# EDGAR Filing Document

**Accession Number:** 0000826732
**File Stem:** 0001410368-26-067678
**Filing Date:** 2026-6
**Character Count:** 435566
**Document Hash:** a6b6a0a24aed264cd6c7f70fed46721d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067678.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067678

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05443
- **FILM NUMBER:** 261128605

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $25450322351.59

**Total Liabilities:** $7805026006.34

**Net Assets:** $17645296345.25

**Cash Not Reported:** $4621313548.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4120.36000000 | **1-Year:** -148094.82000000 | **5-Year:** -115997.96000000 | **10-Year:** -21.81000000 | **30-Year:** 0.00000000

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

- **3-Month:** -23287.84000000 | **1-Year:** -319079.76000000 | **5-Year:** -466789.52000000 | **10-Year:** -34931.28000000 | **30-Year:** -2623.70000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220408 | 0.19%                | -0.49%               | 1.52%                |
| Class ID C000011366 | 0.12%                | -0.57%               | 1.57%                |
| Class ID C000011369 | 0.19%                | -0.51%               | 1.52%                |
| Class ID C000011368 | 0.12%                | -0.62%               | 1.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $109012117.36            | $-252723236.27                             |
| Month 2  | $4811128.16              | $-543082471.06                             |
| Month 3  | $29541374.57             | $1044839714.82                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Oscar Health Inc                            | Oscar Health Inc                                                                                              | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |    -136700 | NS      | $-2523482.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                 | Honeywell International Inc                                                                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     161227 | NS      | $34555782.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Ave Acquisition Corp                | Harvard Ave Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     175000 | NS      | $1774500.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEA LTD                                     | Sea Ltd                                                                                                       | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |   66589000 | PA      | $65475631.92    | 0.37%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                                 | Workiva Inc                                                                                                   | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |    7516000 | PA      | $7438585.20     | 0.04%             | 2026-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MultiSensor AI Holdings Inc                 | MultiSensor AI Holdings Inc                                                                                   | CUSIP: 456948116<br>LEI: N/A                  | N/A              | DE               |  | US        |      75000 | NS      | $2250.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BMWGFN7 KOBE STEEL LTD                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        150 | NC      | $1721807.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                      | SHIFT4 PAYMENTS INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -4000 | NC      | $-2800000.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                          | Union Pacific Corp                                                                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |    -204500 | NS      | $-55108660.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                         | Scorpio Tankers Inc                                                                                           | CUSIP: 80918TAF6<br>LEI: 549300NVJUH16NXG8K87 | Long             | DBT              | CORP              | MH        |    7000000 | PA      | $7854140.00     | 0.04%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Israel Acquisitions Corp                    | Israel Acquisitions Corp                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      30000 | NS      | $1950.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGY INC                                | Strategy Inc                                                                                                  | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   82000000 | PA      | $70891460.00    | 0.40%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Grove Collaborative Holdings                | Grove Collaborative Holdings                                                                                  | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               |  | US        |      20000 | NS      | $187.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commvault Systems Inc                       | Commvault Systems Inc                                                                                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Short            | EC               | CORP              | US        |     -42500 | NS      | $-4202400.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp II           | Mountain Lake Acquisition Corp II                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     783000 | NS      | $8041410.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Co                          | Crescent Energy Co                                                                                            | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Short            | EC               | CORP              | US        |    -580000 | NS      | $-7801000.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SpringBig Holdings Inc                      | SpringBig Holdings Inc                                                                                        | CUSIP: 85021Q116<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $200.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Inc                  | Ligand Pharmaceuticals Inc                                                                                    | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Short            | EC               | CORP              | US        |     -21200 | NS      | $-4864340.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                       | Lantheus Holdings Inc                                                                                         | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $6366150.00     | 0.04%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems Inc                                                                                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     862281 | NS      | $78898711.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                | Assurant Inc                                                                                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      71615 | NS      | $16920476.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                                                                                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     197028 | NS      | $34781352.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                  | Intuit Inc                                                                                                    | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      62922 | NS      | $24445197.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LakeShore Biopharma Co Ltd                  | LakeShore Biopharma Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 2549003N6OVEDB9C8G34 | N/A              | DE               |  | KY        |     146040 | NS      | $43.81          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                   | L3Harris Technologies Inc                                                                                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      64147 | NS      | $20562320.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                   | Warner Bros Discovery Inc                                                                                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    1397567 | NS      | $37804187.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AltEnergy Acquisition Corp                  | AltEnergy Acquisition Corp                                                                                    | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $825.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scage Future                                | Scage Future                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     183737 | NS      | $8304.91        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                   | Link REIT                                                                                                     | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Short            | EC               |  | HK        |    -100000 | NS      | $-500478.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc                         | AST SpaceMobile Inc                                                                                           | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |     191401 | NS      | $14144533.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| United Homes Group Inc                      | United Homes Group Inc                                                                                        | CUSIP: 91060H116<br>LEI: 549300HWN3ECTEH7I380 | N/A              | DE               |  | US        |      25000 | NS      | $4750.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                   | United Parcel Service Inc                                                                                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     115675 | NS      | $12585440.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                         | Dollar General Corp                                                                                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      43953 | NS      | $5093273.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                    | Super Micro Computer Inc                                                                                      | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $32348800.00    | 0.18%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Blackrock Inc                               | Blackrock Inc                                                                                                 | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      18449 | NS      | $19659254.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                     | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-23041.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indivior Pharmaceuticals Inc                | Indivior Pharmaceuticals Inc                                                                                  | CUSIP: 45579U109<br>LEI: 254900MKFFZZSS7N1I14 | Short            | EC               | CORP              | US        |     -59766 | NS      | $-2198193.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American Oncology Network Inc               | American Oncology Network Inc                                                                                 | CUSIP: 028719110<br>LEI: N/A                  | N/A              | DE               |  | US        |     156250 | NS      | $131250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                               | Accenture PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      95337 | NS      | $17037675.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CERo Therapeutics Holdings Inc              | CERo Therapeutics Holdings Inc                                                                                | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               |  | US        |      12500 | NS      | $31.25          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUBRIK INC                                  | Rubrik Inc                                                                                                    | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |   25404000 | PA      | $22814824.32    | 0.13%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Heramba Electric PLC                        | Heramba Electric PLC                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |     250000 | NS      | $1425.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                     | PPL Capital Funding Inc                                                                                       | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   42922000 | PA      | $49517394.52    | 0.28%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp II                | Andretti Acquisition Corp II                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     412500 | NS      | $49541.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BSWZGG6 NAGOYA RAILROAD                                                                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         80 | NC      | $638054.36      | 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        |     135218 | NS      | $18539739.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Growth Tech Acquisition Corp        | Genesis Growth Tech Acquisition Corp                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $90000.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                         | Shift4 Payments Inc                                                                                           | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -53051 | NS      | $-2349098.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                           | General Motors Co                                                                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     276692 | NS      | $21274847.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                 | Wix.com Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |     -24191 | NS      | $-1806825.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                        | Western Digital Corp                                                                                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      48606 | NS      | $21120279.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Coinbase Global Inc                         | Coinbase Global Inc                                                                                           | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |    -128728 | NS      | $-24171256.56   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                   | Avnet Inc                                                                                                     | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $13095900.00    | 0.07%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                 | Alnylam Pharmaceuticals Inc                                                                                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |      -4500 | NS      | $-1392705.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                              | Merck & Co Inc                                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |    -248400 | NS      | $-27120312.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                      | Northern Oil & Gas Inc                                                                                        | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5315200.00     | 0.03%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Welltower Inc                               | Welltower Inc                                                                                                 | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |     113656 | NS      | $24701995.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STEM INC                                    | Stem Inc                                                                                                      | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $1503320.00     | 0.01%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                            | Lenovo Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    8000000 | PA      | $11269840.00    | 0.06%             | 2029-08-26      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MKS INC                                     | MKS Inc                                                                                                       | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $29334000.00    | 0.17%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Helport AI Ltd                              | Helport AI Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     450000 | NS      | $35257.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO INC                                     | QXO Inc                                                                                                       | CUSIP: 82846H504<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EP               | CORP              | US        |     500000 | NS      | $28290000.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.               | PURCHASED USD / SOLD SGD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $165661.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                  | Chipotle Mexican Grill Inc                                                                                    | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     422047 | NS      | $14345377.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                          | Long: 479093687 TRS USD R V 01MSOFR SOFRRATE REC VAR / Short: 479093687 TRS USD P E 479093687 PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    4181818 | OU      | $1326707.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                      | Northern Oil & Gas Inc                                                                                        | CUSIP: 665531AK5<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4261640.00     | 0.02%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Vendome Acquisition Corp I                  | Vendome Acquisition Corp I                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     467706 | NS      | $4789309.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                 | Jack Henry & Associates Inc                                                                                   | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      42775 | NS      | $6576656.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NIO INC                                     | NIO Inc                                                                                                       | CUSIP: 62914VAK2<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |   15000000 | PA      | $15759750.00    | 0.09%             | 2030-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Lucid Group Inc                             | Lucid Group Inc                                                                                               | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Short            | EC               | CORP              | US        |       -100 | NS      | $-637.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                  | Vertex Pharmaceuticals Inc                                                                                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      43937 | NS      | $18777795.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                         | Dominion Energy Inc                                                                                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     282963 | NS      | $18251113.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.               | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $97775.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                  | Mondelez International Inc                                                                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     407257 | NS      | $25021870.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                                                                 | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |    1050000 | NS      | $80451000.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Oddity Tech Ltd                             | Oddity Tech Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |     -22600 | NS      | $-323632.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                          | Union Pacific Corp                                                                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     139683 | NS      | $37641774.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nvni Group Ltd                              | Nvni Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     125000 | NS      | $5750.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     359204 | NS      | $82563039.40    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                              | WisdomTree Inc                                                                                                | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $6097720.00     | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                          | Realty Income Corp                                                                                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     276875 | NS      | $17786450.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                             | McDonald's Corp                                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     122425 | NS      | $35942755.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                  | Pinnacle West Capital Corp                                                                                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |    -147500 | NS      | $-15298700.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc               | Amphastar Pharmaceuticals Inc                                                                                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Short            | EC               | CORP              | US        |     -30580 | NS      | $-671536.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fusemachines Inc                            | Fusemachines Inc                                                                                              | CUSIP: 36118R111<br>LEI: N/A                  | N/A              | DE               |  | US        |     375000 | NS      | $43875.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                  | NetApp Inc                                                                                                    | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      69185 | NS      | $7663622.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp              | ChampionsGate Acquisition Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      73866 | NS      | $774854.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quetta Acquisition Corp                     | Quetta Acquisition Corp                                                                                       | CUSIP: 74841A113<br>LEI: N/A                  | N/A              | DE               |  | US        |       1477 | NS      | $1757.63        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeries Technology Inc                       | Aeries Technology Inc                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     289507 | NS      | $6253.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                      | UnitedHealth Group Inc                                                                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     180152 | NS      | $66742712.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp                | Wintergreen Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      49244 | NS      | $634755.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Camtek Ltd/Israel                           | Camtek Ltd/Israel                                                                                             | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Short            | EC               | CORP              | IL        |     -42700 | NS      | $-8194984.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc             | Philip Morris International Inc                                                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     340322 | NS      | $56176952.54    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                                                                                   | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    5000000 | PA      | $5153650.00     | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                          | United Rentals Inc                                                                                            | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      21977 | NS      | $21094403.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       3000 | NC      | $7500.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                        | Ramaco Resources Inc                                                                                          | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Short            | EC               | CORP              | US        |    -305000 | NS      | $-4529250.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ocean Biomedical Inc                        | Ocean Biomedical Inc                                                                                          | CUSIP: 67644C112<br>LEI: N/A                  | N/A              | DE               |  | US        |      62500 | NS      | $31.25          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NewHold Investment Corp III                 | NewHold Investment Corp III                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     300000 | NS      | $3312000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Electriq Power Holdings Inc                 | Electriq Power Holdings Inc                                                                                   | CUSIP: 285046116<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $600.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   35972000 | PA      | $33729505.52    | 0.19%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                    | Merit Medical Systems Inc                                                                                     | CUSIP: 589889AB0<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10750700.00    | 0.06%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp        | International Business Machines Corp                                                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     115193 | NS      | $26607279.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                            | Welltower OP LLC                                                                                              | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    9082000 | PA      | $15648376.82    | 0.09%             | 2029-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| First Majestic Silver Corp                  | First Majestic Silver Corp                                                                                    | CUSIP: 32076V103<br>LEI: 529900PWCU5DUH1DYR51 | Short            | EC               | CORP              | CA        |    -135500 | NS      | $-2670705.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                 | Pentair PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     163064 | NS      | $13160895.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA MIRATI THERAPEU                      | CONTRA MIRATI THERAPEU                                                                                        | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | N/A              | DE               |  | US        |     277808 | NS      | $277808.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.               | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $336201.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp II                | Andretti Acquisition Corp II                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     825000 | NS      | $8811000.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                          | Valero Energy Corp                                                                                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      66887 | NS      | $16894318.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                               | Amphenol Corp                                                                                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     294644 | NS      | $43392221.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                            | Wells Fargo & Co                                                                                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     903012 | NS      | $74254676.76    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                         | Northern Trust Corp                                                                                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      76022 | NS      | $12645499.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                     | Marathon Petroleum Corp                                                                                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     148517 | NS      | $36875285.93    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                             | CMS Energy Corp                                                                                               | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   15040000 | PA      | $16835475.20    | 0.10%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Alarm.com Holdings Inc                      | Alarm.com Holdings Inc                                                                                        | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |     -71700 | NS      | $-3184197.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                          | NextEra Energy Inc                                                                                            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     283731 | NS      | $27771590.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau Ltd                              | Wynn Macau Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Short            | EC               | CORP              | KY        |   -1730000 | NS      | $-1252358.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WIX LTD                                     | Wix.com Ltd                                                                                                   | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   30000000 | PA      | $24135900.00    | 0.14%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                     | UDR Inc                                                                                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     140536 | NS      | $5107078.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LINK CB LTD                                 | Link CB Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000YKZX6JKWL1X31 | Long             | DBT              |  | VG        |   75000000 | PA      | $9733865.30     | 0.06%             | 2027-12-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                            | Welltower OP LLC                                                                                              | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   20000000 | PA      | $45631800.00    | 0.26%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| SUPER MICRO COMPUTER INC                    | Super Micro Computer Inc                                                                                      | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $48090350.00    | 0.27%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| General Mills Inc                           | General Mills Inc                                                                                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     157041 | NS      | $5545117.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| DR Horton Inc                               | DR Horton Inc                                                                                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     153937 | NS      | $23684746.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                 | Paychex Inc                                                                                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      89936 | NS      | $8330771.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Enhancement Technologies Holdco Inc    | Rain Enhancement Technologies Holdco Inc                                                                      | CUSIP: 75080J111<br>LEI: N/A                  | N/A              | DE               |  | US        |     166666 | NS      | $36458.