               | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $1024399.74   | 0.37%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $-1417.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-252.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold ZAR                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $4496.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $475.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   650744100 | OU      | $-6238.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased HKD / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |           1 | NC      | $-228.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold CLP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-67.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold PHP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $311.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                           | Liberty Media Corp.-Liberty Formula One                      | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $37402.46     | 0.01%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                                      | Peloton Interactive, Inc.                                    | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |      -77157 | NS      | $-550900.98   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                                            | MARA Holdings, Inc.                                          | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |      -13309 | NS      | $-214008.72   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                                | BlackLine, Inc.                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |       -1587 | NS      | $-85348.86    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -106000 | OU      | $-7874.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Innodata Inc                                                 | Innodata, Inc.                                               | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |         130 | NS      | $7137.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                      | Akamai Technologies, Inc.                                    | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      468000 | PA      | $469006.20    | 0.17%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-4055.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased JPY / Sold USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-1642.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                              | Tyson Foods, Inc.                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Short            | EC               | CORP              | US        |        -695 | NS      | $-36348.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $-176.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold CHF                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $226.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                                        | Swaption                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | JP        |  2742306000 | NC      | $76755.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                             | Purchased USD / Sold IDR                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $469.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $-337.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |      384846 | OU      | $-7084.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $80.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                             | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PH        |           1 | NC      | $-2313.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ETSY INC                                                     | Etsy, Inc.                                                   | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      245000 | PA      | $220713.64    | 0.08%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OSI Systems Inc                                              | OSI Systems, Inc.                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |       -1739 | NS      | $-384336.39   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                       | Progress Software Corp.                                      | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |      747000 | PA      | $769410.00    | 0.28%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased IDR / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-400.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-8363.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased BRL / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $0.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                              | Fair Isaac Corp.                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |           8 | NS      | $11493.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | DE        |      974023 | OU      | $82006.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                         | Bridgebio Pharma, Inc.                                       | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      107000 | PA      | $132439.25    | 0.05%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                        | Fast Retailing Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |         125 | NS      | $38128.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Digital Corp                                         | Applied Digital Corp.                                        | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Short            | EC               | CORP              | US        |      -15278 | NS      | $-200752.92   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                    | Adobe, Inc.                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Short            | EC               | CORP              | US        |       -2129 | NS      | $-761522.01   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                     | Corcept Therapeutics, Inc.                                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |          86 | NS      | $5776.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                                      | Hudson Technologies, Inc.                                    | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         773 | NS      | $7258.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TWD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2119.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stride Inc                                                   | Stride, Inc.                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |          29 | NS      | $3718.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                                  | Nutanix, Inc.                                                | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      592000 | PA      | $823181.92    | 0.30%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                | Purchased USD / Sold THB                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $227.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                               | Future                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          -1 | NC      | $-709.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Graco Inc                                                    | Graco, Inc.                                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |          71 | NS      | $5962.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |           1 | NC      | $2563.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                       | IDEXX Laboratories, Inc.                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |          12 | NS      | $6411.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Ltd                                           | Trip.com Group Ltd.                                          | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | KY        |       -9671 | NS      | $-599118.45   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       62000 | OU      | $23329.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       28000 | OU      | $2196.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                              | Coles Group Ltd.                                             | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |         112 | NS      | $1491.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   250733700 | OU      | $-1018.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PrairieSky Royalty Ltd                                       | PrairieSky Royalty Ltd.                                      | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Short            | EC               | CORP              | CA        |      -27350 | NS      | $-470374.21   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                                | Rexford Industrial Realty, Inc.                              | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               |  | US        |        -282 | NS      | $-10301.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                                   | Fastly, Inc.                                                 | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Short            | EC               | CORP              | US        |        -395 | NS      | $-2682.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                  | Option                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DO               |  | US        |      181605 | NC      | $117.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                   | Evergy, Inc.                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |       -5720 | NS      | $-404976.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased NZD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1067.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co/The                                        | New York Times Co.                                           | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Short            | EC               | CORP              | US        |      -12061 | NS      | $-625845.29   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                      | Bristol-Myers Squibb Co.                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |         135 | NS      | $5846.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | XX        |       43801 | OU      | $-1084.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                                      | KB Home                                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |          17 | NS      | $939.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |           1 | NC      | $-3922.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clear Secure Inc                                             | Clear Secure, Inc.                                