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                    | Nova Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Short            | EC               | CORP              | IL        |     -27500 | NS      | $-13761825.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BMWGFN7 KOBE STEEL LTD                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $565839.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies Inc                      | Ormat Technologies Inc                                                                                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |     -35400 | NS      | $-4067460.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                           | Joby Aviation Inc                                                                                             | CUSIP: 000000000<br>LEI: 254900NMVFUM8FO88E56 | Short            | EC               | CORP              | US        |    -379900 | NS      | $-3491281.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Plutonian Acquisition Corp II               | Plutonian Acquisition Corp II                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     250000 | NS      | $2507500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohm Co Ltd                                 | Rohm Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Short            | EC               | CORP              | JP        |    -455800 | NS      | $-9893062.50    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| IRhythm Holdings Inc                        | IRhythm Holdings Inc                                                                                          | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Short            | EC               | CORP              | US        |     -24800 | NS      | $-3203168.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Global Acquisition I Corp            | Target Global Acquisition I Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     333333 | NS      | $3933.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLB Ltd                                     | SLB Ltd                                                                                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     219172 | NS      | $12466503.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Jazz Pharmaceuticals PLC                    | Jazz Pharmaceuticals PLC                                                                                      | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |    -239632 | NS      | $-48650088.64   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp               | FIGX Capital Acquisition Corp                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24640 | NS      | $256132.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abpro Holdings Inc                          | Abpro Holdings Inc                                                                                            | CUSIP: 000847111<br>LEI: N/A                  | N/A              | DE               |  | US        |     625000 | NS      | $2625.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leapfrog Acquisition Corp                   | Leapfrog Acquisition Corp                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      73670 | NS      | $742593.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                    | Cheesecake Factory Inc/The                                                                                    | CUSIP: 163072AC5<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8851440.00     | 0.05%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NIKKON HOLDINGS CO LTD                      | Nikkon Holdings Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Long             | DBT              | CORP              | JP        | 1000000000 | PA      | $16106416.28    | 0.09%             | 2031-12-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     309907 | NS      | $65489547.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectaire Holdings Inc                      | Spectaire Holdings Inc                                                                                        | CUSIP: 84753T117<br>LEI: N/A                  | N/A              | DE               |  | US        |     192245 | NS      | $826.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                      | Sibanye Stillwater Ltd                                                                                        | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Short            | EC               | CORP              | ZA        |   -1778500 | NS      | $-21377570.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                          | Teladoc Health Inc                                                                                            | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   16250000 | PA      | $15652812.50    | 0.09%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Vertex Inc                                  | Vertex Inc                                                                                                    | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |     -65900 | NS      | $-815183.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Keen Vision Acquisition Corp                | Keen Vision Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     100000 | NS      | $4200.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                 | Workiva Inc                                                                                                   | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               | CORP              | US        |     -67100 | NS      | $-3588508.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| QDRO Acquisition Corp                       | QDRO Acquisition Corp                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     300000 | NS      | $2980500.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                    | Halozyme Therapeutics Inc                                                                                     | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   23190000 | PA      | $22610018.10    | 0.13%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| JAZZ INVESTMENTS I LTD                      | Jazz Investments I Ltd                                                                                        | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   15000000 | PA      | $19438650.00    | 0.11%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| CSG Systems International Inc               | CSG Systems International Inc                                                                                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |    -127015 | NS      | $-10213276.15   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                               | BlackLine Inc                                                                                                 | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   39921000 | PA      | $36637497.75    | 0.21%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc              | Air Products and Chemicals Inc                                                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      57135 | NS      | $17143356.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPON INC                                 | Groupon Inc                                                                                                   | CUSIP: 399473AH0<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6565715.00     | 0.04%             | 2027-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                    | Etsy Inc                                                                                                      | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20063000.00    | 0.11%             | 2026-10-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Columbus Circle Capital Corp II             | Columbus Circle Capital Corp II                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      75000 | NS      | $753000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO INC                                     | NIO Inc                                                                                                       | CUSIP: 62914VAJ5<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |   25000000 | PA      | $26263250.00    | 0.15%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                   | PG&E Corp                                                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   12752000 | PA      | $13083552.00    | 0.07%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Nippon Steel Corp                           | Nippon Steel Corp                                                                                             | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Short            | EC               | CORP              | JP        |    -566700 | NS      | $-2071619.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                | KKR & Co Inc                                                                                                  | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    1300000 | NS      | $57694000.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Eos Energy Enterprises Inc                  | Eos Energy Enterprises Inc                                                                                    | CUSIP: 29415C101<br>LEI: 529900UCCJMLRGDXVT41 | Short            | EC               | CORP              | US        |    -473000 | NS      | $-3169100.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                        | Ares Management Corp                                                                                          | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |    -235200 | NS      | $-27612480.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER DIGITAL INC                          | Cipher Digital Inc                                                                                            | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   22895000 | PA      | $31807107.70    | 0.18%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| FIRST MAJESTIC SILVER                       | First Majestic Silver Corp                                                                                    | CUSIP: 32076VAE3<br>LEI: 529900PWCU5DUH1DYR51 | Long             | DBT              | CORP              | CA        |    4071000 | PA      | $4980379.98     | 0.03%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                       | ON Semiconductor Corp                                                                                         | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $48058500.00    | 0.27%             | 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        |      84277 | NS      | $40365311.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Lng Holdings Ltd                      | Crown Lng Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | JE        |      25000 | NS      | $25.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                       | Costco Wholesale Corp                                                                                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      57020 | NS      | $57848500.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                | Spectrum Brands Holdings Inc                                                                                  | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |     -17500 | NS      | $-1445500.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                           | MP Materials Corp                                                                                             | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Short            | EC               | CORP              | US        |    -447743 | NS      | $-29568947.72   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| RF Acquisition Corp III                     | RF Acquisition Corp III                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     300000 | NS      | $2982000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                       | Uber Technologies Inc                                                                                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     454568 | NS      | $33915318.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | N/A              | DFE              |  | US        |          1 | NC      | $-77865.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                | Teradyne Inc                                                                                                  | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      98080 | NS      | $33687537.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                          | Unity Software Inc                                                                                            | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |     -44000 | NS      | $-1162480.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                               | CoreWeave Inc                                                                                                 | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   43527000 | PA      | $52489644.57    | 0.30%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QT Imaging Holdings Inc                     | QT Imaging Holdings Inc                                                                                       | CUSIP: 746962117<br>LEI: 549300EQ1NNV387FGF92 | N/A              | DE               |  | US        |     425000 | NS      | $118150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                  | JD.com Inc                                                                                                    | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |    -160000 | NS      | $-4851200.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Proem Acquisition Corp I                    | Proem Acquisition Corp I                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     148010 | NS      | $1478619.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                 | Daiwa House Industry Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Short            | EC               | CORP              | JP        |    -513400 | NS      | $-15701569.42   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                    | Granite Construction Inc                                                                                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Short            | EC               | CORP              | US        |    -148056 | NS      | $-20294035.92   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp         | Cognizant Technology Solutions Corp                                                                           | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     124613 | NS      | $6592027.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Digital Acquisition Corp            | Compass Digital Acquisition Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     166666 | NS      | $16.67          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                  | Masco Corp                                                                                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     143496 | NS      | $10305882.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                               | Snowflake Inc                                                                                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |    -278858 | NS      | $-38055751.26   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER SPACE HOLDINGS I                    | Voyager Technologies Inc                                                                                      | CUSIP: 92892BAA1<br>LEI: 254900DDCLSP240FE187 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $14245500.00    | 0.08%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cipher Digital Inc                          | Cipher Digital Inc                                                                                            | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Short            | EC               | CORP              | US        |   -1113000 | NS      | $-19744620.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BP5WVV3 JFE HOLDINGS                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        130 | NC      | $772215.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                 | Wayfair Inc                                                                                                   | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   12245000 | PA      | $15310168.40    | 0.09%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                       | Euronet Worldwide Inc                                                                                         | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   14808000 | PA      | $13383470.40    | 0.08%             | 2030-10-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                       | ON Semiconductor Corp                                                                                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |    -793200 | NS      | $-79962492.00   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                    | eBay Inc                                                                                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     144354 | NS      | $14937751.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DP Cap Acquisition Corp I                   | DP Cap Acquisition Corp I                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     750000 | NS      | $18750.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                           | EOG Resources Inc                                                                                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      71001 | NS      | $9980610.57     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                       | 3M Co                                                                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      71578 | NS      | $10487608.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C                    | American Water Capital Corp                                                                                   | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $49880500.00    | 0.28%             | 2026-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp                            | Duke Energy Corp                                                                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |    -104014 | NS      | $-13475013.70   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Lifezone Metals Ltd                         | Lifezone Metals Ltd                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IM        |     500000 | NS      | $375000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc                    | Voyager Technologies Inc                                                                                      | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Long             | EC               | CORP              | US        |      15000 | NS      | $396150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NIKE Inc                                    | NIKE Inc                                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     259742 | NS      | $11522155.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                    | Agilent Technologies Inc                                                                                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     163570 | NS      | $18900513.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                              | JBT Marel Corp                                                                                                | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   14795000 | PA      | $14033649.30    | 0.08%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                       | Alkami Technology Inc                                                                                         | CUSIP: 01644JAB4<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |   14956000 | PA      | $13761464.28    | 0.08%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Range Capital Acquisition Corp II           | Range Capital Acquisition Corp II                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     147613 | NS      | $1507128.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                | State Street Navigator Securities Lending Government Money Market Portfolio                                   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  326057329 | NS      | $326057329.25   | 1.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                   | Halozyme Therapeutics Inc                                                                                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |    -500224 | NS      | $-31844259.84   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                     | Energy Fuels Inc/Canada                                                                                       | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Short            | EC               | CORP              | CA        |    -415000 | NS      | $-8980600.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                            | InterDigital Inc                                                                                              | CUSIP: 45867G101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -129041 | NS      | $-38268398.96   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                       | Micron Technology Inc                                                                                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     222217 | NS      | $114921743.72   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                        | Regency Centers Corp                                                                                          | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      90332 | NS      | $7032346.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                 | Long: 511452852 TRS USD R V 01MSOFR REC VAR SOFR-75 BPS / Short: 511452852 TRS USD P E 511452852 PAY EQUITY   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    5327507 | OU      | $1654755.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                        | Williams Cos Inc/The                                                                                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     247935 | NS      | $18919919.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectral AI Inc                             | Spectral AI Inc                                                                                               | CUSIP: 84757T113<br>LEI: N/A                  | N/A              | DE               |  | US        |      81526 | NS      | $60321.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       1500 | NC      | $1357500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| byNordic Acquisition Corp                   | byNordic Acquisition Corp                                                                                     | CUSIP: 124420118<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $14512.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Box Inc                                     | Box Inc                                                                                                       | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |    -105289 | NS      | $-2547993.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                | Innoviva Inc                                                                                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |    -240900 | NS      | $-5538291.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                               | Citigroup Inc                                                                                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     269474 | NS      | $34487282.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                     | Eni SpA                                                                                                       | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Short            | EC               | CORP              | IT        |   -1103594 | NS      | $-31085586.06   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                   | Chubb Ltd                                                                                                     | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     109781 | NS      | $35898387.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                 | Oracle Corp                                                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | EC               | CORP              | US        |    -445200 | NS      | $-71850828.00   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                    | Tandem Diabetes Care Inc                                                                                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |    -216098 | NS      | $-4219313.45    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Semnur Pharmaceuticals Inc                  | Semnur Pharmaceuticals Inc                                                                                    | CUSIP: 81686G113<br>LEI: 549300L7MIQ7V1UUZB95 | N/A              | DE               |  | US        |     350000 | NS      | $8855.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                               | GameStop Corp                                                                                                 | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |   -2485500 | NS      | $-62013225.00   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| FST Corp                                    | FST Corp                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $25.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                    | BMWGFN7 KOBE STEEL LTD                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $588291.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                     | Mirion Technologies Inc                                                                                       | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7420200.00     | 0.04%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                | Apollo Global Management Inc                                                                                  | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |    -429130 | NS      | $-55237613.60   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                           | MARA Holdings Inc                                                                                             | CUSIP: 565788AD8<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7196910.00     | 0.04%             | 2031-09-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Averin Capital Acquisition Corp             | Averin Capital Acquisition Corp                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      75000 | NS      | $753000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                       | General Dynamics Corp                                                                                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      42589 | NS      | $14663392.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aetherium Acquisition Corp                  | Aetherium Acquisition Corp                                                                                    | CUSIP: 00809J119<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $50.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                              | JBT Marel Corp                                                                                                | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19968600.00    | 0.11%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                             | Xcel Energy Inc                                                                                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     152952 | NS      | $12687368.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercer Park Opportunities Corp              | Mercer Park Opportunities Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     850000 | NS      | $9137500.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUKER CORP                                 | Bruker Corp                                                                                                   | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |     100000 | NS      | $29317000.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp II                    | Ross Acquisition Corp II                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     133333 | NS      | $12026.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                          | NextEra Energy Inc                                                                                            | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     500000 | NS      | $26935000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.               | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $10755.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Consolidator Acquisition Corp       | Everest Consolidator Acquisition Corp                                                                         | CUSIP: 29978K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     250000 | NS      | $2880000.00     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Allegion plc                                | Allegion plc                                                                                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      50250 | NS      | $6908370.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FARFETCH LTD                                | Farfetch Ltd                                                                                                  | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |   18500000 | PA      | $161320.00      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                | Comcast Corp                                                                                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     792992 | NS      | $21442503.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                        | Upstart Holdings Inc                                                                                          | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |    -105000 | NS      | $-3315900.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT                      | CONTRA AKERO THERAPEUT                                                                                        | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | N/A              | DE               |  | US        |     125125 | NS      | $93843.75       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MATCH GROUP FINANCECO 3                     | Match Group Financeco 3 Inc                                                                                   | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $36456800.00    | 0.21%             | 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        |     -28864 | NS      | $-3994488.96    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Technology inc                        | Lotus Technology inc                                                                                          | CUSIP: 54572F119<br>LEI: 984500BB84E413EA3D69 | N/A              | DE               |  | KY        |      33333 | NS      | $1999.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPACSphere Acquisition Corp                 | SPACSphere Acquisition Corp                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      15000 | NS      | $154275.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                          | PPG Industries Inc                                                                                            | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      70159 | NS      | $7612251.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                          | Realty Income Corp                                                                                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               |  | US        |     -33800 | NS      | $-2171312.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd                              | MakeMyTrip Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Short            | EC               | CORP              | MU        |     -41000 | NS      | $-1935610.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                 | Long: 478773760 TRS USD R V 01MSOFR REC VAR SOFR-75 BPS / Short: 478773760 TRS USD P E 478773760 PAY EQUITY   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    6799238 | OU      | $2157100.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LYFT INC                                    | Lyft Inc                                                                                                      | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19582800.00    | 0.11%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| DEVVSTREAM CORP                             | DEVVSTREAM CORP                                                                                               | CUSIP: 251936118<br>LEI: N/A                  | N/A              | DE               |  | CA        |     525800 | NS      | $52.58          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                                 | Nutanix Inc                                                                                                   | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |    -148321 | NS      | $-6064845.69    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -8000 | NC      | $-1460000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital7 Corp                            | GigCapital7 Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     925000 | NS      | $627150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY VAULT HLDGS INC                      | Energy Vault Holdings Inc                                                                                     | CUSIP: 29280WAA7<br>LEI: 254900VMTXIU80WPJR14 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $5221260.00     | 0.03%             | 2031-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                     | PPL Capital Funding Inc                                                                                       | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31044300.00    | 0.18%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                           | MARA Holdings Inc                                                                                             | CUSIP: 565788AF3<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6647760.00     | 0.04%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                    | Fox Corp                                                                                                      | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     143339 | NS      | $9100593.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LanzaTech Global Inc                        | LanzaTech Global Inc                                                                                          | CUSIP: 51655R119<br>LEI: N/A                  | N/A              | DE               |  | US        |     300000 | NS      | $4590.00        | 0.00%             |  |  |  | No            |                  2 | 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        |   -3501000 | NS      | $-28159974.47   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Oak Woods Acquisition Corp                  | Oak Woods Acquisition Corp                                                                                    | CUSIP: 67190B104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      55000 | NS      | $671000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                 | Exelon Corp                                                                                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     326525 | NS      | $15016884.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BN7RQ62 RELO GROUP INC                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $628383.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Miluna Acquisition Corp                     | Miluna Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     125000 | NS      | $1262500.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Acquisition I Corp                  | Pioneer Acquisition I Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       9856 | NS      | $101073.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMX Security Matters PLC                    | SMX Security Matters PLC                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |     100000 | NS      | $4950.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energem Corp                                | Energem Corp                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     125000 | NS      | $12.50          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaws Mustang Acquisition Corp               | Jaws Mustang Acquisition Corp                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      43750 | NS      | $3066.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp XI                   | Churchill Capital Corp XI                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      98324 | NS      | $1014703.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                               | Snowflake Inc                                                                                                 | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $22747000.00    | 0.13%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                               | Medtronic PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     258579 | NS      | $20937141.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                            | Pitney Bowes Inc                                                                                              | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Short            | EC               | CORP              | US        |    -399185 | NS      | $-6171400.10    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                             | Shake Shack Inc                                                                                               | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |     -19200 | NS      | $-1967232.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vast Renewables Ltd                         | Vast Renewables Ltd                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | AU        |     200000 | NS      | $100.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                 | Corteva Inc                                                                                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     162375 | NS      | $13153998.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                  | Advanced Micro Devices Inc                                                                                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     340348 | NS      | $120649962.52   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM INC                                  | JD.com Inc                                                                                                    | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |   37190000 | PA      | $37954254.50    | 0.22%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Trailblazer Acquisition Corp                | Trailblazer Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      10000 | NS      | $102300.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                | Huntington Bancshares Inc/OH                                                                                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     404397 | NS      | $6777693.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | LUCID GROUP INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -5000 | NC      | $-67500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP                     | Digital Realty Trust LP                                                                                       | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   11254000 | PA      | $12636891.52    | 0.07%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY CO                          | Crescent Energy Co                                                                                            | CUSIP: 44952JAA2<br>LEI: 254900FBNP5A21Q39U97 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $14442375.00    | 0.08%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                 | PepsiCo Inc                                                                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     189980 | NS      | $30109930.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                      | Hims & Hers Health Inc                                                                                        | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |     -91500 | NS      | $-2486055.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                   | PG&E Corp                                                                                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |   -1189800 | NS      | $-19774476.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                       | Texas Instruments Inc                                                                                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     147438 | NS      | $41441873.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                               | CME Group Inc                                                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      38370 | NS      | $11043653.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                    | Super Micro Computer Inc                                                                                      | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      76130 | NS      | $2085962.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RHEINMETALL AG                              | Rheinmetall AG                                                                                                | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | DBT              | CORP              | DE        |    8500000 | PA      | $43717224.37    | 0.25%             | 2030-02-07      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Inc                   | Brighthouse Financial Inc                                                                                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     391771 | NS      | $24391662.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                     | Akamai Technologies Inc                                                                                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |    -613791 | NS      | $-63208197.18   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                         | PayPal Holdings Inc                                                                                           | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     129599 | NS      | $6498093.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co Ltd           | Henderson Land Development Co Ltd                                                                             | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Short            | EC               | CORP              | HK        |   -1389000 | NS      | $-5458464.09    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                         | AST SpaceMobile Inc                                                                                           | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   15036000 | PA      | $15220491.72    | 0.09%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                | Centene Corp                                                                                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     112493 | NS      | $6039749.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solarius Capital Acquisition Corp           | Solarius Capital Acquisition Corp                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     197506 | NS      | $2033324.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                       | DigitalOcean Holdings Inc                                                                                     | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $18054540.00    | 0.10%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc                                | Alphabet Inc                                                                                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     889670 | NS      | $342345016.00   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1500 | NC      | $-145350000.00  | -0.82%            |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                          | Enphase Energy Inc                                                                                            | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $14516640.00    | 0.08%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Snap Inc                                    | Snap Inc                                                                                                      | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |     -96846 | NS      | $-587855.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                   | Itron Inc                                                                                                     | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24782000.00    | 0.14%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Estee Lauder Cos Inc/The                    | Estee Lauder Cos Inc/The                                                                                      | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      54629 | NS      | $4190590.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                 | Phillips 66                                                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      69137 | NS      | $12385893.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                              | LCI Industries                                                                                                | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4992500.00     | 0.03%             | 2026-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                | Prologis Inc                                                                                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     191898 | NS      | $27253353.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        500 | NC      | $205000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XIAOMI BEST TIME INTL                       | Xiaomi Best Time International Ltd                                                                            | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |   15000000 | PA      | $15258750.00    | 0.09%             | 2027-12-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KRAKacquisition Corp                        | KRAKacquisition Corp                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     295998 | NS      | $2971819.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Soren Acquisition Corp                      | Soren Acquisition Corp                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     500000 | NS      | $4985000.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                    | Visa Inc                                                                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     347830 | NS      | $114728247.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                             | Southern Co/The                                                                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     191093 | NS      | $18478693.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nagoya Railroad Co Ltd                      | Nagoya Railroad Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 353800P62OOYUY3I8T51 | Short            | EC               | CORP              | JP        |    -320400 | NS      | $-3623443.52    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                  | Zoetis Inc                                                                                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     116397 | NS      | $13382163.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HLDGS INC                         | Alarm.com Holdings Inc                                                                                        | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18834800.00    | 0.11%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                | DoorDash Inc                                                                                                  | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $71710500.00    | 0.41%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                 | Exelon Corp                                                                                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Short            | EC               | CORP              | US        |    -155000 | NS      | $-7128450.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ECARX Holdings Inc                          | ECARX Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: 52990069BMNV7U0HPL62 | N/A              | DE               |  | KY        |      25000 | NS      | $1155.00        | 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        |     -44000 | NS      | $-1378080.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ZOOZ Strategy Ltd                           | ZOOZ Strategy Ltd                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |     250000 | NS      | $12625.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allurion Technologies Inc                   | Allurion Technologies Inc                                                                                     | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               |  | US        |      22968 | NS      | $566.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp                                                                                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     556803 | NS      | $32077420.83    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                       | Lumentum Holdings Inc                                                                                         | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $146250900.00   | 0.83%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                  | Zimmer Biomet Holdings Inc                                                                                    | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      45478 | NS      | $3748751.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTERN DIGITAL CORP                        | Western Digital Corp                                                                                          | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $458321200.00   | 2.60%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                   | Archer-Daniels-Midland Co                                                                                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     144895 | NS      | $10800473.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                       | Envista Holdings Corp                                                                                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |     -49406 | NS      | $-1281591.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp                                                                                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     179444 | NS      | $46271429.84    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                       | NXP Semiconductors NV                                                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      68256 | NS      | $20039279.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | AST SPACEMOBILE INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1500 | NC      | $-4560000.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LaFayette Acquisition Corp                  | LaFayette Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     125000 | NS      | $1264375.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| D Boral ARC Acquisition I Corp              | D Boral ARC Acquisition I Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     197406 | NS      | $2135932.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                  | Biogen Inc                                                                                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      35527 | NS      | $6724550.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                  | Vishay Intertechnology Inc                                                                                    | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |    -192721 | NS      | $-5583127.37    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                  | Fiserv Inc                                                                                                    | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     113201 | NS      | $7092042.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                        | Edison International                                                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      82522 | NS      | $5734453.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CID Holdco Inc                              | CID Holdco Inc                                                                                                | CUSIP: 171756117<br>LEI: N/A                  | N/A              | DE               |  | US        |    1000000 | NS      | $16100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                     | Procter & Gamble Co/The                                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     334242 | NS      | $49163655.78    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                 | Live Oak Acquisition Corp V                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     600000 | NS      | $6990000.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EOS ENERGY ENTERPRISES I                    | Eos Energy Enterprises Inc                                                                                    | CUSIP: 29415CAC5<br>LEI: 529900UCCJMLRGDXVT41 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $9122000.00     | 0.05%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                              | Wynn Macau Ltd                                                                                                | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    7029000 | PA      | $7026961.59     | 0.04%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Four Leaf Acquisition Corp                  | Four Leaf Acquisition Corp                                                                                    | CUSIP: 35088F115<br>LEI: N/A                  | N/A              | DE               |  | US        |      60000 | NS      | $6.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                               | Golar LNG Ltd                                                                                                 | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    5000000 | PA      | $6028550.00     | 0.03%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| EVERGY INC                                  | Evergy Inc                                                                                                    | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $81842400.00    | 0.46%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| NEBIUS GROUP NV                             | Nebius Group NV                                                                                               | CUSIP: 63954QAJ5<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   10337000 | PA      | $11493503.56    | 0.07%             | 2031-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                                                        | CUSIP: 15189TBT3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $26216060.00    | 0.15%             | 2029-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Generac Holdings Inc                        | Generac Holdings Inc                                                                                          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      52851 | NS      | $13700564.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                 | Compass Inc                                                                                                   | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Short            | EC               | CORP              | US        |    -452000 | NS      | $-3421640.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                           | State Street Corp                                                                                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      71800 | NS      | $10973912.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                        | Lockheed Martin Corp                                                                                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      34820 | NS      | $18035715.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                             | CMS Energy Corp                                                                                               | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15355050.00    | 0.09%             | 2031-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                    | Long: 530596042 TRS USD R V 01MFEDL FEDL01 REC VAR / Short: 530596042 TRS USD P E 530596042 PAY EQUITY        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   16753200 | OU      | $-3569160.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| African Agriculture Holdings Inc            | African Agriculture Holdings Inc                                                                              | CUSIP: 00792J118<br>LEI: N/A                  | N/A              | DE               |  | US        |      83333 | NS      | $8.33           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Launchpad Cadenza Acquisition Corp I        | Launchpad Cadenza Acquisition Corp I                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     197792 | NS      | $1984842.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                              | Albemarle Corp                                                                                                | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     600000 | NS      | $46764000.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                    | Lyft Inc                                                                                                      | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |    -695270 | NS      | $-9838070.50    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                              | Lowe's Cos Inc                                                                                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     155035 | NS      | $37020807.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | N/A              | DFE              |  | US        |          1 | NC      | $-18149.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stride Inc                                  | Stride Inc                                                                                                    | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Short            | EC               | CORP              | US        |    -462355 | NS      | $-44922411.80   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                    | Dave Inc                                                                                                      | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Short            | EC               | CORP              | US        |     -13800 | NS      | $-3753462.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                              | Ziff Davis Inc                                                                                                | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19725000.00    | 0.11%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                        | Western Digital Corp                                                                                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |   -1059800 | NS      | $-460504296.00  | -2.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisition Corp      | Oyster Enterprises II Acquisition Corp                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     123093 | NS      | $1402644.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPHASTAR PHARMACEUTICAL                    | Amphastar Pharmaceuticals Inc                                                                                 | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9145000.00     | 0.05%             | 2029-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| RAPID7 INC                                  | Rapid7 Inc                                                                                                    | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8167800.00     | 0.05%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                   | Block Inc                                                                                                     | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18875600.00    | 0.11%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1500 | NC      | $-3750.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAMTEK LTD/ISRAEL                           | Camtek Ltd/Israel                                                                                             | CUSIP: 13469VAC2<br>LEI: 5493000H80W07HCKGS43 | Long             | DBT              | CORP              | IL        |    5000000 | PA      | $9557350.00     | 0.05%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                               | CoreWeave Inc                                                                                                 | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |      10000 | NS      | $1116000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AEROVIRONMENT INC                           | AeroVironment Inc                                                                                             | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |    6489000 | PA      | $6602946.84     | 0.04%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                 | Workday Inc                                                                                                   | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      36450 | NS      | $4461480.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -8000 | NC      | $-1368360000.00 | -7.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Hennessy Capital Investment Corp VIII       | Hennessy Capital Investment Corp VIII                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     150000 | NS      | $1502250.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quetta Acquisition Corp                     | Quetta Acquisition Corp                                                                                       | CUSIP: 74841A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14770 | NS      | $169855.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                 | Royal Caribbean Cruises Ltd                                                                                   | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      41996 | NS      | $11076864.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                    | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $23515050.00    | 0.13%             | 2029-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Blue Water Acquisition Corp IV              | Blue Water Acquisition Corp IV                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     300000 | NS      | $3032970.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust             | Federal Realty Investment Trust                                                                               | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Short            | EC               |  | US        |     -35300 | NS      | $-3914770.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                      | Tyler Technologies Inc                                                                                        | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      28283 | NS      | $9648462.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                       | Norfolk Southern Corp                                                                                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     242722 | NS      | $76658889.26    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATION WORLDW                    | Marriott Vacations Worldwide Corp                                                                             | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9728700.00     | 0.06%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.               | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-114559.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                 | Xiaomi Corp                                                                                                   | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Short            | EC               | CORP              | KY        |   -1600000 | NS      | $-5928120.01    | -0.03%            |  |  |  | Yes           |                  1 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    1278131 | NS      | $521196259.18   | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp                     | Siddhi Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     750000 | NS      | $7980000.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ESC CB SUNNOVA ENERGY                       | ESC CB SUNNOVA ENERGY                                                                                         | CUSIP: 867ESCAL9<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $32560.00       | 0.00%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pearl Holdings Acquisition Corp             | Pearl Holdings Acquisition Corp                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $10050.