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         226 | NS      | $6646.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Purchased INR / Sold USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-1158.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased CAD / Sold USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $-1266.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      409000 | OU      | $5968.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    10773500 | OU      | $2339.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onto Innovation Inc                                          | Onto Innovation, Inc.                                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |          62 | NS      | $5874.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                          | Public Service Enterprise Group, Inc.                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Short            | EC               | CORP              | US        |       -3144 | NS      | $-282299.76   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                          | American Express Co.                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         131 | NS      | $39209.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |           1 | NC      | $-292.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argan Inc                                                    | Argan, Inc.                                                  | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |          30 | NS      | $7349.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $917.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      424367 | OU      | $-1066.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-484.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Swap                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     8545000 | OU      | $-2310.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold INR                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $79.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Purchased USD / Sold KRW                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $245.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-91.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                | Ford Motor Co.                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |      -21737 | NS      | $-240628.59   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                   | Capital One Financial Corp.                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        6110 | NS      | $1313650.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       19679 | OU      | $363.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                              | Future                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |           3 | NC      | $257.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Ltd                                       | Patria Investments Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         446 | NS      | $6221.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                                      | Peloton Interactive, Inc.                                    | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      405000 | PA      | $750724.20    | 0.27%             | 2029-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BellRing Brands Inc                                          | BellRing Brands, Inc.                                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |         889 | NS      | $48521.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                                  | Fastenal Co.                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |         143 | NS      | $6596.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | Swap                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |      370266 | OU      | $-4838.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Swap                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      163134 | OU      | $-8813.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       54000 | OU      | $3067.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                      | DraftKings Holdings, Inc.                                    | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |      121000 | PA      | $109653.35    | 0.04%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                        | Uber Technologies, Inc.                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       40000 | PA      | $54520.40     | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BigBear.ai Holdings Inc                                      | BigBear.ai Holdings, Inc.                                    | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Short            | EC               | CORP              | US        |      -44477 | NS      | $-282428.95   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1336000 | OU      | $716.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $36.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold BRL                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $502.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | GB        |       98435 | OU      | $1075.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased PHP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |           1 | NC      | $-453.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEI Investments Co                                           | SEI Investments Co.                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |          69 | NS      | $6080.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                                | MannKind Corp.                                               | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |       62032 | NS      | $234480.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                               | Swap                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | XX        |      118559 | OU      | $5630.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Future PLC                                                   | Future PLC                                                   | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |         975 | NS      | $9118.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSW Industrials Inc                                          | CSW Industrials, Inc.                                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |          21 | NS      | $5449.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                          | Purchased USD / Sold MXN                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $144.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased KRW / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-8441.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                                  | Zscaler, Inc.                                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |        -134 | NS      | $-38265.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                             | SPS Commerce, Inc.                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |          45 | NS      | $4898.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-30.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased ZAR / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1266.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                        | Swap                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | EC        |      107420 | OU      | $-1026.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                              | Caterpillar, Inc.                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |        -554 | NS      | $-242663.08   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       11557 | OU      | $-288.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                      | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $437.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                   | Dexcom, Inc.                                                 | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1083364.70   | 0.39%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |     1991000 | OU      | $3458.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                      | Lululemon Athletica, Inc.                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Short            | EC               | CORP              | US        |        -810 | NS      | $-162429.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased CLP / Sold USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $-29.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        4394 | OU      | $-2.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED OPTOELECTRONICS                                      | Applied Optoelectronics, Inc.                                | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |      199000 | PA      | $181248.01    | 0.07%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | Purchased MXN / Sold USD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |           1 | NC      | $1664.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Option                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |       65000 | OU      | $8983.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                            | HSBC Holdings PLC                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |        2357 | NS      | $28715.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold CNY                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $261.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                  | Purchased USD / Sold SGD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $656.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                       | Purchased USD / Sold TRY                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-143.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | Swap                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      142631 | OU      | $34123.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Purchased USD / Sold MYR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $421.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC THERAPEUTICS INC                                         | PTC Therapeutics, Inc.                                       | CUSIP: 69366JAD3<br>LEI: 549300UJLWOIWFDGB318 | Long             | DBT              | CORP              | US        |      656000 | PA      | $782161.92    | 0.28%             | 2026-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-24

**Name of Applicant:** PACE SELECT ADVISORS TRUST

**Signature:** Joanne Kilkeary

**Name of Signer:** Joanne Kilkeary

**Title:** Vice President and Treasurer