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                       | Becton Dickinson & Co                                                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      59376 | NS      | $8849399.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                    | Rexford Industrial Realty LP                                                                                  | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    7500000 | PA      | $7494975.00     | 0.04%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                         | American Tower Corp                                                                                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      67143 | NS      | $12267697.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BMV8136 CYBERAGENT                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $799697.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP                     | Arrowhead Pharmaceuticals Inc                                                                                 | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |   13744000 | PA      | $15666648.16    | 0.09%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Penumbra Inc                                | Penumbra Inc                                                                                                  | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      91863 | NS      | $29991432.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                             | Dollar Tree Inc                                                                                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      79396 | NS      | $7710145.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank NA                                 | Long: 487765044 TRS USD R V 01MSOFR REC VAR SOFR-100 BPS / Short: 487765044 TRS USD P E 487765044 PAY EQUITY  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    5767073 | OU      | $-326716.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                          | IQVIA Holdings Inc                                                                                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      49266 | NS      | $7802256.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fold Holdings Inc                           | Fold Holdings Inc                                                                                             | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               |  | US        |       8600 | NS      | $1257.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Integer Holdings Corp                       | Integer Holdings Corp                                                                                         | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |     -42733 | NS      | $-3782297.83    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                       | Applied Materials Inc                                                                                         | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     154387 | NS      | $60904127.63    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NEBIUS GROUP NV                             | Nebius Group NV                                                                                               | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   16605000 | PA      | $21527386.20    | 0.12%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                   | Avnet Inc                                                                                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Short            | EC               | CORP              | US        |     -77100 | NS      | $-6361521.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                   | Occidental Petroleum Corp                                                                                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     152506 | NS      | $9238813.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                    | TANDEM DIABETES CARE INC                                                                                      | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $8715442.50     | 0.05%             | 2029-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                          | Trade Desk Inc/The                                                                                            | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     149874 | NS      | $3535527.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                      | Ormat Technologies Inc                                                                                        | CUSIP: 686688AF9<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2641625.00     | 0.01%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                   | Aptiv PLC                                                                                                     | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | JE        |     136614 | NS      | $8232359.64     | 0.05%             |  |  |  | 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        |   20000000 | PA      | $31361200.00    | 0.18%             | 2029-07-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Archimedes Tech SPAC Partners III Co        | Archimedes Tech SPAC Partners III Co                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     124000 | NS      | $1240620.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roadzen Inc                                 | Roadzen Inc                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     625000 | NS      | $125000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                     | Sphere Entertainment Co                                                                                       | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |   10383000 | PA      | $42118639.50    | 0.24%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Envoy Medical Inc                           | Envoy Medical Inc                                                                                             | CUSIP: 29415V117<br>LEI: N/A                  | N/A              | DE               |  | US        |     100000 | NS      | $6450.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                | Stryker Corp                                                                                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      42058 | NS      | $13253737.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M Evo Global Acquisition Corp II            | M Evo Global Acquisition Corp II                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      98670 | NS      | $990646.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                    | Microchip Technology Inc                                                                                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |    -989856 | NS      | $-91967520.96   | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Baird Medical Investment Holdings Ltd       | Baird Medical Investment Holdings Ltd                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $38000.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc         | Alexandria Real Estate Equities Inc                                                                           | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      48661 | NS      | $1971257.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Acquisition Corp                     | Apogee Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     300000 | NS      | $3016500.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                    | Constellation Brands Inc                                                                                      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      71968 | NS      | $11268749.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| TERAWULF INC                                | Terawulf Inc                                                                                                  | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $13599100.00    | 0.08%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                                                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    4251212 | NS      | $848414378.84   | 4.81%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                              | JBT Marel Corp                                                                                                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |     -41493 | NS      | $-4900323.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                | Chevron Corp                                                                                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     497662 | NS      | $96203041.22    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc          | Johnson Controls International plc                                                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     166833 | NS      | $24362622.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                   | Adobe Inc                                                                                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      74586 | NS      | $18355614.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge I                              | Chain Bridge I                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     750000 | NS      | $1125.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                        | Waste Management Inc                                                                                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     108080 | NS      | $25134004.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TLGY Acquisition Corp                       | TLGY Acquisition Corp                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     328694 | NS      | $128190.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                | Entergy Corp                                                                                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     153722 | NS      | $18125361.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                     | Long: 530075245 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: 530075245 TRS USD P E 530075245 PAY EQUITY        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |    4730724 | OU      | $-2636658.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rubrik Inc                                  | Rubrik Inc                                                                                                    | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Short            | EC               | CORP              | US        |     -93000 | NS      | $-4945740.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Mak Acquisition Corp                        | Mak Acquisition Corp                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     490050 | NS      | $176418.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Future Money Acquisition Corp               | Future Money Acquisition Corp                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     175000 | NS      | $1751750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                                                   | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30396600.00    | 0.17%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Hubbell Inc                                 | Hubbell Inc                                                                                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       8280 | NS      | $4207647.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc                                | Alphabet Inc                                                                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     923941 | NS      | $352890025.54   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Acquisition Corp 1 Ltd               | Cactus Acquisition Corp 1 Ltd                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     375000 | NS      | $11250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                             | Cigna Group/The                                                                                               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      47871 | NS      | $13910355.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safeguard Acquisition Corp                  | Safeguard Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1030500.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition VI Corp              | M3-Brigade Acquisition VI Corp                                                                                | CUSIP: 000000000<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | KY        |      24606 | NS      | $250243.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marblegate Capital Corp                     | Marblegate Capital Corp                                                                                       | CUSIP: 56608R116<br>LEI: N/A                  | N/A              | DE               |  | US        |     228160 | NS      | $32170.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                         | Centrus Energy Corp                                                                                           | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $17835450.00    | 0.10%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                             | OSI Systems Inc                                                                                               | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10673200.00    | 0.06%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Legato Merger Corp IV                       | Legato Merger Corp IV                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      98437 | NS      | $986830.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street SPDR S&P 500 ETF Trust         | State Street SPDR S&P 500 ETF Trust                                                                           | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |     331000 | NS      | $237876460.00   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                               | M&T Bank Corp                                                                                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      47462 | NS      | $10376617.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       8000 | NC      | $5800000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pono Capital Four Inc                       | Pono Capital Four Inc                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     500000 | NS      | $5007500.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                     | O'Reilly Automotive Inc                                                                                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     232120 | NS      | $23072728.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                                                           | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $58008400.00    | 0.33%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                         | Xerox Holdings Corp                                                                                           | CUSIP: 98421MAE6<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $4004400.00     | 0.02%             | 2030-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                             | CVS Health Corp                                                                                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     211462 | NS      | $17612669.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                            | Crown Castle Inc                                                                                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     129207 | NS      | $11470997.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                  | Dexcom Inc                                                                                                    | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27839100.00    | 0.16%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Xsolla SPAC 1                               | Xsolla SPAC 1                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     676855 | NS      | $6755012.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                       | DuPont de Nemours Inc                                                                                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     146218 | NS      | $6676313.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM HOLDINGS INC                        | IRhythm Holdings Inc                                                                                          | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5738000.00     | 0.03%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                  | Zoetis Inc                                                                                                    | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29688000.00    | 0.17%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                          | Walt Disney Co/The                                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     358024 | NS      | $37144990.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Next.e.GO NV                                | Next.e.GO NV                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      26250 | NS      | $2.63           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Inc                             | Match Group Inc                                                                                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |     -79347 | NS      | $-2969164.74    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                   | Linde PLC                                                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     124818 | NS      | $62551292.52    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | SUPER MICRO COMPUTER INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -2000 | NC      | $-176000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BMV8136 CYBERAGENT                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         90 | NC      | $1479323.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONMED CORP                                 | CONMED Corp                                                                                                   | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $26879875.00    | 0.15%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                           | Bloom Energy Corp                                                                                             | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $60930450.00    | 0.35%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blue Gold Ltd                               | Blue Gold Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900UE05R84PS7UH87 | N/A              | DE               |  | KY        |    1179322 | NS      | $412644.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAPPY EVER HOLDINGS LTD                     | Happy Ever Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900F7KYVV00UWUV38 | Long             | DBT              | CORP              | VG        |  100000000 | PA      | $13137950.85    | 0.07%             | 2030-07-16      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| IREN LTD                                    | IREN Ltd                                                                                                      | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   10770000 | PA      | $9328435.50     | 0.05%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                         | Quanta Services Inc                                                                                           | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      59234 | NS      | $43108728.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                 | Target Corp                                                                                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      96138 | NS      | $12473905.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Volato Group Inc                            | Volato Group Inc                                                                                              | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $5625.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                              | Cloudflare Inc                                                                                                | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $28802750.00    | 0.16%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Gartner Inc                                 | Gartner Inc                                                                                                   | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      42081 | NS      | $6248607.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos Inc                                                                                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     131672 | NS      | $22082711.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                    | Nova Ltd                                                                                                      | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |   10000000 | PA      | $17231200.00    | 0.10%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                 | Walmart Inc                                                                                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     948391 | NS      | $125121224.63   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TNL Mediagene                               | TNL Mediagene                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     625000 | NS      | $5750.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IREN LTD                                    | IREN Ltd                                                                                                      | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    4000000 | PA      | $14133680.00    | 0.08%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                          | Realty Income Corp                                                                                            | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   10000000 | PA      | $10399700.00    | 0.06%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                                                      | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10904600.00    | 0.06%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                    | Ionis Pharmaceuticals Inc                                                                                     | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   17238000 | PA      | $17968546.44    | 0.10%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                    | Snap Inc                                                                                                      | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11921390.00    | 0.07%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                            | Coca-Cola Co/The                                                                                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     617841 | NS      | $48661157.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                    | Broadridge Financial Solutions Inc                                                                            | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3495625.00     | 0.02%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Strategy Inc                                | Strategy Inc                                                                                                  | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |    -397503 | NS      | $-65766871.35   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                        | Ares Management Corp                                                                                          | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     975000 | NS      | $38259000.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridger Aerospace Group Holdings Inc        | Bridger Aerospace Group Holdings Inc                                                                          | CUSIP: 96812F110<br>LEI: N/A                  | N/A              | DE               |  | US        |      25000 | NS      | $9950.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                       | Envista Holdings Corp                                                                                         | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5003250.00     | 0.03%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Public Storage                              | Public Storage                                                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      31946 | NS      | $9662067.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Alchemy Investments Acquisition Corp 1      | Alchemy Investments Acquisition Corp 1                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      25000 | NS      | $2502.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DigiAsia Corp                               | DigiAsia Corp                                                                                                 | CUSIP: 000000000<br>LEI: 5493000AJ4C5DLO2PK42 | N/A              | DE               |  | KY        |     250000 | NS      | $25.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLIDION TECHNOLOGY INC                     | SOLIDION TECHNOLOGY INC                                                                                       | CUSIP: 834212110<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $22500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                    | Apollo Global Management Inc                                                                                  | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     849428 | NS      | $55832902.44    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                                               | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     900000 | NS      | $46827000.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| X3 Acquisition Corp Ltd                     | X3 Acquisition Corp Ltd                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     149843 | NS      | $1498430.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                    | Halozyme Therapeutics Inc                                                                                     | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   23190000 | PA      | $22877398.80    | 0.13%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                  | PACCAR Inc                                                                                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     151336 | NS      | $17978716.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                            | Exxon Mobil Corp                                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     752127 | NS      | $116075759.91   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                        | Bridgebio Pharma Inc                                                                                          | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5563600.00     | 0.03%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Acquisition Corp I            | Constellation Acquisition Corp I                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       6666 | NS      | $1199.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                | Semtech Corp                                                                                                  | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $6642350.00     | 0.04%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                              | Cloudflare Inc                                                                                                | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $29080000.00    | 0.16%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Black Hawk Acquisition Corp                 | Black Hawk Acquisition Corp                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       4918 | NS      | $6393.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ODDITY FINANCE LLC                          | Oddity Finance LLC                                                                                            | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7062000.00     | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                             | Sandisk Corp/DE                                                                                               | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22099 | NS      | $24231774.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Woods Acquisition Corp                  | Oak Woods Acquisition Corp                                                                                    | CUSIP: 67190B112<br>LEI: N/A                  | N/A              | DE               |  | KY        |      55000 | NS      | $880.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                                                        | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26527500.00    | 0.15%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CoreWeave Inc                               | CoreWeave Inc                                                                                                 | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Short            | EC               | CORP              | US        |    -387000 | NS      | $-43189200.00   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                   | Itron Inc                                                                                                     | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |    -280824 | NS      | $-23533051.20   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                               | Boeing Co/The                                                                                                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     220000 | NS      | $15884000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Energy Inc                          | Liberty Energy Inc                                                                                            | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Short            | EC               | CORP              | US        |    -285500 | NS      | $-9647045.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY LP                            | Ventas Realty LP                                                                                              | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   15000000 | PA      | $24012300.00    | 0.14%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nebius Group NV                             | Nebius Group NV                                                                                               | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Short            | EC               | CORP              | NL        |    -454500 | NS      | $-62825535.00   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Liminatus Pharma LLC                        | Liminatus Pharma LLC                                                                                          | CUSIP: 53271X116<br>LEI: N/A                  | N/A              | DE               |  | US        |       6250 | NS      | $377.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                      | Darden Restaurants Inc                                                                                        | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      50672 | NS      | $10162776.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| WisdomTree Inc                              | WisdomTree Inc                                                                                                | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |    -527572 | NS      | $-8968724.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                   | Five9 Inc                                                                                                     | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   22086000 | PA      | $19181249.28    | 0.11%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                    | IREN Ltd                                                                                                      | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   40000000 | PA      | $44012400.00    | 0.25%             | 2032-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Voyager Technologies Inc                    | Voyager Technologies Inc                                                                                      | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Short            | EC               | CORP              | US        |     -36382 | NS      | $-960848.62     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE                        | Check Point Software Technologies Ltd                                                                         | CUSIP: 162775AA8<br>LEI: 2549003ZVBH73EPNS513 | Long             | DBT              | CORP              | IL        |   20000000 | PA      | $18139400.00    | 0.10%             | 2030-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Palantir Technologies Inc                   | Palantir Technologies Inc                                                                                     | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     384986 | NS      | $53555402.46    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| INFRONEER Holdings Inc                      | INFRONEER Holdings Inc                                                                                        | CUSIP: 000000000<br>LEI: 353800G6TWA2W0MY9K16 | Short            | EC               | CORP              | JP        |   -1424500 | NS      | $-19394600.94   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| TXNM ENERGY INC                             | TXNM Energy Inc                                                                                               | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |   24919000 | PA      | $33673792.27    | 0.19%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alchemy Investments Acquisition Corp 1      | Alchemy Investments Acquisition Corp 1                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      68913 | NS      | $824888.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galata Acquisition Corp II                  | Galata Acquisition Corp II                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1005000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MKDWELL Tech Inc                            | MKDWELL Tech Inc                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |     140000 | NS      | $1806.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATADOG INC                                 | Datadog Inc                                                                                                   | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15039750.00    | 0.09%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Consolidated Edison Inc                     | Consolidated Edison Inc                                                                                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     105113 | NS      | $11719048.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iLearningEngines Holdings Inc               | iLearningEngines Holdings Inc                                                                                 | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               |  | US        |      50000 | NS      | $5.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scorpio Tankers Inc                         | Scorpio Tankers Inc                                                                                           | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Short            | EC               | CORP              | MH        |     -44839 | NS      | $-3646755.87    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                               | GameStop Corp                                                                                                 | CUSIP: 36467WAE9<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21510200.00    | 0.12%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                    | BMF7KD2 IBIDEN CO LTD                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $12932219.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tempus AI Inc                               | Tempus AI Inc                                                                                                 | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |    -107000 | NS      | $-5936360.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Lenovo Group Ltd                            | Lenovo Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Short            | EC               | CORP              | HK        |   -5383000 | NS      | $-8027250.56    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                 | Crown PropTech Acquisitions                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     133333 | NS      | $13.33          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bitcoin Depot Inc                           | Bitcoin Depot Inc                                                                                             | CUSIP: 09174P113<br>LEI: N/A                  | N/A              | DE               |  | US        |    1000000 | NS      | $31000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                       | Lumentum Holdings Inc                                                                                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |    -159055 | NS      | $-143518507.60  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd                              | Kobe Steel Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Short            | EC               | CORP              | JP        |    -716100 | NS      | $-8812025.49    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                      | Stellar V Capital Corp                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     600000 | NS      | $6417000.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                                                                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     240474 | NS      | $37694299.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                | Terawulf Inc                                                                                                  | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    8123000 | PA      | $15681776.42    | 0.09%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| SEMILUX INTL LTD.                           | SEMILUX INTL LTD.                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     350000 | NS      | $35.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                    | UGI Corp                                                                                                      | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Short            | EC               | CORP              | US        |    -538700 | NS      | $-19441683.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                   | Itron Inc                                                                                                     | CUSIP: 465741AR7<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   32500000 | PA      | $30544150.00    | 0.17%             | 2032-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                       | Monster Beverage Corp                                                                                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     179284 | NS      | $13817417.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                      | Berkshire Hathaway Inc                                                                                        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     257056 | NS      | $121741721.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GCT Semiconductor Holding Inc               | GCT Semiconductor Holding Inc                                                                                 | CUSIP: 36170N115<br>LEI: N/A                  | N/A              | DE               |  | US        |     225000 | NS      | $38227.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                | DoorDash Inc                                                                                                  | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      55013 | NS      | $9277942.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| D Boral Acquisition I Corp                  | D Boral Acquisition I Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     175000 | NS      | $1764875.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                    | PARK24 COMPANY                                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $406560.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAK ACQUISITION CORP                        | MAK ACQUISITION CORP                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      74250 | NS      | $663.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGY INC                                | Strategy Inc                                                                                                  | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $35630400.00    | 0.20%             | 2030-03-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                       | Euronet Worldwide Inc                                                                                         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Short            | EC               | CORP              | US        |     -55846 | NS      | $-4042133.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEBIUS GROUP NV                             | Nebius Group NV                                                                                               | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   20000000 | PA      | $22072800.00    | 0.13%             | 2033-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                    | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    5996000 | PA      | $6666652.60     | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Alussa Energy Acquisition Corp II           | Alussa Energy Acquisition Corp II                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     300000 | NS      | $3039000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                                                                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     797914 | NS      | $74692729.54    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                    | VSE Corp                                                                                                      | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Short            | EC               | CORP              | US        |     -31000 | NS      | $-5322080.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                         | Coinbase Global Inc                                                                                           | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $36453200.00    | 0.21%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                      | Intuitive Surgical Inc                                                                                        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      80881 | NS      | $37011954.41    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Space Asset Acquisition Corp                | Space Asset Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     147999 | NS      | $1540669.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                         | Xerox Holdings Corp                                                                                           | CUSIP: 98421M114<br>LEI: 5493000Y33XDVO2CXC18 | N/A              | DE               |  | US        |     313928 | NS      | $57888.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Canna-Global Acquisition Corp               | Canna-Global Acquisition Corp                                                                                 | CUSIP: 13767K119<br>LEI: N/A                  | N/A              | DE               |  | US        |     400000 | NS      | $40.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS Inc                                     | MKS Inc                                                                                                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |     -90100 | NS      | $-25565875.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                              | Albemarle Corp                                                                                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |    -228600 | NS      | $-44965620.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| BlueRiver Acquisition Corp                  | BlueRiver Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      33333 | NS      | $6.67           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                                                      | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $36620160.00    | 0.21%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CoinShares PLC                              | CoinShares PLC                                                                                                | CUSIP: 000000000<br>LEI: 213800XIX1ZHW9SWFW27 | N/A              | DE               |  | JE        |     462500 | NS      | $541125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                | Xylem Inc/NY                                                                                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      79580 | NS      | $9403172.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinstripes Holdings Inc                     | Pinstripes Holdings Inc                                                                                       | CUSIP: 06690B115<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $1500.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                              | Mastercard Inc                                                                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     162003 | NS      | $81474548.76    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Holdco Nuvo Group DG Ltd                    | Holdco Nuvo Group DG Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |     750000 | NS      | $375.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                            | FirstEnergy Corp                                                                                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |    -540000 | NS      | $-25660800.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Calamos Short-Term Bond Fund                | Calamos Short-Term Bond Fund                                                                                  | CUSIP: 128120433<br>LEI: 5493004AI6JEYG0WCK93 | Long             | EC               | RF                | US        |   35117150 | NS      | $335368780.86   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ITHAX Acquisition Corp III                  | ITHAX Acquisition Corp III                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24573 | NS      | $245730.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                    | AT&T Inc                                                                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     967269 | NS      | $25274738.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                     | Long: 528711472 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: 528711472 TRS USD P E 528711472 PAY EQUITY        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    5616000 | OU      | $-973050.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                       | Southwest Airlines Co                                                                                         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     318032 | NS      | $12059773.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                | Broadcom Inc                                                                                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     802181 | NS      | $334854414.83   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                   | Amgen Inc                                                                                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      69469 | NS      | $24053641.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                        | Bank of America Corp                                                                                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    1572690 | NS      | $84076007.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolt Projects Holdings Inc                  | Bolt Projects Holdings Inc                                                                                    | CUSIP: 09769B115<br>LEI: 529900719EM9SKYHM006 | N/A              | DE               |  | US        |     126666 | NS      | $962.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                         | Advanced Energy Industries Inc                                                                                | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $28517400.00    | 0.16%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                  | Zoetis Inc                                                                                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |     -97336 | NS      | $-11190719.92   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                  | Stride Inc                                                                                                    | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   25833000 | PA      | $48870094.41    | 0.28%             | 2027-09-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BOX INC                                     | Box Inc                                                                                                       | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   11951000 | PA      | $11263817.50    | 0.06%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd          | Norwegian Cruise Line Holdings Ltd                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     393795 | NS      | $7159193.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Hawk Acquisition Corp                 | Black Hawk Acquisition Corp                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24591 | NS      | $290173.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas Inc                      | Northern Oil & Gas Inc                                                                                        | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Short            | EC               | CORP              | US        |    -126368 | NS      | $-3432154.88    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Zeo Energy Corp                             | Zeo Energy Corp                                                                                               | CUSIP: 98944F117<br>LEI: N/A                  | N/A              | DE               |  | US        |      87500 | NS      | $4593.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                        | Federal Realty OP LP                                                                                          | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   11000000 | PA      | $11498740.00    | 0.07%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spree Acquisition Corp 1 Ltd                | Spree Acquisition Corp 1 Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $7175.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                                                                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     473011 | NS      | $180515187.93   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                  | US Bancorp                                                                                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     145195 | NS      | $8226748.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BMCX107 ANA HOLDINGS INC                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $1907569.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Highview Merger Corp                        | Highview Merger Corp                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      98585 | NS      | $1014439.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mak Acquisition Corp                        | Mak Acquisition Corp                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     980100 | NS      | $9712791.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                               | Synaptics Inc                                                                                                 | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $8627010.00     | 0.05%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Five9 Inc                                   | Five9 Inc                                                                                                     | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |     -21000 | NS      | $-361200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BP2RD15 DAIWA HOUSE INDUSTRY                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         50 | NC      | $508486.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPWORK INC                                  | Upwork Inc                                                                                                    | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9851300.00     | 0.06%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Collective Acquisition Corp II              | Collective Acquisition Corp II                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     400000 | NS      | $3980000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HIMS & HERS HEALTH                          | Hims & Hers Health Inc                                                                                        | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |   14589000 | PA      | $12125647.35    | 0.07%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Drive Acquisition Co               | American Drive Acquisition Co                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     197792 | NS      | $1982864.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terawulf Inc                                | Terawulf Inc                                                                                                  | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |    -976000 | NS      | $-21208480.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                          | Home Depot Inc/The                                                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     191638 | NS      | $63010574.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BEYOND MEAT INC                             | Beyond Meat Inc                                                                                               | CUSIP: 08862EAD1<br>LEI: 549300XQ946NCE51DR09 | Long             | DBT              | CORP              | US        |    6472000 | PA      | $5501005.84     | 0.03%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                              | Compass Inc                                                                                                   | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   12467000 | PA      | $11017337.24    | 0.06%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| VERTEX INC                                  | Vertex Inc                                                                                                    | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4442750.00     | 0.03%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                    | Lyft Inc                                                                                                      | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6291240.00     | 0.04%             | 2029-03-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Jackson Acquisition Co II                   | Jackson Acquisition Co II                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     500000 | NS      | $5340000.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                             | CMS Energy Corp                                                                                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |    -197000 | NS      | $-15117780.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                  | Intel Corp                                                                                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     705017 | NS      | $66610006.16    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BPJN480 KANSAI PAINT                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        130 | NC      | $1306787.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                               | Wolfspeed Inc                                                                                                 | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    4088481 | PA      | $3342455.87     | 0.02%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kansai Paint Co Ltd                         | Kansai Paint Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Short            | EC               | CORP              | JP        |    -233000 | NS      | $-3486330.68    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                        | Labcorp Holdings Inc                                                                                          | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43515 | NS      | $11174652.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| White Pearl Acquisition Corp                | White Pearl Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     140000 | NS      | $1426600.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                       | Camden Property Trust                                                                                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      93807 | NS      | $9851611.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Plum Acquisition Corp III                   | Plum Acquisition Corp III                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $50000.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daedalus Special Acquisition Corp           | Daedalus Special Acquisition Corp                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      98317 | NS      | $993984.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lafayette Digital Acquisition Corp I        | Lafayette Digital Acquisition Corp I                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     248000 | NS      | $2413040.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                       | Lumentum Holdings Inc                                                                                         | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      53000 | PA      | $685705.52      | 0.00%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc/The                  | Cheesecake Factory Inc/The                                                                                    | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |     -77100 | NS      | $-4847277.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                          | NextEra Energy Inc                                                                                            | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     500000 | NS      | $29520000.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                               | Boeing Co/The                                                                                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |     -64149 | NS      | $-14692045.47   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LTD                          | Trip.com Group Ltd                                                                                            | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   25000000 | PA      | $26883500.00    | 0.15%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| flyExclusive Inc                            | flyExclusive Inc                                                                                              | CUSIP: 343928115<br>LEI: N/A                  | N/A              | DE               |  | US        |      75000 | NS      | $18375.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Innventure Inc                              | Innventure Inc                                                                                                | CUSIP: 45784M116<br>LEI: N/A                  | N/A              | DE               |  | US        |     412500 | NS      | $825000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                         | Alliant Energy Corp                                                                                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |    -109827 | NS      | $-8064596.61    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Athena Technology Acquisition Corp II       | Athena Technology Acquisition Corp II                                                                         | CUSIP: 04687C113<br>LEI: 5493008CK2CE7TGDP465 | N/A              | DE               |  | US        |     250000 | NS      | $17500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                         | Coinbase Global Inc                                                                                           | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   21205000 | PA      | $17925858.80    | 0.10%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                  | Weibo Corp                                                                                                    | CUSIP: 948596AJ0<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    4000000 | PA      | $4269680.00     | 0.02%             | 2030-12-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                              | LivePerson Inc                                                                                                | CUSIP: 538146AJ0<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |    6200329 | PA      | $3968210.56     | 0.02%             | 2029-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                     | Akamai Technologies Inc                                                                                       | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   28500000 | PA      | $31712805.00    | 0.18%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Syntec Optics Holdings Inc                  | Syntec Optics Holdings Inc                                                                                    | CUSIP: 87169M113<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $357500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AleAnna Inc                                 | AleAnna Inc                                                                                                   | CUSIP: 01444V111<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $95000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                         | Abbott Laboratories                                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     247058 | NS      | $22430395.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                   | PG&E Corp                                                                                                     | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     571201 | NS      | $24024714.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                       | Lumentum Holdings Inc                                                                                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      11805 | NS      | $10651887.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                | Veralto Corp                                                                                                  | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      47833 | NS      | $4218870.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                       | Blue Acquisition Corp                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     123189 | NS      | $1315042.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                               | Ford Motor Co                                                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     736985 | NS      | $8902778.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                      | Pacira BioSciences Inc                                                                                        | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6558825.00     | 0.04%             | 2029-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNT                    | Cracker Barrel Old Country Store Inc                                                                          | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5662930.00     | 0.03%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Content Checked Holdings Inc                | Content Checked Holdings Inc                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     100000 | NS      | $15130.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BSSH332 NIPPON STEEL CORP                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        100 | NC      | $1065395.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                       | ON Semiconductor Corp                                                                                         | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $60887500.00    | 0.35%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                    | Granite Construction Inc                                                                                      | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $20939030.00    | 0.12%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                  | Kenvue Inc                                                                                                    | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    3351000 | NS      | $58743030.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUS AI INC                               | TEMPUS AI INC                                                                                                 | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   14219000 | PA      | $14832692.04    | 0.08%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Energy Vault Holdings Inc                   | Energy Vault Holdings Inc                                                                                     | CUSIP: 29280W109<br>LEI: 254900VMTXIU80WPJR14 | Short            | EC               | CORP              | US        |    -691505 | NS      | $-3187838.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co               | Hewlett Packard Enterprise Co                                                                                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |   -2614789 | NS      | $-75227479.53   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                         | Arista Networks Inc                                                                                           | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     165451 | NS      | $28575042.21    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | WOLFSPEED INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -592 | NC      | $-569800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $42914200.00    | 0.24%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| BrightSpring Health Services Inc            | BrightSpring Health Services Inc                                                                              | CUSIP: 10950A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -981990 | NS      | $-47106060.30   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                       | Integer Holdings Corp                                                                                         | CUSIP: 45826HAD1<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |   13276000 | PA      | $12843600.68    | 0.07%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Golar LNG Ltd                               | Golar LNG Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Short            | EC               | CORP              | BM        |     -58000 | NS      | $-3189420.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Keen Vision Acquisition Corp                | Keen Vision Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     100000 | NS      | $1238000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc              | GE HealthCare Technologies Inc                                                                                | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      61323 | NS      | $3730891.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                            | ANA Holdings Inc                                                                                              | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Short            | EC               | CORP              | JP        |    -198100 | NS      | $-3291860.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                    | Super Micro Computer Inc                                                                                      | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |    -492200 | NS      | $-13486280.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                    | CSX Corp                                                                                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     722651 | NS      | $32830034.93    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | AST SPACEMOBILE INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -800 | NC      | $-2130000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                             | Lucid Group Inc                                                                                               | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $27081450.00    | 0.15%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Revolution Medicines Inc                    | Revolution Medicines Inc                                                                                      | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Short            | EC               | CORP              | US        |     -21000 | NS      | $-3026520.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                       | Alibaba Group Holding Ltd                                                                                     | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |  175000000 | PA      | $252526750.00   | 1.43%             | 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        |     -73500 | NS      | $-5011230.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                           | Kinder Morgan Inc                                                                                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     491384 | NS      | $16151792.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                              | Cleanspark Inc                                                                                                | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |    -273400 | NS      | $-3425702.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                 | Nutanix Inc                                                                                                   | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   45903000 | PA      | $42334959.81    | 0.24%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                 | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     103431 | NS      | $95546454.87    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NEBIUS GROUP NV                             | Nebius Group NV                                                                                               | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   40048000 | PA      | $50844540.32    | 0.29%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nogin Inc                                   | Nogin Inc                                                                                                     | CUSIP: 65528N113<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $20.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                 | Datadog Inc                                                                                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |     -35300 | NS      | $-4666307.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                        | Freeport-McMoRan Inc                                                                                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     444931 | NS      | $25708113.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                                                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     219131 | NS      | $19351458.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                  | Dexcom Inc                                                                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |     -35257 | NS      | $-2099554.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Everest Consolidator Acquisition Corp       | Everest Consolidator Acquisition Corp                                                                         | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DE               |  | US        |     625000 | NS      | $12562.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                  | Sysco Corp                                                                                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     155361 | NS      | $11607020.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                        | BWX Technologies Inc                                                                                          | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |     -64300 | NS      | $-13913877.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                 | Starwood Property Trust Inc                                                                                   | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Short            | EC               |  | US        |     -45000 | NS      | $-826200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DAVE INC                                    | Dave Inc                                                                                                      | CUSIP: 23834JAA0<br>LEI: 25490061SUVXCW51RZ82 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $5889810.00     | 0.03%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36657600.00    | 0.21%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Investcorp Europe Acquisition Corp I        | Investcorp Europe Acquisition Corp I                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     750000 | NS      | $15900.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muzero Acquisition Corp                     | Muzero Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     103525 | NS      | $1036802.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                     | Sherwin-Williams Co/The                                                                                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      42023 | NS      | $13515017.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                  | Dexcom Inc                                                                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      97019 | NS      | $5777481.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BP2RD15 DAIWA HOUSE CO                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        340 | NC      | $3256771.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                 | James Hardie Industries PLC                                                                                   | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     993270 | NS      | $20848737.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                 | Wayfair Inc                                                                                                   | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   49675000 | PA      | $76335572.50    | 0.43%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                                                             | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16768800.00    | 0.10%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                | NiSource Inc                                                                                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     212955 | NS      | $10281467.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                            | FirstEnergy Corp                                                                                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     173992 | NS      | $8268099.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| General Electric Co                         | General Electric Co                                                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     183970 | NS      | $53338422.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusemachines Inc                            | Fusemachines Inc                                                                                              | CUSIP: 36118R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      75000 | NS      | $128250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                       | Commvault Systems Inc                                                                                         | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22131000.00    | 0.13%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                  | Deere & Co                                                                                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      49650 | NS      | $29287045.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                         | Coinbase Global Inc                                                                                           | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   45468000 | PA      | $43928453.52    | 0.25%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| BILL HOLDINGS INC                           | BILL Holdings Inc                                                                                             | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   33444000 | PA      | $29762484.48    | 0.17%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                   | DigitalOcean Holdings Inc                                                                                     | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |    -171700 | NS      | $-16557031.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                          | Analog Devices Inc                                                                                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     100505 | NS      | $40429141.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                     | Charles Schwab Corp/The                                                                                       | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     334174 | NS      | $30623705.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                 | MetLife Inc                                                                                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     143464 | NS      | $11491466.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                     | Illinois Tool Works Inc                                                                                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      60762 | NS      | $15677203.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                      | Vishay Intertechnology Inc                                                                                    | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $12186000.00    | 0.07%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                   | Aflac Inc                                                                                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     122136 | NS      | $13883199.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Weibo Corp                                  | Weibo Corp                                                                                                    | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Short            | EC               | CORP              | KY        |    -243948 | NS      | $-2051602.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Abony Acquisition Corp I                    | Abony Acquisition Corp I                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     213890 | NS      | $2133552.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beneficient                                 | Beneficient                                                                                                   | CUSIP: 08178Q119<br>LEI: N/A                  | N/A              | DE               |  | US        |     187500 | NS      | $2043.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                            | Duke Energy Corp                                                                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     171685 | NS      | $22241791.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southland Holdings Inc                      | Southland Holdings Inc                                                                                        | CUSIP: 84445C118<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $20025.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubicon Technologies Inc                    | Rubicon Technologies Inc                                                                                      | CUSIP: 78112J117<br>LEI: 549300Z83KRGYFXWCC61 | N/A              | DE               |  | US        |     350000 | NS      | $35.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Integrated Wellness Acquisition Corp        | Integrated Wellness Acquisition Corp                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     154135 | NS      | $6319.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     371624 | NS      | $227400441.84   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                  | Pfizer Inc                                                                                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    1770668 | NS      | $47276835.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                             | Ross Stores Inc                                                                                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      87501 | NS      | $19931852.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                        | Boston Properties LP                                                                                          | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   10000000 | PA      | $9341000.00     | 0.05%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC.                              | PagerDuty Inc                                                                                                 | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |   17466000 | PA      | $15930913.26    | 0.09%             | 2028-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                     | Lululemon Athletica Inc                                                                                       | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      35213 | NS      | $4848830.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                  | Fluor Corp                                                                                                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | EC               | CORP              | US        |    -205733 | NS      | $-10975855.55   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                  | Verizon Communications Inc                                                                                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     738139 | NS      | $35452816.17    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC.                                | Zscaler Inc                                                                                                   | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22742500.00    | 0.13%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                 | Oracle Corp                                                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     316688 | NS      | $51110276.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MKDWELL Tech Inc                            | MKDWELL Tech Inc                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |        778 | NS      | $5430.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUOR CORP                                  | Fluor Corp                                                                                                    | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $16799000.00    | 0.10%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RAMACO RESOURCES INC                        | Ramaco Resources Inc                                                                                          | CUSIP: 75134PAB1<br>LEI: 5493001BYUI4TCQOPF70 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $11611650.00    | 0.07%             | 2031-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                    | RTX Corp                                                                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     344218 | NS      | $60606375.23    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                | Strategy Inc                                                                                                  | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     200000 | NS      | $15648000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Zapata Quantum Inc                          | Zapata Quantum Inc                                                                                            | CUSIP: 98906V118<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $1100.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                   | Edwards Lifesciences Corp                                                                                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     162372 | NS      | $13558062.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                  | OmniAb Inc                                                                                                    | CUSIP: 68218J111<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $19010.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy Inc                                    | Etsy Inc                                                                                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |    -164559 | NS      | $-10587726.06   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| FutureTech II Acquisition Corp              | FutureTech II Acquisition Corp                                                                                | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DE               |  | US        |     500000 | NS      | $300.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spartacus Acquisition Corp II               | Spartacus Acquisition Corp II                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     110000 | NS      | $1116500.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                      | AST SPACEMOBILE INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -2395 | NC      | $-11274462.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Aura FAT Projects Acquisition Corp          | Aura FAT Projects Acquisition Corp                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $14400.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ETSY INC                                    | Etsy Inc                                                                                                      | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16297050.00    | 0.09%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Mountain & Co I Acquisition Corp            | Mountain & Co I Acquisition Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     675350 | NS      | $675.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                                                        | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $29910500.00    | 0.17%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                         | Avery Dennison Corp                                                                                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      46581 | NS      | $7636023.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                               | Synaptics Inc                                                                                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Short            | EC               | CORP              | US        |     -54572 | NS      | $-5107393.48    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                               | Boeing Co/The                                                                                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     127931 | NS      | $29300036.93    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                | Autodesk Inc                                                                                                  | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      43264 | NS      | $10253568.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                    | Crowdstrike Holdings Inc                                                                                      | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      55483 | NS      | $24731547.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                      | CenterPoint Energy Inc                                                                                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |    -963957 | NS      | $-42076723.05   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Lanvin Group Holdings Ltd                   | Lanvin Group Holdings Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      35000 | NS      | $505.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                              | GE Vernova Inc                                                                                                | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      45993 | NS      | $49831575.78    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                              | Blackstone Inc                                                                                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      93682 | NS      | $11764585.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prenetics Global Ltd                        | Prenetics Global Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     200000 | NS      | $3000.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BR86Z25 INFRONEER HOLDINGS                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        300 | NC      | $9664420.43     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                           | Allstate Corp/The                                                                                             | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      95286 | NS      | $20701836.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| InFinT Acquisition Corp                     | InFinT Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     438223 | NS      | $3549.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp                              | Solventum Corp                                                                                                | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      17893 | NS      | $1205272.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                            | Haemonetics Corp                                                                                              | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9677700.00     | 0.05%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                    | Etsy Inc                                                                                                      | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $45387500.00    | 0.26%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WORLD KINECT GROUP                          | World Kinect Corp                                                                                             | CUSIP: 98149GAB6<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6894600.00     | 0.04%             | 2028-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Era Energy & Digital Inc                | New Era Energy & Digital Inc                                                                                  | CUSIP: 64428N117<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $405000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA FINANCE LLC                            | BofA Finance LLC                                                                                              | CUSIP: 09709UV70<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |   37500000 | PA      | $42229125.00    | 0.24%             | 2027-05-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Aldabra 4 Liquidity Opportunity Vehicle Inc | Aldabra 4 Liquidity Opportunity Vehicle Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1003000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Classover Holdings Inc                      | Classover Holdings Inc                                                                                        | CUSIP: 182744110<br>LEI: N/A                  | N/A              | DE               |  | US        |     750000 | NS      | $11250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                     | Mirion Technologies Inc                                                                                       | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4512640.00     | 0.03%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Securities LLC                     | Long: 510895592 TRS USD R V 01MOBFR REC VAR OBFR-100 BPS / Short: 510895592 TRS USD P E 510895592 PAY EQUITY  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |    6415695 | OU      | $750750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                               | CoreWeave Inc                                                                                                 | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $39057900.00    | 0.22%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Airship AI Holdings Inc                     | Airship AI Holdings Inc                                                                                       | CUSIP: 008940116<br>LEI: N/A                  | N/A              | DE               |  | US        |     250000 | NS      | $150000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                    | Halozyme Therapeutics Inc                                                                                     | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   10816000 | PA      | $13807705.60    | 0.08%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -5200 | NC      | $-190944000.00  | -1.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc              | Advanced Energy Industries Inc                                                                                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |     -71172 | NS      | $-27323642.52   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc                            | JFE Holdings Inc                                                                                              | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Short            | EC               | CORP              | JP        |    -128100 | NS      | $-1403286.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vine Hill Capital Investment Corp II        | Vine Hill Capital Investment Corp II                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     197241 | NS      | $1976354.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                         | Carrier Global Corp                                                                                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     275707 | NS      | $18519239.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                   | Hertz Global Holdings Inc                                                                                     | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Short            | EC               | CORP              | US        |    -155581 | NS      | $-989495.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                      | Skyworks Solutions Inc                                                                                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      97284 | NS      | $6826418.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JOBY AVIATION INC                           | Joby Aviation Inc                                                                                             | CUSIP: 47775AAA9<br>LEI: 254900NMVFUM8FO88E56 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6876225.00     | 0.04%             | 2032-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                              | Hertz Corp/The                                                                                                | CUSIP: 428040DG1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9494540.00     | 0.05%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                      | Palo Alto Networks Inc                                                                                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     154523 | NS      | $27709064.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                | KKR & Co Inc                                                                                                  | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |    -398000 | NS      | $-41527320.00   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Globa Terra Acquisition Corp                | Globa Terra Acquisition Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      49377 | NS      | $512533.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                              | Starbucks Corp                                                                                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     212514 | NS      | $22384099.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                         | TE Connectivity PLC                                                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      62447 | NS      | $13217532.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent Inc                              | CyberAgent Inc                                                                                                | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Short            | EC               | CORP              | JP        |    -562000 | NS      | $-4481856.22    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                         | Emerson Electric Co                                                                                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     193778 | NS      | $27214182.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS                    | Indivior Pharmaceuticals Inc                                                                                  | CUSIP: 45579UAA7<br>LEI: 254900MKFFZZSS7N1I14 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4571560.00     | 0.03%             | 2031-03-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                            | InterDigital Inc                                                                                              | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $38398500.00    | 0.22%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nikkon Holdings Co Ltd                      | Nikkon Holdings Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Short            | EC               | CORP              | JP        |    -483400 | NS      | $-15694945.55   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                              | Rheinmetall AG                                                                                                | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Short            | EC               | CORP              | DE        |     -27502 | NS      | $-43762124.21   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP                                    | VSE Corp                                                                                                      | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EP               | CORP              | US        |     158887 | NS      | $7343757.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEANSPARK INC                              | Cleanspark Inc                                                                                                | CUSIP: 18452BAD2<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6740475.00     | 0.04%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                             | Rivian Automotive Inc                                                                                         | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   62000000 | PA      | $64396920.00    | 0.36%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCM IV Acquisition Corp                     | HCM IV Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     148010 | NS      | $1488980.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                        | WEC Energy Group Inc                                                                                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |    -664800 | NS      | $-78406512.00   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                          | NextEra Energy Inc                                                                                            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |   -1283650 | NS      | $-125643662.00  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co                  | Chenghe Acquisition III Co                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1045500.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                       | Pinnacle West Capital Corp                                                                                    | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $23358000.00    | 0.13%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WISDOMTREE INC                              | WisdomTree Inc                                                                                                | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4743080.00     | 0.03%             | 2030-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                             | PPL Corp                                                                                                      | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |     550000 | NS      | $27742000.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS ENERGY SOLUTIONS                      | Atlas Energy Solutions Inc                                                                                    | CUSIP: 642045AA6<br>LEI: 254900IYAISQ4C8AVO27 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $12523950.00    | 0.07%             | 2031-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                          | Liberty Energy Inc                                                                                            | CUSIP: 53115LAC8<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11280800.00    | 0.06%             | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                       | Qnity Electronics Inc                                                                                         | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      73109 | NS      | $10283511.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                                              | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   65208000 | PA      | $65389930.32    | 0.37%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| NIO Inc                                     | NIO Inc                                                                                                       | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Short            | EC               | CORP              | KY        |   -1766400 | NS      | $-11287296.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                 | Datadog Inc                                                                                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      72325 | NS      | $9560641.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                                | Innoviva Inc                                                                                                  | CUSIP: 45781MAD3<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10828800.00    | 0.06%             | 2028-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                    | Tandem Diabetes Care Inc                                                                                      | CUSIP: 875372AE4<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    5195000 | PA      | $4614562.65     | 0.03%             | 2032-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                         | Xerox Holdings Corp                                                                                           | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Short            | EC               | CORP              | US        |     -62000 | NS      | $-139500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc           | Clearwater Analytics Holdings Inc                                                                             | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1334967 | NS      | $32306201.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                        | Bridgebio Pharma Inc                                                                                          | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7412325.00     | 0.04%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The            | Bank of New York Mellon Corp/The                                                                              | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     177817 | NS      | $23893270.29    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                     | PTC Inc                                                                                                       | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      62380 | NS      | $8502394.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Silverbox Corp IV                           | Silverbox Corp IV                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     500000 | NS      | $5370000.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley                                                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     242197 | NS      | $46160326.23    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                               | Carnival Corp                                                                                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     572793 | NS      | $15184742.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                      | Ormat Technologies Inc                                                                                        | CUSIP: 686688AD4<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7412720.00     | 0.04%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| STILLWATER MINING CO                        | Stillwater Mining Co                                                                                          | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $23048300.00    | 0.13%             | 2028-11-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ibiden Co Ltd                               | Ibiden Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Short            | EC               | CORP              | JP        |    -222700 | NS      | $-19175344.13   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                           | Bloom Energy Corp                                                                                             | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $165182270.00   | 0.94%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Beyond Meat Inc                             | Beyond Meat Inc                                                                                               | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |    3400000 | NS      | $3345940.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Caterpillar Inc                             | Caterpillar Inc                                                                                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      95505 | NS      | $85009955.55    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1500 | NC      | $-3750.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                      | Pacira BioSciences Inc                                                                                        | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -87198 | NS      | $-2222677.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                           | Silverbox Corp IV                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     166666 | NS      | $21199.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                    | Long: 504688593 TRS USD R V 01MFEDL REC VAR FEDL01-75 BPS / Short: 504688593 TRS USD P E 504688593 PAY EQUITY | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    3424730 | OU      | $-471742.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGY INC                                | Strategy Inc                                                                                                  | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   42500000 | PA      | $51681275.00    | 0.29%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Colombier Acquisition Corp III              | Colombier Acquisition Corp III                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     197352 | NS      | $2003122.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                       | Uber Technologies Inc                                                                                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |    -261400 | NS      | $-19503054.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                | QUALCOMM Inc                                                                                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     207450 | NS      | $37253871.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                             | Shake Shack Inc                                                                                               | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   10245000 | PA      | $10070015.40    | 0.06%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.               | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-37013.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Idea Acquisition Corp                       | Idea Acquisition Corp                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     900000 | NS      | $8964000.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                  | Ventas Inc                                                                                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Short            | EC               |  | US        |    -274000 | NS      | $-24073640.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners V Inc                | Cantor Equity Partners V Inc                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       9819 | NS      | $100448.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                               | Wolfspeed Inc                                                                                                 | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     338411 | NS      | $9993276.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SharonAI Holdings Inc                       | SharonAI Holdings Inc                                                                                         | CUSIP: 778920116<br>LEI: N/A                  | N/A              | DE               |  | US        |     150000 | NS      | $8580.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Slam Corp                                   | Slam Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       7500 | NS      | $0.75           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc               | Arrowhead Pharmaceuticals Inc                                                                                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Short            | EC               | CORP              | US        |    -117000 | NS      | $-8597160.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                            | FirstEnergy Corp                                                                                              | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $61101150.00    | 0.35%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                                                   | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |    1882732 | NS      | $91632566.44    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC                               | Bandwidth Inc                                                                                                 | CUSIP: 05988JAD5<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2277800.00     | 0.01%             | 2028-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Groupon Inc                                 | Groupon Inc                                                                                                   | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |     -30000 | NS      | $-426300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY FUELS INC                            | Energy Fuels Inc/Canada                                                                                       | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $13251900.00    | 0.08%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                       | ON Semiconductor Corp                                                                                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     106728 | NS      | $10759249.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                   | Alibaba Group Holding Ltd                                                                                     | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |   -1422000 | NS      | $-187533360.00  | -1.06%            |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                   | IMAX Corp                                                                                                     | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Short            | EC               | CORP              | CA        |    -120500 | NS      | $-4581410.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                    | UGI Corp                                                                                                      | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $28100000.00    | 0.16%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial Inc                    | Ameriprise Financial Inc                                                                                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      47746 | NS      | $22669323.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Psyence Biomedical Ltd                      | Psyence Biomedical Ltd                                                                                        | CUSIP: 74449F118<br>LEI: N/A                  | N/A              | DE               |  | CA        |     500000 | NS      | $14900.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                          | HCA Healthcare Inc                                                                                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      48373 | NS      | $21015649.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd                                    | IREN Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |    -870400 | NS      | $-39611904.00   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                             | Lucid Group Inc                                                                                               | CUSIP: 549498AE3<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $8562600.00     | 0.05%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ESC CB CHESAPEAKE ENER                      | ESC CB CHESAPEAKE ENER                                                                                        | CUSIP: 165ESCAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $1500.00        | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                         | Otis Worldwide Corp                                                                                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      64127 | NS      | $4994210.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare AI Acquisition Corp              | Healthcare AI Acquisition Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $5600.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                | AES Corp                                                                                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    3444450 | NS      | $49772302.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| ALNYLAM PHARMACEUTICALS                     | Alnylam Pharmaceuticals Inc                                                                                   | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   12401000 | PA      | $11488534.42    | 0.07%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                       | Northrop Grumman Corp                                                                                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      34609 | NS      | $20055223.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer Park Opportunities Corp              | Mercer Park Opportunities Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     850000 | NS      | $17000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                 | Bruker Corp                                                                                                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Short            | EC               | CORP              | US        |    -695340 | NS      | $-25525931.40   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                         | Electronic Arts Inc                                                                                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     286928 | NS      | $58065619.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                               | McKesson Corp                                                                                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      30485 | NS      | $24851372.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                    | Snap Inc                                                                                                      | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    8952000 | PA      | $7573481.52     | 0.04%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                        | Upstart Holdings Inc                                                                                          | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   15060000 | PA      | $11345601.60    | 0.06%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                     | Long: 510895308 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: 510895308 TRS USD P E 510895308 PAY EQUITY        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |    1956693 | OU      | $63096.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indigo Acquisition Corp                     | Indigo Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     250000 | NS      | $2585000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                        | Verisk Analytics Inc                                                                                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      56567 | NS      | $10436045.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                  | Humana Inc                                                                                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      29340 | NS      | $6937149.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                                                      | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    1000000 | NS      | $78670000.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                | Strategy Inc                                                                                                  | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EP               | CORP              | US        |     -50000 | NS      | $-3842500.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                   | Keysight Technologies Inc                                                                                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      54931 | NS      | $19220906.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                               | Kroger Co/The                                                                                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     206784 | NS      | $14075786.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                    | Ligand Pharmaceuticals Inc                                                                                    | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $6719850.00     | 0.04%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                | United Airlines Holdings Inc                                                                                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     174930 | NS      | $15743700.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                | Semtech Corp                                                                                                  | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |     -37000 | NS      | $-3886850.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                      | Church & Dwight Co Inc                                                                                        | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      93118 | NS      | $9038033.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | S+P 500 INDEX                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       4000 | NC      | $10000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                | Synopsys Inc                                                                                                  | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      55668 | NS      | $26865376.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                       | Lantheus Holdings Inc                                                                                         | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |     -34580 | NS      | $-2926159.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                             | Southern Co/The                                                                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |    -587409 | NS      | $-56802450.30   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                     | Sphere Entertainment Co                                                                                       | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |    -288500 | NS      | $-41096825.00   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                                                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    2518341 | NS      | $683351830.35   | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHMID Group NV                             | SCHMID Group NV                                                                                               | CUSIP: 000000000<br>LEI: 3912009OFLCAJH7AHA53 | N/A              | DE               |  | NL        |     257038 | NS      | $398408.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Woods Acquisition Corp                  | Oak Woods Acquisition Corp                                                                                    | CUSIP: 67190B120<br>LEI: N/A                  | N/A              | DE               |  | KY        |      55000 | NS      | $8800.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp                  | Pyrophyte Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      50000 | NS      | $22000.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGY INC                                | Strategy Inc                                                                                                  | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   22500000 | PA      | $24945300.00    | 0.14%             | 2031-03-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                                               | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   65932000 | PA      | $67205806.24    | 0.38%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AERWINS Technologies Inc                    | AERWINS Technologies Inc                                                                                      | CUSIP: 00810J116<br>LEI: N/A                  | N/A              | DE               |  | US        |     285000 | NS      | $28.50          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                | Danaher Corp                                                                                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     143505 | NS      | $25680219.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                           | Bloom Energy Corp                                                                                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |    -744200 | NS      | $-210876512.00  | -1.20%            |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                | DoorDash Inc                                                                                                  | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |    -132000 | NS      | $-22261800.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                            | Haemonetics Corp                                                                                              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |     -36400 | NS      | $-2187276.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONA                    | CSG Systems International Inc                                                                                 | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |   29963000 | PA      | $36583924.11    | 0.21%             | 2028-09-15      | Fixed         | 3.88%                 | 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        |    -539930 | NS      | $-9815927.40    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                                                           | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   42416000 | PA      | $38138346.40    | 0.22%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IMAX CORP                                   | IMAX Corp                                                                                                     | CUSIP: 45245EAK5<br>LEI: 894500GS1ESLAPZCEI74 | Long             | DBT              | CORP              | CA        |    7500000 | PA      | $8400450.00     | 0.05%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc               | Regeneron Pharmaceuticals Inc                                                                                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      11793 | NS      | $8338358.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                     | Cboe Global Markets Inc                                                                                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      84667 | NS      | $25407720.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Tevogen Bio Holdings Inc                    | Tevogen Bio Holdings Inc                                                                                      | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               |  | US        |    1000000 | NS      | $34900.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                          | Liberty Energy Inc                                                                                            | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $15111000.00    | 0.09%             | 2031-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ProCap Acquisition Corp                     | ProCap Acquisition Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     128835 | NS      | $1316693.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REVOLUTION MEDICINES INC                    | Revolution Medicines Inc                                                                                      | CUSIP: 76155XAA8<br>LEI: 549300JU3X0LBCQ65892 | Long             | DBT              | CORP              | US        |    5458000 | PA      | $6044134.62     | 0.03%             | 2033-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lightwave Acquisition Corp                  | Lightwave Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     123208 | NS      | $1257953.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMILEDIRECTCLUB INC                         | SmileDirectClub Inc                                                                                           | CUSIP: 83192HAA4<br>LEI: 254900QFZEGKCURCJS93 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $2250.00        | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                     | Akamai Technologies Inc                                                                                       | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $72395700.00    | 0.41%             | 2029-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Spark I Acquisition Corp                    | Spark I Acquisition Corp                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      12384 | NS      | $2456.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                    | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15565800.00    | 0.09%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| World Kinect Corp                           | World Kinect Corp                                                                                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Short            | EC               | CORP              | US        |    -146467 | NS      | $-3950214.99    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                               | AppLovin Corp                                                                                                 | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      39163 | NS      | $17480405.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                 | Wayfair Inc                                                                                                   | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |   -1119854 | NS      | $-71592266.22   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc               | Automatic Data Processing Inc                                                                                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      95826 | NS      | $20309362.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc       | Mid-America Apartment Communities Inc                                                                         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      58011 | NS      | $7493860.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IX Acquisition Corp                         | IX Acquisition Corp                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     250000 | NS      | $12500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                    | Prudential Financial Inc                                                                                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      57132 | NS      | $5605220.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                    | Digital Realty Trust Inc                                                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      72985 | NS      | $14665605.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                    | BSWZGF5 NAGOYA RAILROAD                                                                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |         70 | NC      | $821455.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                    | BSVJZP1 ROHM COMPANY LTD                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        200 | NC      | $4853974.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PSQ Holdings Inc                            | PSQ Holdings Inc                                                                                              | CUSIP: 693691115<br>LEI: N/A                  | N/A              | DE               |  | US        |     200000 | NS      | $11380.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                        | Bridgebio Pharma Inc                                                                                          | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |     -86560 | NS      | $-6155281.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                | AutoZone Inc                                                                                                  | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5006700.00     | 0.03%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                      | Boston Beer Co Inc/The                                                                                        | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      65364 | NS      | $15493882.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                           | AeroVironment Inc                                                                                             | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |     -12000 | NS      | $-2340240.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                      | Guidewire Software Inc                                                                                        | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14730300.00    | 0.08%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Mirion Technologies Inc                     | Mirion Technologies Inc                                                                                       | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Short            | EC               | CORP              | US        |    -304700 | NS      | $-6017825.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Israel Acquisitions Corp                    | Israel Acquisitions Corp                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      27329 | NS      | $351450.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corner Growth Acquisition Corp 2            | Corner Growth Acquisition Corp 2                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      41666 | NS      | $1316.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc                                                                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     127732 | NS      | $24971606.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                         | Kimberly-Clark Corp                                                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      86268 | NS      | $8491359.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PITNEY BOWES INC                            | Pitney Bowes Inc                                                                                              | CUSIP: 724479AR1<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $9848720.00     | 0.06%             | 2030-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gores Holdings X Inc                        | Gores Holdings X Inc                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     700000 | NS      | $7420000.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrus Energy Corp                         | Centrus Energy Corp                                                                                           | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |     -51709 | NS      | $-10908530.64   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                         | Kimberly-Clark Corp                                                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |    -371748 | NS      | $-36591155.64   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                       | Travelers Cos Inc/The                                                                                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      63681 | NS      | $19431620.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II                    | CARTESIAN GROWTH CORP II                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     500000 | NS      | $67500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                               | Welltower Inc                                                                                                 | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               |  | US        |    -274900 | NS      | $-59746766.00   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                     | BXP Inc                                                                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               |  | US        |     -47998 | NS      | $-2805963.08    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                        | Ramaco Resources Inc                                                                                          | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      15000 | NS      | $222750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ESC CB AMYRIS INC                           | ESC CB AMYRIS INC                                                                                             | CUSIP: 032ESCAA3<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $64200.00       | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                             | Rivian Automotive Inc                                                                                         | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   45500000 | PA      | $52178490.00    | 0.30%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ALLIANT ENERGY CORP                         | Alliant Energy Corp                                                                                           | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16074900.00    | 0.09%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Clean Energy Special Situations Corp        | Clean Energy Special Situations Corp                                                                          | CUSIP: 85205U115<br>LEI: N/A                  | N/A              | DE               |  | US        |     300286 | NS      | $30.03          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQV Ventures Acquisition Corp II            | EQV Ventures Acquisition Corp II                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     196912 | NS      | $2019332.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO Inc                                     | QXO Inc                                                                                                       | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Short            | EC               | CORP              | US        |   -1204150 | NS      | $-24167290.50   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                              | Cloudflare Inc                                                                                                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |    -163303 | NS      | $-33472215.91   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                        | Las Vegas Sands Corp                                                                                          | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     164666 | NS      | $8992410.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                           | MARA Holdings Inc                                                                                             | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18281200.00    | 0.10%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Maywood Acquisition Corp 2                  | Maywood Acquisition Corp 2                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     275000 | NS      | $2770625.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                      | Jazz Investments I Ltd                                                                                        | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   32500000 | PA      | $48522825.00    | 0.27%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.               | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $462878.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV                    | BrightSpring Health Services Inc                                                                              | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     300000 | NS      | $47412000.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc                                                                                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     166150 | NS      | $27973014.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                        | BWX Technologies Inc                                                                                          | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   25902000 | PA      | $28127499.84    | 0.16%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                    | Rexford Industrial Realty LP                                                                                  | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    7500000 | PA      | $7423050.00     | 0.04%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| WISDOMTREE INC                              | WisdomTree Inc                                                                                                | CUSIP: 97717PAL8<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5575500.00     | 0.03%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                        | Chart Industries Inc                                                                                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      96775 | NS      | $20119522.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Acquisition Corp 1                 | Integral Acquisition Corp 1                                                                                   | CUSIP: 45827K119<br>LEI: N/A                  | N/A              | DE               |  | US        |     125000 | NS      | $1875.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                   | Ionis Pharmaceuticals Inc                                                                                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |    -326580 | NS      | $-24415120.80   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                              | Merck & Co Inc                                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     489358 | NS      | $53428106.44    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                 | Equinix Inc                                                                                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      12863 | NS      | $13928442.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $49754000.00    | 0.28%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc               | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |    -174913 | NS      | $-27625759.22   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                   | Healthpeak Properties Inc                                                                                     | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |     491784 | NS      | $7952147.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Colgate-Palmolive Co                        | Colgate-Palmolive Co                                                                                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     143575 | NS      | $12255562.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Leaf Acquisition Corp                  | Four Leaf Acquisition Corp                                                                                    | CUSIP: 35088F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     231000 | NS      | $2541000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                              | S&P Global Inc                                                                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      49592 | NS      | $21385558.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                       | Rivian Automotive Inc                                                                                         | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |   -3735800 | NS      | $-61267120.00   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                 | Workiva Inc                                                                                                   | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   17862000 | PA      | $16633987.50    | 0.09%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SunPower Inc                                | SunPower Inc                                                                                                  | CUSIP: 20460L112<br>LEI: N/A                  | N/A              | DE               |  | US        |      42500 | NS      | $10625.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blaize Holdings Inc                         | Blaize Holdings Inc                                                                                           | CUSIP: 092915115<br>LEI: N/A                  | N/A              | DE               |  | US        |    1000000 | NS      | $450000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoomcar Holdings Inc                        | Zoomcar Holdings Inc                                                                                          | CUSIP: 45784G119<br>LEI: 549300U6QXNGB66F1K14 | N/A              | DE               |  | US        |     200000 | NS      | $1360.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                           | MP Materials Corp                                                                                             | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $31815300.00    | 0.18%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                     | Eni SpA                                                                                                       | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   23000000 | PA      | $37616329.22    | 0.21%             | 2030-09-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| SNOWFLAKE INC                               | Snowflake Inc                                                                                                 | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   47500000 | PA      | $55188825.00    | 0.31%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2                     | Match Group Financeco 2 Inc                                                                                   | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14934000.00    | 0.08%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                           | BILL Holdings Inc                                                                                             | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |     -60700 | NS      | $-2306600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                 | Waters Corp                                                                                                   | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       8036 | NS      | $2484972.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     146350 | NS      | $136778710.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd       | Check Point Software Technologies Ltd                                                                         | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Short            | EC               | CORP              | IL        |     -32360 | NS      | $-3639529.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                     | Arthur J Gallagher & Co                                                                                       | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      85177 | NS      | $17580532.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                         | Global Payments Inc                                                                                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      64164 | NS      | $4617241.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     467843 | NS      | $146542462.89   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Brand Engagement Network Inc                | Brand Engagement Network Inc                                                                                  | CUSIP: 104932116<br>LEI: N/A                  | N/A              | DE               |  | US        |     166666 | NS      | $38316.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                              | Amazon.com Inc                                                                                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    1653709 | NS      | $438332107.54   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                      | HP Inc                                                                                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     242495 | NS      | $5058445.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Lucid Group Inc                             | Lucid Group Inc                                                                                               | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |     375000 | NS      | $2388750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GAMESTOP CORP                               | GameStop Corp                                                                                                 | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   90000000 | PA      | $97623900.00    | 0.55%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Veea Inc                                    | Veea Inc                                                                                                      | CUSIP: 693489114<br>LEI: N/A                  | N/A              | DE               |  | US        |      20000 | NS      | $1200.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                          | NextEra Energy Inc                                                                                            | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     927433 | NS      | $48708781.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                     | Peloton Interactive Inc                                                                                       | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |   -2243129 | NS      | $-12225053.05   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| AirJoule Technologies Corp                  | AirJoule Technologies Corp                                                                                    | CUSIP: 612160119<br>LEI: N/A                  | N/A              | DE               |  | US        |      50000 | NS      | $30005.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARA Holdings Inc                           | MARA Holdings Inc                                                                                             | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |   -1040000 | NS      | $-12469600.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                               | BlackLine Inc                                                                                                 | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |     -94169 | NS      | $-2942781.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                         | PayPal Holdings Inc                                                                                           | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4971100.00     | 0.03%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Papaya Growth Opportunity Corp I            | Papaya Growth Opportunity Corp I                                                                              | CUSIP: 69882P110<br>LEI: 549300U6L3FU6EKJUM40 | N/A              | DE               |  | US        |     625000 | NS      | $31312.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                    | BP2RD15 DAIWA HOUSE INDUSTRY                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | JP        |        150 | NC      | $1492861.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                     | Akamai Technologies Inc                                                                                       | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   23422000 | PA      | $30746527.84    | 0.17%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                    | Sarepta Therapeutics Inc                                                                                      | CUSIP: 803607AD2<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13922250.00    | 0.08%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                         | Spectrum Brands Inc                                                                                           | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7166740.00     | 0.04%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                           | Post Holdings Inc                                                                                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | EC               | CORP              | US        |     -83930 | NS      | $-8791667.50    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Carbon Revolution PLC                       | Carbon Revolution PLC                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |      83333 | NS      | $1033.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSI Systems Inc                             | OSI Systems Inc                                                                                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |     -19288 | NS      | $-5534112.96    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                               | Blackbaud Inc                                                                                                 | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     133042 | NS      | $4945171.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer Park Opportunities Corp              | Mercer Park Opportunities Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     850000 | NS      | $21250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                         | Coinbase Global Inc                                                                                           | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      34676 | NS      | $6511112.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NUTANIX INC                                 | Nutanix Inc                                                                                                   | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $9415795.20     | 0.05%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Trip.com Group Ltd                          | Trip.com Group Ltd                                                                                            | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | KY        |    -261600 | NS      | $-14181336.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                   | ONEOK Inc                                                                                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      98503 | NS      | $9107587.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Rexford Industrial Realty Inc               | Rexford Industrial Realty Inc                                                                                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               |  | US        |     -19500 | NS      | $-699855.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                         | Shift4 Payments Inc                                                                                           | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     450000 | NS      | $25191000.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                  | Evergy Inc                                                                                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |    -888050 | NS      | $-73566062.00   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                    | Baxter International Inc                                                                                      | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     182829 | NS      | $3214133.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Falcon's Beyond Global Inc                  | Falcon's Beyond Global Inc                                                                                    | CUSIP: 306121112<br>LEI: N/A                  | N/A              | DE               |  | US        |      10000 | NS      | $23000.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concord Acquisition Corp II                 | Concord Acquisition Corp II                                                                                   | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DE               |  | US        |      92316 | NS      | $923.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                         | American Express Co                                                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     109055 | NS      | $35230217.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                         | AST SpaceMobile Inc                                                                                           | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $5449232.25     | 0.03%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                          | MakeMyTrip Ltd                                                                                                | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |   21845000 | PA      | $19223818.45    | 0.11%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Axiom Intelligence Acquisition Corp 1       | Axiom Intelligence Acquisition Corp 1                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     100000 | NS      | $1058500.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Translational Development Acquisition Corp  | Translational Development Acquisition Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     375000 | NS      | $4284375.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                          | Unity Software Inc                                                                                            | CUSIP: 91332UAH4<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    2373000 | PA      | $2576864.43     | 0.01%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BLOCK INC                                   | Block Inc                                                                                                     | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   41000000 | PA      | $40982780.00    | 0.23%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                    | Digital Realty Trust Inc                                                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               |  | US        |     -32000 | NS      | $-6430080.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                    | PPL Corp                                                                                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |   -1766571 | NS      | $-66140418.24   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                  | Capital One Financial Corp                                                                                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     109990 | NS      | $21041087.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc         | Public Service Enterprise Group Inc                                                                           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     133683 | NS      | $10916553.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                    | Ionis Pharmaceuticals Inc                                                                                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   12366000 | PA      | $18439313.58    | 0.10%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                     | Peloton Interactive Inc                                                                                       | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $19513750.00    | 0.11%             | 2029-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FutureTech II Acquisition Corp              | FutureTech II Acquisition Corp                                                                                | CUSIP: 36119D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     496419 | NS      | $5966956.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ESC GCB144A LUMINAR TE                      | ESC GCB144A LUMINAR TE                                                                                        | CUSIP: 550ESCAD9<br>LEI: 549300AVGXLDWYMI4298 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $60000.00       | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                     | DraftKings Holdings Inc                                                                                       | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $36415200.00    | 0.21%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                                                         | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $33073110.00    | 0.19%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Park24 Co Ltd                               | Park24 Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300LFG2WZWCWM4M68 | Short            | EC               | CORP              | JP        |     -78700 | NS      | $-918933.28     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                              | Eaton Corp PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      73110 | NS      | $31657361.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                         | Gilead Sciences Inc                                                                                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     224605 | NS      | $29387318.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Modus Holdings Inc                    | Alpha Modus Holdings Inc                                                                                      | CUSIP: 020952115<br>LEI: N/A                  | N/A              | DE               |  | US        |     350000 | NS      | $10430.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                 | Zscaler Inc                                                                                                   | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |      -7896 | NS      | $-1031849.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                | Oxley Bridge Acquisition Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24642 | NS      | $258124.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Relo Group Inc                              | Relo Group Inc                                                                                                | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Short            | EC               | CORP              | JP        |     -79000 | NS      | $-987783.85     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Murano Global Investments PLC               | Murano Global Investments PLC                                                                                 | CUSIP: 000000000<br>LEI: 984500A5861C7BE4AE21 | N/A              | DE               |  | JE        |     625000 | NS      | $25000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                            | Oscar Health Inc                                                                                              | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5575450.00     | 0.03%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                              | ConocoPhillips                                                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     237224 | NS      | $29838034.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                         | AST SpaceMobile Inc                                                                                           | CUSIP: 00217DAG5<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9300100.00     | 0.05%             | 2036-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

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

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer